| DC 欄位 |
值 |
語言 |
| DC.contributor | 產業經濟研究所在職專班 | zh_TW |
| DC.creator | 張忠達 | zh_TW |
| DC.creator | Chung-ta Chang | en_US |
| dc.date.accessioned | 2007-7-9T07:39:07Z | |
| dc.date.available | 2007-7-9T07:39:07Z | |
| dc.date.issued | 2007 | |
| dc.identifier.uri | http://ir.lib.ncu.edu.tw:444/thesis/view_etd.asp?URN=944304006 | |
| dc.contributor.department | 產業經濟研究所在職專班 | zh_TW |
| DC.description | 國立中央大學 | zh_TW |
| DC.description | National Central University | en_US |
| dc.description.abstract | 本研究的目的在於探討台灣GDP年資料是呈現隨機趨勢或確定趨勢，並探討結構性斷裂對總體經濟景氣波動之涵義。
本文利用台灣1951年至2006年的實質GDP年資料，分別採用Perron（1989）與Zivot and Andrews（1992）的模型進行模擬樣本分析：首先建構最佳適配模型，再進行樣本模擬，並檢視模擬樣本的單根數值所呈現的分配型態。
研究結果顯示台灣的GDP時間序列確實受到結構性斷裂的影響，但仍無法拒絕單根的存在。 | zh_TW |
| dc.description.abstract | The purpose of this research investigates the influence between stochastic and deterministic trends on Taiwan’s GDP annual data, exploring the implications of structural break for macroeconomic fluctuations.
This paper applies the models of Perron (1989 ) and Zivot & Andrews (1992 ) to construct the simulation sample of Taiwan real GDP annual data from 1951 to 2006, reviewing the distribution type of the value of unit root test by first forming the best adaptable models, then using sample simulation process to identifying the test statistics.
The empirical results show that Taiwan GDP time series could not reject the existence of unit root and that it is indeed influenced by structural breaks. | en_US |
| DC.subject | 單根現象 | zh_TW |
| DC.subject | 斷裂點 | zh_TW |
| DC.subject | 結構性斷裂 | zh_TW |
| DC.subject | 單根 | zh_TW |
| DC.subject | 模擬樣本 | zh_TW |
| DC.subject | unit root | en_US |
| DC.subject | simulated sample | en_US |
| DC.subject | unit root phenomenon | en_US |
| DC.subject | structural break | en_US |
| DC.subject | breakpoint | en_US |
| DC.title | 隨機趨勢或確定趨勢？結構性斷裂對台灣GDP時間序列的影響 | zh_TW |
| dc.language.iso | zh-TW | zh-TW |
| DC.title | STOCHASTIC OR DETERMINISTIC TRENDS？THE INFLUENCE OF STRUCTURAL BREAK FOR TAIWAN’S GDP TIME SERIES | en_US |
| DC.type | 博碩士論文 | zh_TW |
| DC.type | thesis | en_US |
| DC.publisher | National Central University | en_US |