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  • 學位論文

影響台灣光學器材品出口因素之實證分析

An Empirical Analysis of Optical Products Export in Taiwan

指導教授 : 林惠玲

摘要


近十餘年來,光學及精密機械類產品產業成長快速成為帶動台灣經濟發展以及創造外匯收入的新興重要產業。以2015 年為例,台灣全體製造業出口2,853 億美元,總創順差為481 億美元,而光學器材類產品順差達54 億美元,為台灣第四大貿易順差產業,不僅對台灣際收支具關鍵性效益,對經濟成長亦具有相當的重要性。光學器材業是高度出口導向產業,並以中間財的型式為主出口至中下游海外製造與組裝基地,受行動裝置與智慧型手機快速創新的影響甚大。台灣光學器材製造業為高度出口導向的產業,亦顯示其出口為衡量該產業發展之重要指標。本文將光學器材品出口函數以匯率、光學器材品外銷訂單海外生產比、出口與進口物價指數、七大工業國與中國景氣綜合領先指標等變數做解釋,使用資料樣本期間為2002 年1 月至2016 年1 月,共169 個觀察值; 首先以單根檢定確認各變數取對數並經一階差分後為定態數列,建立變數間向量自我迴歸模型(Vector Autoregression model)觀察出口與各變數落後期之相關性,並由衝擊反應函數了解外生衝擊對出口的影響,與Granger 因果關係檢定變數間是否存在領先(Granger cause)、落後、互相領先,或兩者無任何關係,最後將向量自我迴歸模型中與當期出口呈現顯著之變數作為多元迴歸模型解釋變數,建立多元迴歸模型探討影響台灣紡織品出口的因素。研究結果顯示台灣當期光學器材品出口受本身過去一期負向影響,落後四期美元兌新台幣匯率與出口呈現負向關係,落後二期與四期光學器材品進口與出口呈現負向關係,落後一期七大工業國景氣領先指標和與當期光學器材品品出口呈正向關係,落後二期中國景氣綜合領先指標與當期光學器材品出口呈正向關係,台灣光學器材品出口物價指數的落後一期與當期光學器材品出口具正向關係。

並列摘要


Over the past decade, the optical products industry is growing fast, whcih makes a great contribution to economic development and foreign exchange earnings in Taiwan. In 2015, total export of Taiwan reached to $28.53 billion, and the trade surplus amounted to $4.81 billion; the trade surplus of the optical product is $5.4 billion in 2015 and the optical industry is the fourth largest trade surplus industry in Taiwan. It shows Taiwan's optical industry is highly export-oriented. So, the optical product export is an important indicator to evaluate the development of textile industry in Taiwan. To figure out the factors for Taiwan's optical product export, we select exchange rate, optical product import, overseas production ratio, the export & import price index, and composite leading indicators of the G7 & Mainland China economy as explanatory variables. From January 2002 to January 2016, there are 169 observations. First, we use unit root test to ensure all the series used in regression analysis are stationary. Then, we create the vector autoregression(VAR) model to analyze how explanatory variables affect textiles export and use impulse response function to figure out the response of textiles export to the exogenous shock of another variables. Granger causality test is also used to determine whether a time series is useful in forecasting another. Eventually, we use the statistically significant variables in multiple regression analysis to investigate the impact factors for textiles export. The conclusion of this research shows that the Taiwan's optical product export is affected by “one lag of itself”, “fourth lag of USD against the New Taiwan Dollar exchange rate”, “second & fourth lags of optical product import”, “first lag of the composite leading indicators of G7”, “second lag of the composite leading indicators of Mailand China”, and “first lag of export price index”.

參考文獻


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