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系統識別號 U0002-0507201110530400
中文論文名稱 中國所得是否收斂? 以傅立葉單根檢定
英文論文名稱 Do Chinese Income Levels Converge? An Application of Fourier Unit Root Tests
校院名稱 淡江大學
系所名稱(中) 國際企業學系碩士班
系所名稱(英) Master's Program, Department Of International Business
學年度 99
學期 2
出版年 100
研究生中文姓名 黃可一
研究生英文姓名 ko-yi Huang
學號 698550901
學位類別 碩士
語文別 英文
口試日期 2011-06-08
論文頁數 35頁
口試委員 指導教授-蘇志偉
委員-張倉耀
委員-梁晉嘉
中文關鍵字 傅立葉單根檢定  結構性變動  中國經濟成長 
英文關鍵字 Flexible Fourier Unit Root Test  Breaks  Chinese Economic growth 
學科別分類
中文摘要 本文採用Enders and Lee (2004, 2009)所提倡的Fourier unit root test,再一次地檢驗中國各省所得收斂的趨勢。在非線性過程且結構轉變時點未知的條件下,以傅立葉模型能夠相對有效地捕捉未知結構轉變發生的時點。最後,我們的實證結果指出中國的東部和西部存在的所得收斂的趨勢,這或許可歸因於政府政策有效地改善該地區所得差距的問題。
英文摘要 In our study, we adopt Fourier unit root test proposed by Enders and Lee (2004, 2009) to revisit the tendency towards convergence in real per-capita income among provinces in China. When data generating process is non-liner process, Fourier series not only allows for the possibility of an unknown number of structural breaks with unknown forms but also using low frequency component to capture multiple changes. Contrary to what the linear statistics suggest, our results of Flexible unit root test indicate that China’s eastern and the western regions, converge to their own specific steady states
論文目次 Contents………………………………………………………………I
List of Tables and Figures..............................II
Chapter 1 Introduction………………………………………………1
Chapter 2 Methodology.....................................7
Chapter 3 Data and Empirical Findings.....................11
3.1Data...................................................12
3.2 ADF, PP, KPSS unit root test..........................12
3.3 Fourier unit root test................................14
Chapter 4 Conclusions.....................................19
References............................................... 20
Table 1 Descriptive statistics of the variables for China.24
Table 2 ADF, PP, KPSS Unit root tests based on Beijing ….25
Table 3 ADF, PP, KPSS Unit root tests based on Shanghai….26
Table 4 Fourier Unit root tests based on Beijing……………27
Table 5 Fourier Unit root tests based on Shanghai…………28
Figure 1 Plots of income convergence provinces for China…29
Figure 2 Plots of Per Capita Real GDP for China based on Beijing...................................................30
Figure 3 Plots of Per Capita Real GDP for China based on Shanghai..................................................33




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