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Please use this identifier to cite or link to this item: http://ntour.ntou.edu.tw:8080/ir/handle/987654321/29662

Title: 人民幣匯率及外人直接投資變動下台灣對中國大陸進出口貿易與外人直接投資互動關聯性之研究—Panel VEC與Panel STVEC模型之應用
The Interactive Relationships among Import,Export and Foreign Direct Investment for Taiwan and Mainland China While the Changes of RMB and FDI:An Application of Panel VECM and Panel STVECM
Authors: 黃銘郁
Contributors: NTOU:Institute of Applied Economics
Keywords: panel單根;panel共整合;panel VECM;paenl STVECM
panel unit root;panel co-integration;panel VECM;paenl STVECM
Date: 2011
Issue Date: 2011-11-23T02:44:56Z
Abstract: 本文研究目的為暸解人民幣匯率與外人直接投資變動下台灣對中國大陸製造業進出口貿易與外人直接投資之概況,並檢視實證模型中各項變數,以發掘台灣對中國大陸製造業進出口貿易與外人直接投資之決定因素,進一步引用panel向量誤差修正模型與panel平滑移轉向量誤差修正模型,進行實證並指出台灣對中國大陸進出口貿易與外人直接投資之重要決定因素。其研究期間為1994年1月至2010年12月。 採用panel共整合分析,配合完全修正最小平方法(FMOLS)求解共整合向量之長期關係,實證結果指出台灣對中國大陸進出口貿易與外人直接投資該三變數具有一共整合系統,台灣與中國大陸進出口貿易與外人直接投資在長期將趨向一均衡關係,代表台灣對中國大陸進出口貿易與外人直接投資具有共移現象。 此外,由panel平滑移轉向量誤差修正模型可知,當以人民幣匯率作轉置函數時,轉換門檻介於0.3212與0.4218之間,轉換速度介於1.7862與5.2164之間,表示門檻值越高,轉換速度相對較慢。以外人直接投資作轉置函數時,轉換門檻介於0.3259與0.4199之間,轉換速度介於3.2348與5.7920之間,其中以外人直接投資作為自身轉置函數,轉換門檻與轉換速度都相對較高。 根據該項人民幣匯率與外人直接投資變動下台灣對中國大陸進出口貿易與外人直接投資實證結果之資訊,冀望能對製造業者擬訂相關策略且能提供學術研究者與政府制定相關投資與貿易之政策作參考。
The main purpose of this study is to investigate the determinants and relationships,among import,export and foreign direct investment of four manufacturing industries between Taiwan and Mainland China While the Changes of RMB and FDI.the determinants of import, export and foreign direct investment of four manufacturing industries between Taiwan and Mainland China by applying the panel VECM and panel STVECM from January 1994 to December 2010. by using panel co-integration analysis and FMOLS to resolve the long-term relationship of co-integration vector.The result shows there is a long-term co-movement among import,export and foreign direct investment between Taiwan and Mainland China. Based on the result of panel Vector Error Correction Model. Furthermore,with a panel STVECM when the exchange rate for the transpose function,the conversion threshold between 0.3212 and 0.4218,the conversion rate between 1.7862 and 5.2164,the threshold value that the higher the conversion rate relatively slow,to FDI for transpose function,the conversion threshold between 0.3259 and 0.4199,the conversion rate between 3.2348 and 5.7920,which the FDI as a transpose function fo its own,conversion threshold and the conversion rate is relatively high. Basically the empirical result of this study would provide useful information for firm to set up managerial strategy and policy-making for government agency.
URI: http://ethesys.lib.ntou.edu.tw/cdrfb3/record/#G0M98350011
Appears in Collections:[應用經濟研究所] 博碩士論文

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