國外波動對台灣經濟的影響：動態隨機一般均衡模型之應用 ; The Impact of Foreign Fluctuations on Taiwan's Economy: An application of DSGE model

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Title:	國外波動對台灣經濟的影響：動態隨機一般均衡模型之應用;The Impact of Foreign Fluctuations on Taiwan's Economy: An application of DSGE model
Authors:	邱楨琦;Chen-zh-tw zh-twu
Contributors:	經濟學研究所
Keywords:	外生衝擊;經濟波動;小型開放經濟;動態隨機一般均衡;exogenous shocks;DSGE;small open economy;economic fluctuation
Date:	2010-07-12
Issue Date:	2010-12-08 14:54:46 (UTC+8)
Publisher:	國立中央大學
Abstract:	本文研究的目的是討論國外經濟波動對台灣經濟的影響，其中以美國作為主要探討對象。驗證近年來，台灣與美國的經濟相關性是否有明顯不同，與瞭解國內經濟波動的主要影響因素為何。使用的研究方法為，建構一個小型開放經濟體系架構且具有價格僵固性的動態隨機一般均衡模型，並代入台美兩國實際經濟變數資料進行估計。研究結果顯示，台美兩國自2002年後的兩國間相關性係數顯著提昇。另外，影響台灣經濟波動最主要的外生衝擊為生產技術衝擊，國外產出衝擊，以及進口品價格衝擊，因此可以發現國外經濟波動對台灣的影響力確實是顯著的。The purpose of this paper is to study the influence of foreign economic fluctuations, the United State in particular, on Taiwan's economy. We would like to understand the main sources that effect Taiwan's economy fluctuations and to know if there is any significant change in the Taiwan-US economic correlation in recent years. To this end, we establish a small open economy DSGE model with price rigidity, and data from Taiwan and the US are used to estimate the values of the posteriors. Our major findings are: Production technology shock, foreign output shock and import price shock are the main driving forces of output fluctuations in Taiwan. And, the Taiwan-US economic correlation has significant increased since 2002. Thus, we conclude foreign economic fluctuations actually play a very important role in Taiwan's economy.
Appears in Collections:	[Graduate Institute of Economics] Electronic Thesis & Dissertation

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