本文旨在探討我國產業結構轉變、總體經濟指標以及勞工統計指標和物價指數對失業率之影響。首先利用產業結構轉變及總體經濟變數與失業率建構「失業率之預測模型」,用來預測我國失業率。其次是利用勞工統計指標及消費者物價指數與失業率建構「失業率之長期均衡模型」,用來探討失業率與勞動市場之長短期互動關係。 本文以三級產業就業人數 (即三級產業結構)、國內主要總體經濟變數以及失業率,建構向量自我迴歸 (VAR) 模型來探討台灣失業率的變化趨勢。此外,利用共整合分析對失業率、單位勞動產出、每人每月平均工時、經常性平均薪資及消費者物價指數,建立長期均衡關係。 根據 VAR 模型估計結果顯示,失業率落後一、二期、第一級產業就業人數一階差分後落後五期、第二級產業就業人數一階差分落後三、五期、第三級產業就業人數一階差分落後四、五期、工業生產值落後一、二、五期共10 個變數,對當期失業率具有顯著影響。失業率與工業生產值存在顯著負向影響,以及失業率與出口總值之間亦有顯著正向影響,其原因為近幾年我國產業外移嚴重,面對企業紛紛採取「台灣接單、海外生產」的三角貿易方式經營,因而即使景氣回溫,出口暢旺,也無助於我國失業率的降低。
This paper examines the impact of industry structure change, macroeconomic indicators, labor statistics indicators and consumer price index on the unemployment rate in Taiwan. First, a forecast model of unemployment rate is established by the factors of industry structure change, macroeconomic indicators and unemployment rate. And a forecast of unemployment rate of Taiwan can be obtained by this model. Second, labor statistics indicators, consumer price index and unemployment rate are applied to construct a long-run equilibrium model to investigate the short-term and long-term interaction between unemployment rate and the labor market statistics indicators. Unemployment ratio, number of employees of the first, second, and third degree industry, and variables related to marcoeconomic are adopted to construct a vector autoregressive (VAR) model. In addition, the cointegration analysis shows that the unemployment rate and industrial production value have a significant negative impact,as well as the unemployment and the export value a significant positive impact. The model show that current employment rate is significant affected by the lag-1 and lag-2 period of employment rate, lag-5 period of the difference of employees of the first degree industry, lag-3 and lag-5 period of the difference of employees of the second degree industry, lag-4 and lag-5 period of the difference of employees of the third degree industry, and lag-1, lag-2, and lag-5 period of industry production. In the recent years, the impact on productivity changes of Taiwan’s industrial structures is a serious problem. Some of the enterprises have adopted the triangular trade strategy, "Taiwan orders, overseas production.” Even if the boom recovered and the export increasing significantly, it is also helpless to reduce the unemployment rate in Taiwan.