English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 71563/104432 (69%)
造訪人次 : 19148803      線上人數 : 388
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜尋範圍 查詢小技巧:
  • 您可在西文檢索詞彙前後加上"雙引號",以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋,建議至進階搜尋限定作者欄位,可獲得較完整資料
  • 進階搜尋
    請使用永久網址來引用或連結此文件: http://nccur.lib.nccu.edu.tw/handle/140.119/37790


    題名: The Synchronization of Output Fluctuations Between Taiwan and the United States
    作者: 黃仁德
    Huang, Jen-Te
    日期: 1990-06
    上傳時間: 2009-10-11 11:16:57 (UTC+8)
    摘要: 本文在於探討於1961年至l987年這一段期間臺灣與美國總體產出波動的特性。希望能夠檢定(1)確定趨勢過程(deterministic trend process)或隨機趨勢過程(stochastic trend process)何者較適於代表臺灣與美國總體產出變數演化(evolution)的過程,(2)在臺灣與美國總體產出的波動中,趨勢成分(trend component)或循環成分(cycle component)何者扮演比較重要的角色。比較以OLS模型及ARIMA模型所導出的產出循環(output cycles),吾人發現以OLS模型導出的產出循環較以ARIMA模型導出的產出循環波動幅度(magnitudes)較大但頻率(frequencies)較低。依據理論的背景,應以ARIMA模型而非OLS模型所導出的產出循環來代表臺灣與美國之產出波動的一致性。This paper investigates the nature of output fluctuations in both Taiwan and the U.S. for the period from 1961 to 1987. It attempts to test (1) whether the evolution of the output series is better represented by the deterministic trend process or by the stochastic trend process, and (2) which component, trend or cycle, plays a more important role in the output fluctuations.Using the Dickey-Fuller test and the Phillips-Perron test to examine three different unit root models, the results show that we cannot reject the hypothesis that the evolutions of Taiwan's and U.S. real output follow a stochastic trend process. Both estimates of the structural model and the ARIMA model indicate that the trend component plays a more important role than the cycle component in both countries' output fluctuations. In addition, innovations in output have persistent effect on the output fluctuations of Taiwan and the U.S.At the end, the output cycles derived by the OLS and ARIMA models are compared. We find that the output cycles derived by the OLS model have a larger magnitudes but lower frequencies than the output cycles derived by the ARIMA model. Referring to theoretical background, the output cycles derived by the ARIMA model rather than by the OLS model should be used to represent the synchronization of output fluctuations between Taiwan and the U.S.
    資料類型: article
    顯示於類別:[經濟學系] 期刊論文
    [第61期] 期刊論文

    文件中的檔案:

    檔案 大小格式瀏覽次數
    114.pdf2301KbAdobe PDF767檢視/開啟


    在政大典藏中所有的資料項目都受到原著作權保護.


    社群 sharing

    著作權政策宣告
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回饋