從2000年開始,臺灣汽車銷售量成長逐漸趨緩趨緩,為探討其中原因,本研究使用2012年1月至2019年12月期間的月資料對總體經濟變數如何分別影響臺灣小客車銷售量與其他車種銷量的問題進行分析。透過單根檢定以及共整合檢定,本研究決定使用VAR模型以及VECM進行迴歸分析,並且在最後進行Granger因果檢定,加以探討各項變數之間是否有「Granger影響」。根據研究結果,消費者物價指數與工業生產指數對小客車銷售量的影響為正,而新登記工廠數、自由貿易港區貿易值與失業率對其的影響為負;消費者物價指數、新登記工廠數、自由貿易港區貿易值與失業率對其他車種銷售量的影響為正,工業生產指數對其的影響為負。
After 2000, the growth of automobile sales in Taiwan has gradually slowed down. In order to explore the reasons, this thesis use the data from January 2012 to December 2019 to testify the effect of macroeconomic variables on passenger car sales and other automobile sales respectively. Based on the results of unit root test and cointegration test, VAR model and VECM has been chosen for the regression analysis, and Granger causality test has been used to explore the "Granger influence" among the variables. According to the research results, the consumer price index and the industrial production index have a positive impact on the passenger car sales, and the number of newly registered factories, the trade value of free trade zone and the unemployment rate have a negative impact on it; the consumer price index and the number of newly registered factories, the trade value of free trade zone and unemployment rate have a positive impact on the sales of other types of vehicle, and the industrial production index has a negative impact on it.