國防支出與經濟成長的非線性關聯之研究 －不對稱門檻共整合模型的應用

Non-linear Relationship between Economic Growth and Defense Spending－The Application of the Threshold Co-integration Model

洪瑞隆(Jui-Lung Hung)

指導教授 ： 許光華

朝陽科技大學/管理學院/財務金融系/碩士(2010年)

摘要

本研究旨在使用 Enders and Siklos (2001) 的不對稱門檻共整合模型，檢測台灣、中國、日本及南韓等東亞四國的經濟成長率及國防支出之間不對稱的長期均衡關係，並以門檻誤差修正模型 (T-ECM) 探討該四國的經濟成長率與國防支出之間領先-落後的因果關係，以及長期均衡關係調整的不對稱性。本研究主要的實證發現有以下幾點：第一，採用 Enders and Siklos (2001) 的不對稱門檻共整合檢定，發現台灣、中國及南韓三國的經濟成長率與國防支出之間存在有不對稱的共整合關係，但是日本的經濟成長率與國防支出之間則僅是具有對稱的共整合關係。第二，由不對稱 Granger 因果關係檢定的結果，發現南韓、中國的經濟成長率與其國防支出之間存在有不對稱的長期性領先-落後關係，但台灣、日本的經濟成長率及國防支出則不存在有長期性的因果關係。第三，同樣由 Granger 因果關係檢定，發現中國的經濟成長率與國防支出間存在有短期的雙向因果 (two way causality) 互動關係，而台、日、南韓則僅是經濟成長率單向的領先其國防支出。這個結果表示此三個國家的經濟增長，會帶動其在國防上的支出，例如向外國採購新式的武器裝備，而中國的經濟發展，則是會促進國防科技與國防工業的發展，同時促使其政府單位或特定民間部門在相關方面的投資及資本支出上的增加，然後進一步地又會帶動經濟的成長。

關鍵字

經濟成長 ； 不對稱門檻共整合檢定 ； 不對稱門檻誤差修正模型 ； 國防支出

並列摘要

This study employed the Enders and Siklos (2001) asymmetric threshold co-integration model to examine the asymmetric long-run equilibrium relationship between economic growth and defense spending in Taiwan, China, Japan, and South Korea. This study also uses the Threshold Error Correction model (T-ECM) and Granger causality test to explore asymmetric causality relationship between Economic Growth and Defense Spending and long-run relationships asymmetric adjustment in four countries. The main empirical findings are as follows. First, we find the relationships of asymmetric co-integration between economic growth and defense spending in Taiwan, China, and South Korea, but there only is a symmetric co-integration relationship between economic growth and defense spending in Japan. Second, we find the asymmetric long-run causality relationship between economic growth and defense spending in China and South Korea, but there are not long-run causality relationship between economic growth and defense spending in Taiwan and Japan. Finally, we find the short-run two way causality relationship between economic growth and defense spending in China, and the economic growth leads the defense spending in Taiwan, Japan, and South Korea. The results show that the economic growth could lead the defense spending in Taiwan, Japan, and South Korea, but China''s economic development will then be will promote the defense-related science and technology and the defense industry development, simultaneously will urge its government unit or the specific folk department in the related aspect investment and capital outlay increase, then will further lead the economical the growth.

並列關鍵字

Asymmetric Threshold Error Correction Model. ； Defense Spending ； Economic Growth ； Asymmetric Threshold Co-integration Test

參考文獻

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