臺灣製造業物價上漲率的預期檢定

沈中華

《經濟研究》 33卷1期 (1995/01) Pp. 1-28

https://doi.org/10.29765/TEI.199501.0001

摘要

經建會每個月訪問製造業的廠商，問他們對未來三個月景氣的看法，其中有一項是問對自己産品未來三個月走勢的看法，廠商可回答上漲、下跌或不變，經建會在來路不明之後，公佈有多少百分比例的廠商認爲該産品物價會漲、會跌及不變，本文的重點即在用Carlson and Parkin(1975)的統計方法將此質的資料量化，一旦得到量化的資料，本文探討臺灣製造業的物價變動預期是否符合理性預期和適應預期，實證結果顯示在15個産業中，只有運輸工具、機械和木材符合理性預期的要求，但所有産業均拒絕適應預期限制的條件。

關鍵字

質的調查資料 ； Carlson and Parkin量化法 ； 理性預期 ； 適應預期

並列摘要

Council for Economic Planning and Development regularly issues questionnaire to ask the firms of manufacture industry about the own prices of the next three-month. Then, the percentages of firms of predicting the prices which will go up, fall down or remain the same are published every month. Using Carlson and Parkin’s (1975) statistical method, we transform the above qualitative data into quantitative numbers and then study whether their expectations can suitably be described by either rational expectation or adaptive expectation modeling. Out of 15 industries condisered here, only transportation, wood and mechanics industries cannot reject the null hypothesis of rational expectations. However, the adaptive expectation is rejected by all the industries.

並列關鍵字

Quantitative data ； Carlson and Parkin Quantitization method ； Rational Expectation ； Adaptive Expectation