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  • 學位論文

台灣出口與經濟成長間共整合及因果分析

Taiwan Export and Economic Growth Cointegration and Causality Analysis

指導教授 : 李正文
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摘要


有各種可能因素成就國家總出口的持續增加,且帶動經濟成長,但台灣今年對外貿易出口總額呈現衰退走勢,也是唯一負成長,鄰近的韓國、新加坡、中國大陸及日本則是相對維持出口成長,是否對經濟成長有所影響是值得研究探討的。另外,在各國相競簽署自由貿易協定的同時,台灣的經濟成長是否可以支撐出口的持續,且全球經濟環境變化所造成的貿易條件改變是否影響台灣經濟成長是一個值得再次研究議題。 本文研究的主要目的在於探討台灣產業出口值與台灣經濟成長之間的關係,在連結出口及經濟成長的實證結果。將使用Granger共整合及因果關係檢定,並運用共整合關係將GDP及出口值來建構長期關係,再加以驗證短期雙向的因果關係,進一步支持台灣出口領導經濟成長的Granger因果關係。 由研究實證得知,台灣產業出口值與經濟成長之間具有正向長期均衡的關係,符合我國經濟發展主要以出口為導向,出口總值占GDP 達六成以上的結果,亦表示政府施政作為上,對內應扶植產業升級,獎勵經濟規模效益來擴大產能;對外應加速與主要貿易國家簽署自由貿易協定,減低出口成本,確保台灣整體產業競爭力。 實證結果亦說明台灣產業出口值與經濟成長具有雙向因果關係,在誤差修正模型中確認台灣產業出口值在短期而言仍處於偏高狀態,應往下修正,此與財政部公布樣本外期間2012年1至4月台灣產業出口呈現衰退情形符合,說明了國家採取的貿易政策強烈地影響著一個國家的經濟成長方向與台灣產業出口情形。

並列摘要


Several possible factors result in sustainable increase in total export of a country and put forth economic growth. However, Taiwan is the only one that has a decay pattern of export and negative economic growth among Asian countries; neighbouring countries such as Japan, Korea, Singapore, China hold a opposite circumstances. Whether the export has an influence on economic growth is worthy of investigating. In addition, Can Taiwanese economic growth support export sustainability as every country sings the agreement of free trade competitively? Whether any changes of trade terms due to the changes of global economic environment affects Taiwanese economic growth merits a research issue. The paper aims to analyze the relationship between industrial export and economic growth in Taiwan. We utilize Granger cointegration and causality tests to construct the long-term equilibrium relationship and verify short-term causality relationship. The empirical evidence shows that there exists a positive long-term equilibrium relationship, consistent with the situation of exported-oriented economic development in Taiwan and the characteristic of high ratio (above sixty percent) of export to GDP. This indicates that Taiwanese government should help industries develop to upgrade and encourage the benefits of economic scale to enlarge the whole capacity inwards. Besides, we should accelerate to sign the agreements of free trade with main trading partners and lower the export costs to keep the whole industrial competitiveness outwards. The empirical results also reveal that there is a two-way causal relationship. In the error correction model, we confirm that the exports of Taiwanese industrial are on the high side in the short-term period and we should modify that downward. This corresponds with the condition which the Ministry of Finance announces the industrial exports in Taiwan display a decline during January to April in 2012. This explains the trade policies a country adopt intensely influence the economic growth and the industrial exports of a country.

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