消費外部性與我國區域間消費行為之探討─空間計量模型之應用

近幾年來，台灣的經濟發展穩定地成長，使國家與人民的收入越趨增加，隨著民眾消費能力的提升，飲食占消費支出的比例逐年下降，表示人們的消費行為正在改變。消費行為除了會受所得增減的影響外，是否會因各地區間的消費者互相交流而造成消費行為上的變化？為瞭解這些變化的成因，本文欲探討台灣各縣市間消費行為的外溢效果而產生消費外部性，並進一步研究各區域間的消費行為是否會因時間的推移而趨於一致，造成消費收斂的現象。本研究使用我國自1987年至2006年22縣市的消費支出資料，並將之區分為七大項：食品、衣著、居住、家庭設備、醫療與保健、交通與通訊、教育娛樂等消費支出項目。針對總消費支出及七項消費支出使用傳統的追蹤資料收斂模型進行固定效果的收斂分析，發現兩者的結果皆呈現消費收斂的現象。透過Moran’s I檢定，顯示我國各縣市間的消費支出存在顯著的空間負相關。再對固定效果收斂模型加上空間權重矩陣的空間自相關與誤差模型進行外溢效果的分析，研究結果發現22個縣市間存在消費外部性並同時存在消費收斂。

關鍵字

消費外部性；消費收斂；空間外溢；空間計量

並列摘要

In recent years, Taiwan's economy remained stable and continued to grow, which also led the per capita income of Taiwan to increase. However, the consumption expenditure of household on food declined over time; it shows that the consumer behaviors are changing. It has been known that consumer behaviors would be affected by the income, and this study further examined whether the interaction of the consumers residing in different regions would affect consumer behaviors. To clarify the causes of this possible phenomenon, this study focuses on the consumption externality arising from the spillover effect of each region of Taiwan, and further examine whether the consumer behaviors will result in convergence over time. The data analyzed in this study are Taiwan's consumption expenditure information between 1987 and 2006, which was categorized as food, clothing, housing, household equipment, health, communications/transport, and education/entertainment. With the analysis of fixed effect using panel data model, this study discovered that the total consumption expenditure and the consumption expenditure of the above-mentioned seven items show a convergence relation. Also, the Moran’s I test shows there is a significant negative correlation between the consumption expenditure of each region in Taiwan.With the analysis of the spillover effect using fixed effect model, spatial weight matrix, spatial autocorrelation and spatial error model, this study confirms that consumption externality and convergence do exist among the 22 regions of Taiwan.

並列關鍵字

Consumption Externality ； Consumption ； Convergence ； Spatial Econometrics ； Spatial Spillover

參考文獻

洪小文(2010)，「聚集經濟、消費外部性與經濟成長」，經濟論文叢刊 (Taiwan Economic Review)，38:3 (2010)，387–412。

Baumol, William J, (1986). Productivity Growth, Convergence, and Welfare: What the Long-run Data Show, American Economic Review, American Economic Association, 76(5), 1072-85.

Airaudo, Marco (2013), “Monetary policy, stock prices, and consumption externalities”, Economics Letters 120 (2013) 537–541.

Anselin, L. and Rey, S. J. (1991) Properties of tests for spatial dependence in linear regression models, Geographical Analysis, 23: 112-131.

Anselin, L., (1988). Spatial Econometrics: Methods and Models. Kluwer Academic Publishers, Boston.

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消費外部性與我國區域間消費行為之探討─空間計量模型之應用

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