景氣循環與總體經濟因素對國防支出之影響

The Impact of Business Cycle and Macroeconomic Variables on Defense Expenditures

王時顯(Shih-hsien Wang)

指導教授 ： 張阜民

朝陽科技大學/管理學院/財務金融系/碩士(2011年)

摘要

本論文從五項國庫支出、景氣循環指標、九項總體經濟指標及國防支出本身自我因素等來進行影響國防支出因素的探討。研究期間從民國80年(1981年) 起到民國99年 (2010年) 底為止，使用年資料進行實證。我們採用簡單線性迴歸模型、相關性分析及自我迴歸模型等方法來分析。經由實證後歸納後發現：
本研究發現無論是前一年度或是本年度的景氣循環指標與國防支出是具有正向關係。而同年度的國防支出與經濟發展支出則具正向關係，但同年度的國防支出與一般政務支出、教育科學文化支出、社會安全支出及債務支等則具反向關係，因此存在排擠效果。另外，前一年度的各項國庫支出與本年度的國防支出存在關聯性，因此支持其影響力是具有持續性。
其次，由實證結果顯示同年度 (前一年度) 的國內生產毛額、進出口總值、失業率、CPI及薪資等指標與國防支出是具有正向關係；而同年度 (前一年度) 的利率或匯率與國防支出是具有反向關係；但經濟成長率 (貨幣總計數M2) 與國防支出則無關。
最後，發現前一年度的國防支出與本年度的國防支出具有顯著的正向關係，故推論國防支出受自我本身因素所影響。

關鍵字

總體經濟指標 ； 自我迴歸模型 ； 排擠效果 ； 景氣循環 ； 國防支出

並列摘要

This paper from the five treasury expenditures, business cycle indicators, nine overall economic indicators and factors such as self-defense expenditures to carry out defense spending factors of affecting.
During the study period from the end of 1981 and 2010, with years of empirical data.We use a simple linear regression model, correlation analysis, self-dummy variable regression model and multiple regression models to analyze. Evidence found after the induction by:
The study found that both the previous year or this year''s business cycle indicators and defense spending is a positive relationship. The same year''s defense spending and economic development spending is a posit crowding effect ive relationship, but the same annual defense spending and general government spending, education, science and culture spending, social security and other expenses and debt payments is a negative relationship, so exists crowding effect. In addition, the previous year Treasury expenditures has relationship with this year''s defense spending, so in support of its influence is a persistent.
Second, the empirical results show that in the same year (previous year) gross domestic product, import and export value, the unemployment rate, CPI and other indicators of wages and defense spending is a positive relationship; the same year (previous year) interest or exchange rates and defense spending is a reverse relationship; but the economic growth rate (M2) has nothing to do with defense spending then.
Finally, found the previous year''s defense spending and defense spending this year has a significant positive relationship, so inference that defense spending is influenced by itself factors.

並列關鍵字

business cycle ； treasury expenditures ； economic indicators ； AR(p) model ； crowding effect

參考文獻

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