解析軍事投資與維持之國防分項支出對台灣經濟成長的影響

以作者查詢圖書館館藏

、以作者查詢臺灣博碩士

、以作者查詢全國書目

、勘誤回報

、線上人數：44

、訪客IP：3.135.216.170

姓名

陳瑞章(Jui-chang Chen) 查詢紙本館藏

畢業系所

產業經濟研究所在職專班

論文名稱

解析軍事投資與維持之國防分項支出對台灣經濟成長的影響
(Analyze the Interaction of Expenditure on Military Investment and Military Maintain to Taiwan's Economic Growth)

相關論文

★ 經發會前後台股指數、期貨指數、電子指數與金融指數之關聯性	★ 期間利差與經濟衰退之預測模型-理性預期假設之驗證
★ 台灣、美國總經月數據與台股股價指數之關聯性	★ 台灣資訊電子產業異質性及利潤率之探討
★ 中小企業案件逾期放款之預測	★ 台灣半導體產業經營效率分析－三階段資料包絡分析法之應用
★ 台灣車輛產業經濟附加價值之研究－兼論影響信通交通器材公司經濟附加價值之因素	★ 外人直接投資與研發活動之關聯性-台灣電子相關產業之實證研究
★ 消費性信用貸款授信評量模式之研究	★ 國際原油投資報酬與資金行情之探討-GARCH模型
★ 從電子商務演進-探討銀行電子金融服務創新	★ 電子商務對企業經營績效之影響
★ 高淨值客戶風險屬性與共同基金投資報酬率之實證研究	★ 台灣加權指數與指數股票型基金風險值之歷史模擬法分析
★ 國際油價、匯率與利率之動態關聯—VECM與VECM-GARCH之應用	★ 財富管理業務之探討─以花旗銀行及合作金庫商業銀行為例

檔案

[Endnote RIS 格式]

[Bibtex 格式]

[相關文章]

[文章引用]

[完整記錄]

[館藏目錄]

[檢視]

[下載]

本電子論文使用權限為同意立即開放。
已達開放權限電子全文僅授權使用者為學術研究之目的，進行個人非營利性質之檢索、閱讀、列印。
請遵守中華民國著作權法之相關規定，切勿任意重製、散佈、改作、轉貼、播送，以免觸法。

摘要(中)

為審視與探究近年台灣地區於中國大陸擴張軍備的威脅下，國防支出對經濟成長的影響，本文首先以延伸Ram-Biswas (1986)理論模型，觀察區分國防部門與非國防政府部門支出相對於民間部門，國防部門具不完全競爭性所呈現較高的因素邊際產出，以及其對民間部門造成之外部性，兩者的加乘效果是否對經濟成長有顯著的影響；再藉由Cobb-Douglas生產函數型態進行模型設定，以瞭解國防支出對總要素生產力(TFP)技術進步的貢獻度；經由以上不同構面論證方法，其實證分析之結果是否呈現一致性及互補性。
於實證研究上為解決解釋變數內生性的問題，以獲得統計上一致性的估計，在應用ADF單根檢定的方法，檢視各主要變數呈現定態後，再採用一般動差法(GMM)來估計上述兩個實證模型；並利用Granger因果檢定法，來驗證各變數間之因果關係。
本文有鑑於國防支出的重大軍事採購等項目甚具爭議，於是引用1974-2005年行政院主計處等機關公佈之國防支出數，並區分為軍事投資與軍事維持兩部門；實證結果呈現，於Ram-Biswas實證模型中之軍事投資與軍事維持對經濟成長均具有統計上顯著正向關係，但於總要素生產力技術進步的貢獻則分別為呈現統計上不顯著及負向關係，基此，本文認為，我國國防支出應考量建軍備戰的優先順序，審慎從事必要的軍事投資與撙節軍事維持，方能將有限國防資源發揮最大的經濟效益。

摘要(英)

In the face of the military threaten of Mainland China, the relationship between national defense expenditure and economic growth is an interesting issue in Taiwan. The purpose of this thesis is constructing two macroeconomics models to distinguish the spillover and monopoly effects of defense expenditure on economic growth. The first model we built is under the framework of Ram-Biswas (1986), furthermore, we extend the model in four sectors and use Cobb-Douglas production function to analyze the interaction among non-government, military sector (military investment and military maintain), and non- military government sector. The second model we built is under the framework of Total Factor Productivity. In addition, we study the interaction among R&D, international trade and military sector.
Adopting ADF unit root test, we used the yearly data from 1974 to 2005 and observed that the growth rate of expenditure on military investment and military maintain both are stationary. To avoid endogenous problem in estimation, we use Generalied Method of Moment and Granger causality test to identify the relationship among variables within two models. The empirical result is as follows. The expenditure on military investment and military maintain both are positive relate with economic growth. However, spillover effect of military sector on R&D is not conspicuous. We conclude that the expenditure of military sector is not totally crowd out private sector investment; it may support some economic growth. The challenge of later researches is how to identify the channel which is spillover effect of military sector on other non-government sector.

關鍵字(中)

★ 經濟成長
★ 軍事投資
★ 國防支出
★ 因果檢定法
★ 一般動差法
★ 總要素生產力

關鍵字(英)

★ Granger causality test
★ Economic growth
★ Military investment
★ Defense expenditure
★ Generalied Method of Moment
★ Total factor productivity

論文目次

中文摘要 ·················································· i
英文摘要 ·················································· ii
誌謝 ·················································· iii
目錄 ·················································· iv
圖目錄 ·················································· v
表目錄 ·················································· vi
一、緒論·············································· 1
1-1 前言·············································· 1
1-2 研究動機·········································· 2
1-3 研究目的·········································· 3
1-4 研究架構·········································· 4
二、文獻回顧與檢討···································· 6
2-1 經濟成長理論沿革·································· 6
2-2 國防支出與經濟成長相關文獻回顧···················· 7
2-3 綜合檢討·········································· 19
三、理論與實證模型···································· 23
3-1 延伸Ram-Biswas 理論與實證應用····················· 23
3-2 總要素生產力的應用分析···························· 25
3-3 實證方程式設定問題的考慮·························· 28
3-4 估計方法·········································· 29
3-5 資料範圍及處理說明································ 40
四、實證結果分析······································ 42
4-1 延伸Ram-Biswas 模型實證結果······················ 42
4-2 總要素生產力應用實證結果·························· 50
五、結論與建議········································ 57
5-1 研究結論·········································· 57
5-2 後續研究建議······································ 59
參考文獻 ·················································· 60
附錄 ··················································· 68

參考文獻

一、中文部分
王美鈺(1993)，「共積計量方法之比較研究-台灣總體經濟之時間數列分析」，政治大學國際貿易研究所碩士論文。
王榮明(1991)，「國防支出與非國防支出之間抵換關係之研究」，國防管理學院資源管理研究所碩士論文。
李美娟(2005)，「從隨機共整合角度分析台灣國防支出規模與經濟成長之關係」，中山大學經濟研究所碩士論文。
宋根來(1995)，「國防支出與經濟成長關係之探討」，台灣大學三民主義研究所碩士論文。
杜國靜(2004)，「國內投資與政府支出對我國經濟成長之研究」，台中技術學院學報，第5期，頁149~173。
林安樂、王素彎、邱淑君(1998)，「台灣經濟總要素生產力與競爭力分析」，行政院經建會委託研究計畫，台北：中華經濟研究院。
林胤豪(1999)，「所得與政府教育及國防支出之長期關係分析」，政治大學財政研究所碩士論文。
孫克難(1999)，「台灣地區國防支出對經濟成長的影響」，經濟專論，台北，中華經濟研究院。
徐繼達、謝登隆(2003)，總體經濟理論與政策，台北，智勝文化事業有限公司，頁342~378。
陳明郎(1999)，經濟成長，台北，華泰文化事業公司，頁91~120。
葉恆菁(2002)，「國家經濟能力、軍事防禦能力與國防預算關係之研究」，國防管理學院國防財務資源研究所碩士論文。
國防部國防報告書編篡小組(1992~2006)，國防報告書，台北，國防部。
張清興(1988)，「國防支出與經濟成長關係之研究」，國防管理學院資源管理研究所碩士論文。
楊承亮(2003)，「以計量方法估測我國國防預算應有額度」，主計月報，第83卷，第3期。
楊忠誠、張寶光(1990)，「從內生經濟成長理論觀察我國國防支出規模之適足性」，國防管理學報，第21卷，第1期，頁22~32。
楊奕農(2005)，時間序列分析經濟與財務上之應用，台北，雙葉書廊有限公司，頁176~352。
楊雲亮(2003)，總體經濟學，台北，智勝文化事業有限公司，頁523~538。
劉純之(1994)，「國防預算、經濟成長與社會福利」，83年度國防事務管理研討會論文，國家政策研究中心。
賴宗男(2002)，「兩岸國防支出成長與經濟成長關係探討」，中正大學國際經濟學研究所碩士論文。
賴景昌(2004)，總體經濟學，再版，台北，雙葉書廊有限公司，頁384~421。
二、英文部分
Abu-Bader S. and Abu-Qarn A. S. (2003), “Government Expenditures, Military Spending and Economic Growth: Causality Evidence From Egypt, Israel, and Syria” Journal of Policy Modeling. 25. PP. 567~583.
Adam, G.. and D. Gold, (1987), “The Economics of Military Spending. Is the Military Dollar Rally Different?” In: C. Schmidt and F. Blackaby, eds., Peace, Defense and Economic Analysis (Macmillan Press, London).
Ahmed, A. A. Asseery (1996), “Evidence Form Time Series on Militarizing the Economy: The Case Iraq.” Applied Economics, 28, PP. 1257~1261.
Alexander, W. R. J. (1990), The Impact of Defense Spending on Economic Growth: A Multi-sectoral Approach to Defense Spending and Economic Growth with Evidence From Developed Countries, Defence Economics 2, PP. 39~55.
Anandi, P. S. and Robert T. K. (1993), “The Prospect of Stable World Peace and Its Global Economic Consequences, in Payne, J.E and A. P. Sauha edit,” Defense Spending and Economic Growth, Westview Press, Boulder. San Francisco, Oxford, PP. 269~276.
Ball, N. (1983), “Defense and Development: a Critique of the Benoit Study,” Economic Development and Cultural Change, vol.31, No.3, PP. 507~524.
Barro, R. J. (1981), “Output Effects of Government Purchases,” Journal of Political Economy, vol.89, No.6, PP. 1086~1121.
Barro, R. J. (1990), “Government Spending in a Simple of Endogenous Growth,” Journal of Political Economy, vol.98, No.5, Part2, S103~126.
Barro, R. J. and Xavier S. M. (1995), Economic Growth, New York: Mc Graw-Hill.
Benoit, E. (1973), Defense and Economic Growth in Developing Countries, Lexington, Massachusetts: Lexington Books.
Benoit, E. (1978), “Growth and Defense in Developing Countries,” Economic Development and Cultural Changes, vol.26, No.2, PP. 271~280.
Biswas, B. and R. Ram (1986) “Military Expenditures and Economic Growth in Less Developed Countries: An Augmented Model and Further Evidence,” Economic Development and Cultural Change, vol.34, No.2, PP. 361~372.
Blomberg, S. B. (1996), “Growth, Political Instability and the Defense Burden,” Economica, vol.63, No. 252, PP. 649~672.
Chan, S. (1985), “The Impact of Defense Spending of Economic Performance: A Survey of Evidence and Problems,” Orbis, vol.29, No.2, PP. 403~434.
Chan, S. (1992), “Military Burden, Economic Growth, and Income Inequality: The Taiwan Exception,” Defense, Welfare and Growth, ed. by S. Chan and A. Mintz, New York: Routledge, PP. 163~178.
Chieh, L. and Chang (2002), “Arms Races in the Developing World: Some Policy Implications,” Journal of Policy Modeling, 24, PP. 693~705.
Deger, S. and S. Sen (1983), “Military Expenditure, Spin-Off and Economic Development,” Journal of Development Economics, Vol.13, No.1-2, PP. 67~83.
Deger, S. and R. P. Smith (1983), “Military Expenditures and Growth in the Less Developed Countries,” Journal of Conflict Resolution, Vol.27, No.2, PP. 335~353.
Deger, S. (1985), “Does Defense Expenditure Mobilise Resources in LDCs?” Journal of Econmic Studies, Vol.12, No.4, PP. 15~29.
Deger, S. (1986), “Economic Development and Defense Expenditure,” Econmic Development and Cultural Change, Vol.35, No.2, PP. 179~196.
Denison, F. (1961), “The Sources of Economic Growth in the United States,” Washington Committee Economic Development.
Dickey, D. and W. A. Fuller (1979), “Distribution of the Estimators for Autoregressive Time Series With a Unit Root,” Journal of the American Statistical Association, Vol.74, No.366, PP. 472~431.
Dickey, D. and W. A. Fuller (1981), “Likelihood Ratio Statistics For Autoregressive Time Series With a Unit Root,” Econometrica, Vol.49, No.4, PP. 1057~1072.
Enders, W. (1995), “Applied Econometric Time Series,” Iowa State University.
Engle, R. F. and C. W. J. Granger (1987), “Co-integration and Error Correction: Representation, Estimation, and Testing,” Econometrica, Vol.55, No.2, PP. 251~276.
Faini, R., P. Annez, and L.Taylor (1984), “Defense Spending, Economic Structure, and Growth Evidence Among Countries and Over Time,” Economic Development and Cultural Change, Vol.32, No.3, PP. 487~498.
Feder, G.. (1983), “On Exports and Economic Growth,” Journal of Development Economics, Vol.12, No.1/2, PP. 59~73.
Federiksen, P. C. and R. E. Looney (1982), “Defense Expenditures and Economic Growth in Development Countries: Some Further Empirical Evidence,” Journal of Economics Development, Vol.7, No.1, PP. 113~125.
Fontanel, J., and R. Smith (1990), “The impact of strategy and measurement on Models of French Military Expenditure,” Defence Economics, 4, PP. 261~273.
Fuller, W. A. (1976), Introduction to Statistical Time Series, New York: John Wiley and Sons.
Ghali, K. H. (1997), “Government Spending and Economic Growth in Saudi Arabia,” Journal of Economics Development, Vol.22, No.2, PP. 165~172.
Granger, C. W. J. (1969), “Investigation Causal Relations by Economic Variables,” Econometrics, 37, PP. 424~438.
Granger, C. W. J. and P. Newbild (1974), “Spurious Regressions in Econometrics,” Journal of Econometrics, Vol.2, No.2, PP. 111~120.
Granger, C. W. J. and P. Newbild (1986), Forecasting Economic Time Series, New York: Academic Press.
Gregory A. , Lamarche J., and Smith Gw (2002), “Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence,” Journal of Econometrics, 107 PP: 213~233.
Grobar, L. M. and R. C. Porter (1989), “Benoit Revisited: Defense Spending and Economic Growth in LDCs,” Journal of Conflict Resolution, Vol.33, No.2, PP. 381~345.
Grossman, H. I. and S. J. Noh (1994), “Proprietary Public Finance Economic Welfare,” Journal of Public Econometrics, 53, PP. 187~204.
Hansen Lp, and Jagannathan R (1997), “Assessing Specification Errors in Stochastic Discount Factor Models,” Journal of Finance, 52 (2) PP. 557~590.
Hansen L. (1982), “Large Sample Properties of Generalized-Method of Moments Estimators,” Econometrica, 50 (4) PP. 1029~1054.
Hausman, J. A. (1978), “Specification Tests in Econometrics,” Econometrica, 46, PP. 27~36.
Huang, C., and A. Mintz (1990), Ridge Regression Analysis of the Defense-growth Trade-off in the US, Defence Economics 2, PP. 29~37.
Huang, C(1994), The Impact of Defense Spending on Economic Growth in An Expoet-Led Developing Economy: A Model and the Case of Taiwan, American Political Science Association Group on Taiwan Studies.
Joerding, W. (1986), “Economic Growth and Defense Spending: Granger Causality.” Journal of Economics Development, Vol.21, No.1, PP. 35~40.
Johansen, S.(1988), “Statistical Analysis of Co-integration Vectors,” Journal of Economic Dynamic and Control, 12, PP. 231~254.
Johansen, S. and Katarina Juselius (1990), “Maximum Likelihood Estimation and Inferences on Co-integration-With Applications to the Demand for Money,” Oxford Bulletin of Economic and Statistics, 52, PP. 169~210.
Johansen, S. (1991), “Estimation and Hypothesis Testing of Co-integration Vectors in Gaussian Vector Autoregressive Models,” Econometrics, 59, PP. 1551~1580.
Killias, Naxakis and Zarangas (2004), “Defense Spending and Growth in Cyprus: A Causal Analysis,” Defense and Peace Economic, Vo1. 15(3), PP. 299~307.
Klein, (2004), “Military Expenditures and Economic Growth: Peru 1970-1996.” Defense and Peace Economic, Vo1. 15(3), PP. 375~288.
Knight, M., N. Loayza, and D. Villanueva (1996), “The Peace Dividend: Military Spendings Cuts and Economic Growth,” IMF staff paper, Vo1.43 No.1, PP. 1~37.
Kwabens, G. B. and Akaah, I. P. (1989), Military Participation and Economic Development in LDCs: New Evidence,” Journal of Economic Development, Vol.14, No.1, PP. 115~134.
Lee C. and Chang P (2006), “The Long-Run Relationship Between Defense Expenditures and GDP In Taiwan” Defense and Peace Economics, Vol. 17(4), PP. 361~385.
Levine, R., and D. Renelt, (1992), “A Sensitivity Analysis of Cross-Country Growth Regressions,” American Economic Review 82, PP. 942~963.
Lim, D. (1983), “Another Look at Growth and Defense in Less Developed Countries,” Economic Development and Cultural Change, Vol.31, No.2, PP. 377~384.
Lucas, R. E. (1988), “On the Mechanics of Economic Development,” Journal of Monetary Economics, Vol.22, No.1, PP. 3~42.
Maizels, A. and M. K. Nissanke (1986), “The Determinants of Military Expenditures in Developing Countries,” World Development, Vol.14, No.9, PP. 1125~1140.
Nelson, C. R. and C. I. Plosser (1982), “Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications,” Journal of Monetary Economics, Vol.10, No.2, PP. 139~162.
Osterwald-Lenum, M. (1992), “A Note Quartiles of the Asymptotic Distribution of the Maximum Likelihood Co-integration Rank Teat Statistics,” Oxford Bulletin of Economics and Statistics, 54, PP. 461~472.
Ram, R. (1986), “Government size and economic growth: A New Framework and Some Evidence from Cross-Section and Time Series Data,” American Economic Review, Vol.76, No.1, PP. 191~203.
Rasler, K. and W. R. Thompson(1989), “Defense Burdens, Capital Formation, and Economic Growth,” Journal of Conflict Resolution, Vol.32, No.1, PP. 61~86.
Romer, P. (1986), “Increasing Returns and Long Run Growth,” Journal of Political Economy, PP. 1002~1037.
Rothschild, K. W. (1973), “Military Expenditure, Exports and Growth,” Kyklos, 26, PP. 804~814.
Reitschuler G. and Loening J. (2005), “Modeling the Defense-Growth Nexus in Guatemala” World Development, Vol. 33, No. 3, PP. 513~526.
Sandler, T. and K. Hartley (1995), The Economics of Defense, Cambridge: Cambridge University Press.
Seiglie and Liu Peter (2002), “Arms races in the developing world: some policy implications” Journal of Policy Modeling, 24 PP. 693~705.
Smith R. P. (1977), “Military Expenditures and Capitalism,” Cambridge Journal of Economics, Vol.1, No.1, PP. 61~76.
Smith, R. (1980), “Military Expenditures and Investment in OECD Countries,1954~1973,” Journal of Comparative Economics, Vol.4, No.1, PP. 19~32.
Sims, C. A. (1980), “Macroeconomics and Reality,” Econometrica, 48, PP. 1~48.
Solow, R. (1956), “A Contribution to the Theory Economic Growth,” Ouarterly Journal of Economic, PP. 65~94.
Tauchen (1986), “Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data,” Journal of Business &Economic Statistics, 4 (4), PP: 397~416.
Toda, H. and P. C. B. Phillips (1993), “Vector Auto Regressions and Causality,” Econometrica, 61, PP. 1367~1393.
Ward, M. D. A. Cochran, D. R. Davis, M. Penubarti, and S. Rajmaira (1992), “Economic Growth, Investment, and Military Spending in India, 1950~1988,” Defense, Welfare and Growth, ed. by S. Chan and A. Mintz, New York: Routledge, PP. 119~136.
Weede, E. (1983), ”Military Participation Ratios, Human Capital Formation, and Economic Growth: A Cross-National Analysis,” Journal of Political and Military Socialogy, Vol.11(Spring), PP. 11~19.

指導教授

陳禮潭、張明宗
(Lii-tarn Chen、MING-CHUNG CHANG)

審核日期

2007-6-16

推文