系統識別號 | U0002-0307201223395600 |
---|---|
DOI | 10.6846/TKU.2012.00109 |
論文名稱(中文) | 日本區域性失業率與勞動參與率之磁滯性研究 |
論文名稱(英文) | The study of Hysteresis in Unemployment and Labour Force Participation Rates: Evidence from Japanese regional dataset |
第三語言論文名稱 | |
校院名稱 | 淡江大學 |
系所名稱(中文) | 產業經濟學系碩士班 |
系所名稱(英文) | Department of Industrial Economics |
外國學位學校名稱 | |
外國學位學院名稱 | |
外國學位研究所名稱 | |
學年度 | 100 |
學期 | 2 |
出版年 | 101 |
研究生(中文) | 陳柏蓉 |
研究生(英文) | Po-Jung Chen |
學號 | 699540232 |
學位類別 | 碩士 |
語言別 | 繁體中文 |
第二語言別 | |
口試日期 | 2012-06-21 |
論文頁數 | 69頁 |
口試委員 |
指導教授
-
劉德芝
委員 - 林佩倩 委員 - 王譯賢 |
關鍵字(中) |
自然失業率 磁滯性失業率 |
關鍵字(英) |
Natural rate theory Hysteresis hypothesis |
第三語言關鍵字 | |
學科別分類 | |
中文摘要 |
本文以1983-2010年季資料重新檢測日本九大地區失業率之磁滯假說,並同時考量勞動參與率是否同為衡量勞動市場的指標之一。研究中利用最新之LKT單根檢定法由Leybourne, Kim and Taylor (2007)所發展出,試圖在一時間序列下找出同時存在之I(0)與I(1)轉換區間。實證結果提出重要的證據顯示,日本九大地區之失業率與勞動參於率雖存在1-2個以上之I(0),但整體而言仍各為磁滯狀態,表示在以失業率衡量勞動市場時,也應同時參考勞動參與率之狀態,並以降低失業率與提高勞動參與率為同時並進之目標。 |
英文摘要 |
The present paper re-examines the unemployment hysteresis hypothesis in Japanese nine regions between 1983 and 2010. It also considers the hysteresis hypothesis in the labor force participation rate.This research applies the recently developed unit root test which allows switching between hysteresis and the natural rate theory in time - series by Leybourne, Kim and Taylor (2007). The finding shows that unemployment rate and labor force participation rate are subject to one or more switches between I(0) and I(1) in Japanese nine regions, and in line with the hysteresis hypothesis. Thus, both unemployment rate and labor force participation rate should be considered for understanding the dynamics of the labor market in Japan. |
第三語言摘要 | |
論文目次 |
目次 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 研究步驟與方法 2 第四節 本文架構 3 第二章 文獻探討 4 第一節 失落十年之過程 4 第二節 磁滯性失業率之因素探討 6 第三節 探討磁滯性之相關文獻 9 第四節 日本勞動市場現況 17 第三章 研究方法 20 第一節 傳統的單根檢定方法 21 第二節 PANEL聯合單根檢定 24 第三節 多重結構轉變之單根檢定 27 第四節 LKT單根檢定 29 第四章 實證結果 32 第一節日本九大地區分類 33 第二節日本九大地區產業概況 34 第三節資料分析與單根實證結果 37 第五章 結論與建議 60 第一節 結論 60 第二節 建議 62 參考文獻 65 圖目錄 圖1- 1 本文研究架構 3 圖4- 1日本九大地圖 33 圖4- 2日本9大地區失業率走勢圖 38 圖4- 3日本九大地區勞動參與率走勢圖 40 圖4- 4日本九大地區失業率 54 圖4- 5日本九大地區勞動參與率 56 圖4- 6北海道之失業率與勞動參與率 58 圖4- 7南關東之失業率與勞動參與率 58 表目錄 表 2- 1 以國家失業率資料檢定磁滯性文獻之整理 12 表 2- 2 以區域失業率資料檢定磁滯性文獻 13 表 2- 3 以勞動參與率資料檢定磁滯性文獻 16 表 4- 1 日本九大地區表.........................................33 表 4- 2 日本地區失業率敘述統計量 39 表 4- 3 日本九地區勞動參與率敘述統計量 41 表 4- 4 日本九大地區失業率之ADF單根檢定 42 表 4- 5 日本九大地區勞動參與率之ADF單根檢定 43 表 4- 6 日本九大地區失業率之PP單根檢定 43 表 4- 7 日本九大地區勞動參與率之PP單根檢定 44 表 4- 8 日本九大地區失業率之KPSS單根檢定 45 表 4- 9 日本九大地區勞動參與率之KPSS單根檢定 45 表 4- 10 LLC與IPS之失業率單根檢定 47 表 4- 11 LLC與IPS 之勞動參與率單根檢定 47 表 4- 12 HADRI之失業率單根檢定 48 表 4- 13 HADRI之勞動參與率單根檢定 48 表 4- 14 多重結構轉變之失業率單根檢定 50 表 4- 15 多重結構轉變之勞動參與率單根檢定 51 表 4- 16 日本九大地區失業率LKT單根檢定 53 表 4- 17日本九大地區勞動參與率LKT單根檢定 55 表 5- 1 失業率與勞動參與率之I(0)與I(1)區間 64 |
參考文獻 |
中文部分: 1. 證券市場導報編輯部 (2006), “廣場協議與日本式泡沫”,證券市場報 2006卷6期 2. 崔龍植 (2001), “誰能打贏匯率戰爭”,漫遊者文化事業 3. 盧俞文 (2008), “九○年代日本經濟失落的十年─以平成不景氣為中心” 4. 林瓊香 (2001), “東亞國家失業率的panel 單根檢定”,東吳大學經濟所博士論文 5. 林淑惠 (2003), “台灣區域性失業率之磁滯效應-panel 單根檢定方法與應用”,逢甲大學經濟所碩士論文 日文部分: 1. 高橋乘宣(2001), “奇跡の繁栄はなぜ失われたか”,東京:PHP研究所 2. 野口悠紀雄(1992), “バブルの経済学”,東京:日本經濟新聞社 3. 外務省web japan ”Japan Fact Sheet” 4. 東北経済のポイント,東北經濟產業局 5. 北海道經濟產業局, 東北經濟產業局,關東經濟產業局,各地方経済產業局,經濟產業省 6. 総合政策部計画推進局参事(経済調査)経済調査組之北海道経済要覧2經濟產業局.,平成23年3月 英文部分 1. Abuaf, N. and Jorion, P. (1990), ―Purchasing Power Parity in the Long Run,‖ Journal of Finance, 45, 157-174. 2. Blanchard, O and Summers, L. (1986) ― Hysteresis and the European unemployment problem,‖ NBER Macroeconomics Annual 1986 (ed. S. Fischer), Cambridge, MA: MIT Press. 3. Bai, J. and Perron, P. (1998),―Estimating and testing linear modelswith multiple structural changes,‖Econometrica, 66 (1), 47–78. 4. Bai, J. (2000),― Vector autoregressive models with structural change in regression coefficients and in variance-covariance matrices,‖ Annals of Economics and Finance 1, 303-339. 5. Bai, J. and Perron, P. (2001),―Multiple Structural Change Models: A Simulation Analysis,‖ Technical Report. 6. Benati, L.( 2001), ―Some empirical evidence on the ddiscouraged worker effect,‖Economics Letters, 70, 387–395. 7. Caner, M. and Hansen, B.E. (2001), ―Threshold Autoregression with a Unit Root,‖ Econometrica, 69(6) ,1555–1596. 8. Carrión-i-Silvestre, J.L., Barrio, T., López-Bazo, E.( 2005), ―Breaking the panels: an application to GDP per capita,‖ Econometrics Journal 8 (2), 159–175. 9. Dickey, A.D., Fuller, W.A.( 1981), ―Likelihood ratio statistics for autoregressive time series with a unit root,‖ Econometrica 49 (4), 1057–1072. 10. Diego Romero‐A´ vila and Carlos, U. (2007), ―Unit Root Tests, Persistence, and the Unemployment Rate of the U.S. States ,‖Southern Economic Journal, 73(3), 698–716. 11. Elliott, G., Rothenberg, T.J. and Stock, J.H. (1996), ― Efficient tests for an autoregressive unit root,‖Econometrica 64, 813-836. 12. Friedman, M.( 1968), ―The role of monetary policy,‖ The American Economic Review ,58 (1),1–17. 13. Fosten, J. and Ghoshray, A. (2011),― Dynamic persistence in the unemployment rate of OECD countries,‖ Economic Modelling ,28,948–954. 14. Gottfries, N. and Horn, H. (1987), ―Wage Formation and the Persistence of Unemployment,‖ Economic Journal,97(388), 877–884. 15. Giorgio, B. ( 1990),―Hysteresis and the Japanese Unemployment Problem: A Preliminary Investigation,‖ Oxford Economic Papers, 42, 483-500. 16. Goldsmith, A. H. and Darity, W. (1992), ― Social psychology, unemployment exposureand equilibrium unemployment ,‖Journal of Economic Psychology ,13, 449.471. 17. Gustavsson, M. and Osterholm, P. ( 2006),―The Informational Value of Unemployment Statistics: A Note on the Time Series Properties of Participation Rates,‖ Economics Letters, 92( 3),428–433. 18. Hargreaves-Heap, S. P. (1980) ,―Choosing the wrong natural rate: Accelerating in.ation or decelerating employment and growth,‖ Economic Journal 90, 611-20. 19. Hadri, K.(2000), ―Testing for stationarity in heterogeneous panel data,‖ Econometrics Journal, 3, 148-161. 20. Im, Pesaran and Shin (2003),―Testing for unit roots in heterogeneous panels.‖Journal of Econometrics ,115 (1), 53–74. 21. Jakob , M. and Vinod, M. and Russell, S.(2008), ― Are Labour Force Participation Rates Non-Stationary? Evidence From 130 Years For G7 Countries ," Australian Economic Papers, 47(2), 166-189. 22. Kelvin, P.and Jarrett, J.(1985),―Unemployment: Its Social Psychological Effects, Cambridge 23. Denis, K. and Peter, C.B. and Peter, S. and Yongcheol, S, (1992), ―Testing the null hypothesis of stationarity against the alternative of a unit root — how sure are we that economic time series have a unit root? ,‖Journal of Econometrics, 54 (1–3), 159–178. 24. Knut, R. (1997),―Hysteresis in unemployment,‖ Journal of economic surveys, 11(4), 389-418. 25. Krugman, P.R. (2004), ―Checking the Facts, in Advance,‖New York Times, October 12. 26. Mitchell, W.F. (1993),―Testing for unit roots and persistence in OECD unemployment rates,‖ Applied Economics, 25, 1489‐1501. 27. Moene, K. O. and Nymoen, R. and Wallerstein, M. (1995), ― The Cost of Filling Vacancies and the Persistence of Slack and Tight Labour Markets ,‖ Memorandum from the University of Oslo, 27. 28. Murphy, K.M. and Topel, R.( 1997),―Unemployment and nonemployment,‖ American Economic Review 87, 295–300 29. Lindbeck, A. and Snower, D. (1989), ― The Insider-Outsider Theory of Employment and Unemployment,‖ Journal of Economic Behavior & Organization 12(3), 365-369 30. Ljungqvist, L. and Sargent, T.J. (1995),―The Swedish unemployment experience,‖ European Economic Review, 39, 1043-1070. 31. León-Ledesma, M. A. (2002),―Unemployment hysteresis in the US states and the EU: a panel approach,‖ Bulletin of Economic Research, 52, 95-103. 32. Levin, A. and Chien-Fu, L. and James, C. (2002), ― Unit root tests in panel data: asymptotic and finite-sample properties, ― Journal of Econometrics ,108 (1),1–24. 33. Stephen, J.and Tae-Hwan, K. and Robert, A.M. (2007),―Detecting multiple changes in persistence,‖ Studies in Nonlinear Dynamics and Econometrics ,11 (3), 1–32. 34. Phelps, E.(1967), ―Philips curves, expectations of inflation and optimal unemployment over time,‖ Economica, 34 (135), 254–281. 35. Phelps, E.( 1968), ― Money, wage dynamics and labor-market equilibrium,‖ Journal of Political Economy, 76 (4), 678–711. 36. Phelps, E. S. (1972), ―In.ation Policy and Unemployment Theory: The Cost-Bene.t , Approach to Monetary Planning,‖ W. W. Norton, New York 37. Phillips, P.C.B. and Perron, P. (1988),―Testing for a Unit Root in Time Series Regression,‖ Biometrika, 75, 335-346. 38. Pesaran, M.H. and Pettenuzzo, D. and Timmermann, A.(2006),― Forecasting time series subject to multiple structural breaks,‖ Review of Economic Studies, forthcoming. 39. Robert, S. (1999),― Money on the move: The Evolution in International Finance since 1980,‖ New Jersey. 40. Saint-Paul, G. (1995),― The high unemployment trap,‖ Quarterly Journal of Economics, 110(2), 527-550. 41. Song, F.M. and Yangru, W. (1997),―Hysteresis in unemployment: evidence from 48 U.S. states,‖ Economic Inquiry, 35, 235‐243. 42. Song, F.M. and Y. Wu (1998),―Hysteresis in Unemployment: Evidence from OECD Countries,‖ The Quarterly Review of Economics and Finance, 38, 181-192. 43. Steven, S.(1995), ―The confidence Game: The Unelected Central Banker are Governing the Changed Global Economy., p 336-338. 44. Stephens, M. (2002), ― Worker displacement and the added worker effect,‖ Journal of Labor Economics, 20, 504–537. 45. Vendrik, M. C. M. (1993), ― Habits, hysteresis and catastrophes in labor supply,‖ Journal of Economic Behaviour and Organization, 20,353-372. |
論文全文使用權限 |
如有問題,歡迎洽詢!
圖書館數位資訊組 (02)2621-5656 轉 2487 或 來信