本研究運用Granger and Teräsvirta (1993)及Teräsvirta (1994)所提出之線性與非線性模型的檢定方法，以非線性平滑移轉(Smooth Transition Regression, STR)模型，自非線性角度出發，找出門檻及平滑移轉參數，分別來進行C大出版事業六大類刊物廣告量受景氣好壞變化非線性影響之深入探討。
研究估計結果，透過線性檢定發現F類刊與H類刊兩雜誌不拒絕線性檢定，顯示工業生產指數對其影響為線性模型。其中，F類刊會受工業生產指數之影響，當工業生產指數愈高，F類刊雜誌之廣告量愈高；而H類刊雜誌廣告量則不受工業生產指數高低之影響。
此外，拒絕線性檢定的B類刊、A類刊、D類刊及C類刊等四種類刊雜誌之模型設定發現，B類刊、A類刊及C類刊雜誌適用之平滑移轉模型為「指數型函數」，唯D類刊雜誌則適用「邏輯型函數」之平滑移轉模型。
再經由非線性平滑移轉模型檢定發現，對於A類刊雜誌而言，落階三期工業生產指數落在門檻值附近時，當期工業生產指數對A類刊雜誌廣告量有正向顯著影響。另外，無論於落階之工業生產指數門檻值附近或上下區間，當期工業生產指數對B類刊及C類刊廣告量均無顯著之影響關係。最後，對於D類刊雜誌而言，其廣告量則於上區間時受景氣好壞變化而呈現正向顯著影響。
本研究所得到之C大出版事業六大類刊物廣告量受景氣好壞變化之非線性影響結果，顯示出景氣好壞變化對大部分期刊並不具顯著影響；唯景氣好壞，直接正向影響F類刊之雜誌廣告量，而A類刊雜誌廣告量，則在門檻值附近時，受到景氣好壞變化之正向顯著影響，至於D類刊之廣告量，則於上區間時受景氣好壞變化而呈現正向顯著影響關係。
本研究所得到之結果，應可作為日後雜誌業者、廣告業者、廣告商家、甚至各類型雜誌讀者選擇刊物之參考依據。

This research applies the linear and nonlinear smooth transition regression (STR) developed by Granger and Teräsvirta (1993) and Teräsvirta (1994) to fully investigate the effect of the variation of the economic condition on the amount of advertisement for six categories of magazines using C publisher as an example. 
The results from the linear tests show that F and H magazines can not reject the linearity and thus we use the traditional linear regression for their estimations. The further results of linear regression indicate that the amount of advertisement is positively affected by the economic condition for F magazine, however, the relationship is not significant for H magazine.   
Moreover, the linear tests for B, A, D and C magazines are shown to be nonlinear and the model specifications indicate that B, A and C magazines are suited for exponential smooth transition model and D magazine suit for logistic smooth transition model.
The results from the STR show that there is a positive effect of the economic condition on the advertisement for A magazine when 3-length lagged economic condition is around the threshold value. The effects for other area are shown to be insignificant. It’s also shown to be insignificant for B and C magazines for all areas. Finally, the advertisement for D magazine is positively affected by the economic condition when it’s in the upper regime area. 
The overall findings for the effect of the economic condition on the advertisement for six categories of magazines of C publisher are that mostly the effects are shown to be insignificant, whereas there exists positive effects in three phases. It’s linear significant for F magazine, nonlinear significant around the threshold value for A magazine and nonlinear significant in the upper regime area for D magazine. 
The results of this research can be utilized as the frame of reference for the future advertisement strategy of the magazine companies, advertisers, and for readers to select the appropriate magazine to be read.

目  錄
謝　辭 I
中文摘要 II
英文摘要 III
目　錄 V
表目錄 VII
圖目錄 VIII
第一章 緒論 1
第一節 研究背景與動機 1
第二節 研究目的 2
第三節 研究架構與流程 3
第二章 文獻探討 5
第一節 雜誌廣告之相關研究 5
第二節 廣告經營與景氣好壞變化關係之研究 9
第三章 研究方法 13
第一節 單根檢定法 13
第二節 平滑移轉迴歸模型 16
第四章 實證結果與分析 23
第一節 模型設定與資料分析 23
第二節 單根檢定結果 24
第三節 線性檢定 26
第四節 轉換函數之檢定 27
第五節 模型之參數估計與檢定 28
第六節 結果比較與分析 38
第五章 結論與建議 40
第一節 結論 40
第二節 建議 41
參考文獻 42
一、國內文獻 42
二、國外文獻 44

表目錄
表4-1 各變數基本敘述統計表 24
表4-2 各變數之單根檢定 25
表4-3 LM-Type F統計量與P-Value之線性檢定 26
表4-4 轉換函數之檢定表 27
表4-5 B類刊之ESTAR模型參數估計 29
表4-6 IPI對B類刊之ESTAR模型解釋變數影響 29
表4-7 F類刊之線性OLS模型參數估計 31
表4-8 A類刊之ESTAR模型參數估計 32
表4-9 IPI對A類刊之ESTAR模型解釋變數影響 32
表4-10 H類刊之線性OLS模型參數估計 34
表4-11 D類刊之LSTAR模型參數估計 35
表4-12 IPI對D類刊之LSTAR模型解釋變數影響 35
表4-13 C類刊之ESTAR模型參數估計 37
表4-14 IPI對C類刊之ESTAR模型解釋變數影響 37
表4-15 綜合結果比較 39

圖目錄
圖1-1 研究流程圖 4
圖3-1 邏輯型函數圖形 20
圖3-2 指數型函數圖形 21
圖4-1 IPI對B類刊之轉換函數圖形 30
圖4-2 IPI對A類刊之轉換函數圖形 33
圖4-3 IPI對D類刊之轉換函數圖形 36
圖4-4 IPI對C類刊之轉換函數圖形 38

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