Title |
國際油價對消費者物價指數之影響分析 |
Translated Titles |
The Impact of International Oil Price on Consumer Price Index |
DOI |
10.29548/BGYY.201209.0005 |
Authors |
張呈徽(Cheng-Hui Chang);李仁耀(Jen-Yao Lee);呂軒宇(Hsuan-Yu Lu) |
Key Words |
門檻迴歸 ; 物價指數 ; Threshold regression ; price index |
PublicationName |
修平學報 |
Volume or Term/Year and Month of Publication |
25期(2012 / 09 / 01) |
Page # |
79 - 90 |
Content Language |
繁體中文 |
Chinese Abstract |
本研究主要目的在於運用Hansen and Seo(2002)提出的門檻向量誤差修正模型探討油價對於台灣消費者物價指數與「次指數」之影響。實證結果指出國際油價與交通類物價指數和教養娛樂類物價指數存在長期均衡關係。而國外油價與國內物價指數及次指數間的調整過程,沒有不對稱的現象。而國外油價的變動會領先消費者總物價指數、交通類指數與醫藥保健類指數的變動。 |
English Abstract |
The past literature has been discussed International oil price for the domestic consumer price index, but this paper use International oil prices for the domestic different consumer price sub-index, the result would not the same. This research uses time series analysis influence of oil price on the domestic consumer price sub-index.The empirical results show that the two items in the consumer price sub-index, including the traffic and education & entertainment price index, exist a co-integration with the international crude oil prices. |
Topic Category |
人文學 >
人文學綜合 基礎與應用科學 > 基礎與應用科學綜合 工程學 > 工程學綜合 工程學 > 機械工程 社會科學 > 社會科學綜合 |
Times Cited |