總體經濟因數對台灣LED產業外銷之影響

總體經濟因數對台灣LED產業外銷之影響中文摘要近年來由於溫室效應(Green House)的影響，全球氣候丕變，嚴重影響人類生活，因此，各國均開始致力於節能減碳，在眾多電子產品中，LED產業最能與節能減碳連結在一起，本研究嘗試採用複迴歸分析(multiple regression analysis)，並搭配總體經濟變數，包含匯率、GDP及工業生產指數觀察這些總體經濟變數來分析其對LED產業之出口產生的影響。本文中以迴歸模型探討當上述各總體變數之外在環境改變後對我國LED產業之出口總值所產生的影響。此外，在進行迴歸模型前為了避免產生假性迴歸之虞，先對所有變數進行單根檢驗，確認所有變數都呈現定態後方才使用迴歸模型進行分析。實證所採用的資料採自經濟新報(TEJ)，研究對象為發光二極體(LED)之出口外銷，樣本期間涵蓋1994年1月至2014年4月止，資料頻率為月資料共計244個月。從實證結果中得知，影響LED出口的重要因素除了匯率之外，尚有工業生產指數及台灣GDP均具統計顯著性。關鍵詞 : 複迴歸分析、單根檢定、LED產業

關鍵字

關鍵詞 : 複迴歸分析、單根檢定、LED產業

並列摘要

The impact of Macroeconomic variables on Taiwan LED industry export Abstract Because of the greenhouse effect in recent years, many countries suffer from severe weathers enhances the worldwide effort and commitment to reduce carbon emissions. Among many consolidated multi-electronic products, the light-emitting diodes (LED) industry can be best connected with the carbon reduction, therefore, this study attempts to conduct a multivariate regression analysis by applying the overall macroeconomic variables including the exchange rate, GDP and industrial production index as explanatory variables to check the overall economic impacts of these variables on the export value of Taiwan LED products. In order to use regression analysis to explore the impacts of these macroeconomic variables upon the export value of Taiwan LED products, however, prior to estimate the regression models for the sake of avoiding the risk of spurious regression, this study first conduct a unit root test to verify all of the observed time series data until all values are presented in the stationary state. All data are obtained from Taiwan Economic Journal (TEJ) and the time period covers from January 1994 to April 2014, the data frequency is monthly with a total of 244 observations. From the empirical results of the study, the study finds that important factors affecting Taiwan’s LED exports include the exchange rate, the index of industrial production and Taiwan's GDP, which are all statistically significant and positively related toTaiwan's LED exports. Keywords: multivariate regression, unit root test, LED Industry

並列關鍵字

Keywords: multivariate regression ； unit root test ； LED Industry

參考文獻

方文碩、賴奕豪(2001)。匯率風險對出口貿易之衝擊，台灣金融財務季刊，2， 83-101。

柯勝揮、江朝宗（2011）。實質所得、相對價格、匯率與國際貿易之動態關聯分析－以台灣對美日貿易為例，貿易調查叢刊，22 (2)，75-100.

Abdulnasser, H. J. (2001). “Export performance and economy growth nexus in Japan：a bootstrap approach”, Japan and the World Economy, 14, 25-33.

Akhtar, M. A., & Spence-Hilton, R. (1984). “Effects of exchange rate uncertainty on

German and U.S. trade”, Federal Reserve Bank of New York Quarterly Review, 9, 7-16.

國際替代計量

總體經濟因數對台灣LED產業外銷之影響

全文下載

主題瀏覽