文化大學機構典藏 CCUR:Item 987654321/19853
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    Please use this identifier to cite or link to this item: https://irlib.pccu.edu.tw/handle/987654321/19853


    Title: 實質所得、相對價格、匯率與國際貿易之關聯分析：以台灣對美日貿易為例
    Authors: 江朝宗
    Contributors: 國際貿易學系
    Keywords: 實質所得
    相對價格
    匯率
    向量自我迴歸
    動態模型
    Date: 2010
    Issue Date: 2011-10-24 13:35:07 (UTC+8)
    Abstract: 本研究的主要目的在探討實質所得、相對價格和匯率與國際貿易之間的關係，採用的模型有ADF、VAR和動態貿易模型，研究樣本期間為1990年第一季至2010年第四季之季資料。
    根據研究結果發現美國實質所得與台灣對美國出口之落後期數為五期，相對價格與台灣對美國出口落後期為六期，台美匯率與台灣對美出口落後期為六期，台灣實質所得與台灣對日進口落後期為五期，相對價格與台灣對日進口落後期為三期，台日匯率與台灣對日進口落後期為三期。
    另一個結果指出在台灣對美國出口中，相對價格和台灣對美國出口值呈現負向顯著關係，匯率和台灣對美國出口值呈現正向不顯著關係，美國實質所得和台灣對美國出口值呈現正向顯著關係。在台灣對日本進口方面，相對價格和台灣對日本進口值呈現負向不顯著關係，匯率和台灣對日本進口值呈現正向顯著關係，台灣實質所得和台灣對日本進口值呈現正向顯著關係。本研究討論研究發現在理論及實務上的意涵，並對未來的研究方向提出建議。

    The main purpose of this study is to explore the relationship between real income, price ratio, exchange rate and International trade in Taiwan. The Vector autoregression method and the dynamic method are applied to study the relationship between international trade and its determinants. The data applied are quarterly ranging from the first quarter of 1990 to fourth quarter 2010.
    The vector autoregressive model results indicate that U.S. real income lag behind Taiwan's exports to five quarters, price ratio and exchange rate lag behind Taiwan's exports to six quarters. Other results indicate that Taiwan real income lag behind Taiwan's imports to five quarters, price ratio and exchange rate lag behind Taiwan's imports to three quarters.
    The export equation results indicate a significant negative effect of the price ratio on Taiwan exports and a significant positive effect of the U.S. real income on Taiwan exports. The import equation results indicate a significant positive effect of the Taiwan real income and exchange rate on Taiwan imports. This study discusses the implication for the theory and practices, and suggestions for the future study.
    Appears in Collections:[Department of International Trade 7 Graduate Institute of International Trade ] Thesis

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