出口與經濟成長的因果關係：台灣的實證研究

An Empirical Study of the Export-led Growth Hypothesis Using Taiwanese Data

黃台心(Tai-Hsin Huang)

《經濟論文叢刊》 30卷4期 (2002/12) Pp. 465-490

https://doi.org/10.6277/ter.2002.304.2

摘要

本研究使用四變數（所得、出口、固定資本形成及貿易條件）向量自我迴歸模型，分別採用Toda and Phillips (1993,1994) 和Toda and Yamamoto (1995)兩種 Granger無因果關係檢定法，探討出口導引經濟成長假說，是否適用於台灣。實證分析結果，兩種方法均無法拒絕此假說，顯示政府過去採行的出口擴張政策，成勁地導引總體經濟成長。另外，經濟成長刺激出口增加的假說，遭到兩種方法的拒斥。

關鍵字

共整合 ； 因果關係檢定 ； 出口導引經濟成長

並列摘要

The current paper tests the export-led growth hypothesis using Taiwan's time series data from 1951 to 1998 within the framework of four-variable vector autoregressive (VAR) models that contain unit roots. Two testing procedures are employed. One is proposed by Toda and Phillips (1993, 1994), which employs a Johansen-type error correction model. The other is a lag-augmented VAR approach, proposed by Toda and Yamamoto (1995), which need not take into account possible integration and cointegration among series. Empirical results from both approaches appear to reject the null hypothesis of Granger no-causality from export to output. However, no causal link from output to export is found.

並列關鍵字

cointegration ； causality test ； export-let growth

參考文獻

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