我國與APEC國家間進出口貿易之時間趨勢行為探討

An Empirical Investigation on the Time Series Behavior of the Taiwan and APEC Economies Trade Imbalance

除子光(Tzu-Kuang Hsu) ； 陳柏琪(Po-Chi Chen)

《中華管理學報》 5卷3期 (2004/11) Pp. 69-94

https://doi.org/10.30053/CHJM.200411.0005

摘要

本文採用傳統之ADF檢定以及Perron (1997)之一次結構變動的單根檢定，探討我國與APEC全體國家、中國大陸+香港、日本、韓國與美國等幾個主要貿易夥伴國間，進口、出口與貿易差額三項變數變動的趨勢與特性。
根據ADF與Perron檢定的結果，發現除了台灣對日本、韓國之出口及貿易差額變數是屬於非定態的數列外，其餘台灣對各地區之貿易變數幾乎都是定態的。這樣的結果顯示，我國對日本與韓國所採用的减少貿易逆差之相關經貿政策，是具有長期效果的。因此，我國政府應以積極的態度思圖改善對日本，甚至對韓國的逆差，特別是切實施行有關改善我國産業結構方面之政策與措施。
另一方面，就我國與中國大陸（包括香港）、新加坡與美國等國間的貿易順差來看，任何隨機衝擊大都只産生暫時性的效果，最後都將會回歸到平均趨勢值。

關鍵字

貿易差額 ； 單根檢定 ； 結構轉變

並列摘要

This paper analyzes the long run relationship of the trade behavior between Taiwan and its trading partners, including APEC economies, Mainland China, Japan, Korea, and United States using import, export and trade balance data over the period 1989-2001. In empirical methodology, we employ the traditional Augmented Dicker-Fuller Test and the Perron method to test for a unit root without and with structural break.
Both the ADF and Perron tests reveal that there is no mean reverting between Taiwan and Japan's bilateral trade deficit, and between Taiwan and Korea's trade deficit. These results suggest that any trade policies which decrease the Taiwan and Japan and Korea trade imbalance would get better results. Therefore, it still remains possible that bilateral trade would be more balanced if Taiwan government uses the better policy on industrial structure.
Moreover, any shocks can only have a temporary effect on Taiwan and Mainland China bilateral trade surplus, Taiwan and Singapore bilateral trade surplus, and Taiwan and United States bilateral trade surplus. It is said that there is a tendency in the long run to return to its mean.

並列關鍵字

Trade balance ； Unit Root Tests ； Structural Change