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系統識別號 U0002-1408201716430600
DOI 10.6846/TKU.2017.00475
論文名稱(中文) 全球競爭力與人民幸福感之關係:空間追蹤資料向量自迴歸模型之應用
論文名稱(英文) Interaction between Global Competitiveness and Happiness: Empirical Study by Using Spatial Panel VAR Model
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 105
學期 2
出版年 106
研究生(中文) 曹馨容
研究生(英文) Hsin-Jung Tsao
學號 605540094
學位類別 碩士
語言別 繁體中文
第二語言別
口試日期 2017-07-23
論文頁數 46頁
口試委員 指導教授 - 林俊宏
委員 - 楊志海
委員 - 賈昭南
委員 - 林俊宏
關鍵字(中) 全球競爭力
幸福感
空間計量
空間外溢
關鍵字(英) Global Competitiveness
Happiness
Spatial Econometric
Spatial Spillover Effect
第三語言關鍵字
學科別分類
中文摘要
隨著時代演進,國家間衡量一國強盛與否和人民對自身生活的滿意程度由人均GDP逐漸改為其國民幸福感,國家間不再以追求人均GDP為目標,反而更重視國民的生活品質。本研究欲探討國家競爭力與人民幸福感之間的關係,資料擷取自世界經濟論壇(WEF)及聯合國永續發展解決方案網絡(SDSN)2010年至2016年間94個國家的國家競爭力指數和世界幸福指數,先以Panel VAR模型估計結果得知國家競爭力的成長率會單向影響人民對於自身生活滿意程度的評價,再輔以Spatial Panel VAR模型捕捉空間中的外溢效果。由Spatial Panel VAR模型的實證結果說明:首先,鄰近國家的人民幸福感會顯著影響國家內的國家競爭力成長率;其次,國內的國家競爭力成長率與周遭國家的國家競爭力成長率顯著影響國內的人民幸福感;最後,國家之間的國家競爭力成長率和人民幸福感皆具有空間外溢效果。
英文摘要
With the time evolution, ones used to adopt the GDP per capita to measuring a country’s prosperity and the satisfaction of people’s living. Now a day, most scholar introduce the national well-being to be the measurement. It causes countries are no longer to pursuit of the GDP per capita as the first priority target, they pay more attention to their national qualities of people’s life. This study is intended to estimate the relationship between global competitiveness, and happiness in 94 countries. We use the data of the global competitiveness index and the world happiness index are provided by the World Economic Forum (WEF) and Sustainable Development Solutions Network (SDSN) from 2010 to 2016. We find that the global competitive growth rate will unilaterally affect the outcome of people's living satisfaction by using Panel VAR model and by using Spatial Panel VAR model which is to assess whether spillover effect existed between different nations. According to the empirical results of the Spatial Panel VAR model, firstly, the happiness of the people in neighboring countries will significantly affect the growth rate of the domestic competitiveness in the estimated country. Secondly, the domestic competitive growth rate of assessed country and the global competitive growth rate of surrounding countries have a significant impact on the well-being of their citizens for the assessed country. Finally, this study discover that the global competitive growth rate and citizens’ happiness have a spatial spillover effect.
第三語言摘要
論文目次
目錄
第一章 緒論	1
第一節 研究動機與目的	1
第二節 研究架構	2
第二章 文獻回顧	3
第一節 國家競爭力相關文獻	3
第二節 幸福感相關文獻	4
第三節 空間計量相關文獻	5
第三章 資料來源與變數建立	8
第一節 資料來源	8
第二節 變數定義	9
第三節 變數的敘述統計量與描述	11
第四章 研究方法與實證模型	14
第一節 追蹤資料分析法	14
第二節 變數資料檢定	15
第三節 追蹤資料向量自迴歸模型	21
第四節 空間追蹤資料向量自迴歸模型	22
第五節 模型估計後相關檢定	23
第五章 實證分析結果	25
第一節 變數資料檢定	25
第二節 VAR模型估計結果	28
第三節 Granger因果關係檢定	33
第四節 衝擊反應函數	35
第六章 結論	38
附錄	40
參考文獻	42 
表目錄
表3-1 WEF三大項指標之權重配置	10
表3-2 WEF之大項指標與中項指標分類	10
表3-3變數名稱、代號及敘述統計量	12
表3-4變數分析:依年份區分	12
表3-5變數分析:依洲別區分	13
表5-1 Pesaran CD檢定結果	25
表5-2 Moran’s I檢定估計結果	26
表5-3第二代追蹤資料單根檢定CIPS檢定結果	27
表5-4 AIC、SBIC與HQIC方法之落後期估計結果	28
表5-5 Panel VAR模型估計結果	29
表5-6 Spatial Panel VAR模型估計結果	31
表5-7 Panel Granger Causality檢定之結果	34
表5-8 Spatial Panel Granger Causality檢定之結果	34
附錄表1國家對應所屬洲域	40
附錄表2 CIPS檢定臨界值	41

圖目錄
圖4-1追蹤資料單根檢定法分類	16
圖5-1 Panel VAR model衝擊反應圖形	36
圖5-2 Spatial Panel VAR model衝擊反應圖形	37
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