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系統識別號 U0002-1507201311480100
中文論文名稱 台灣自有住宅率與所得分配不均度之關係:空間追蹤資料向量自迴歸模型之應用
英文論文名稱 Interaction between Homeownership and Income Inequality in Taiwan: Empirical Study by Using Spatial Panel VAR Model.
校院名稱 淡江大學
系所名稱(中) 產業經濟學系碩士班
系所名稱(英) Department of Industrial Economics
學年度 101
學期 2
出版年 102
研究生中文姓名 廖奕瑋
研究生英文姓名 Yi-Wei Liao
學號 600540529
學位類別 碩士
語文別 中文
口試日期 2013-06-23
論文頁數 61頁
口試委員 指導教授-林俊宏
委員-楊志海
委員-賈昭南
中文關鍵字 自有住宅率  所得不均度  空間計量  空間外溢 
英文關鍵字 Homeownership rate  Income inequality  Spatial Econometrics  Spatial spillover 
學科別分類
中文摘要 過去二十年來台灣的自有住宅率與所得分配不均度皆明顯地上升,而收入一向是考量購屋決策中相當重要的因素之一,但在貧富差距擴大的現今台灣社會,自有住宅率卻仍能以高幅度的成長,此現象致使本研究為探討台灣地區各縣市自有住宅率與所得分配不均度之因果關係。本研究使用行政院主計處台灣地區家庭收支調查報告的資料,計算得到1982年到2006年間台灣本島地區各縣市的自有住宅率與吉尼係數,除了利用傳統的Panel VAR模型以外,還利用加入空間權重變數的Spatial Panel VAR模型進行估計,並在模型估計後進行Granger因果檢定及衝擊反應函數圖形分析。Spatial Panel VAR模型實證結果顯示台灣本島地區縣市內的所得分配不均度並不會顯著地影響縣市內的自有住宅率,而縣市內的自有住宅率及所得分配不均度空間落遲項會正向影響縣市內的所得分配不均度,自有住宅率空間落遲項會負向影響縣市內的所得分配不均度,台灣本島地區縣市間的所得分配不均度存在空間外溢效果。
英文摘要 In the past twenty years, homeownership rate and income inequality in Taiwan have been increasing significantly. As we know, income is always a very important factor in housing decision. However, homeownership rate has been increasing substantially while the gap between the rich and the poor in Taiwan is increasing. This phenomenon leads us to study the causality of homeownership rate and income inequality in Taiwan’s 22 regions. By using data from the Survey of Family Income and Expenditure of DGBAS, we calculate homeownership rates and Gini coefficients for each of the Taiwan’s 22 regions from 1982 to 2006. Moreover, we use not only the panel VAR model for the estimation, but also the spatial panel VAR model, which considers the spillover effect across regions for the variables concerned. We also conduct Granger causality test and impulse response function after VAR estimation. The empirical results of spatial panel VAR estimation show that regional income inequality has no influence on regional homeownership rate in Taiwan’s 22 regions. On the other hand, regional homeownership rate and the spatial lags of income inequality have positive influences on regional income inequality in Taiwan regions. Moreover, the spatial lags of regional homeownership rate have negative influences on regional income inequality in Taiwan regions and the spatial spillover effect does exist in regional income inequality in Taiwan’s 22 regions.
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 3
第二章 文獻回顧 4
第一節 所得分配不均度對自有住宅率影響之文獻 4
第二節 自有住宅率對所得分配不均度影響之文獻 6
第三節 空間計量相關文獻 8
第三章 資料來源與變數建立 11
第一節 資料來源 11
第二節 變數定義 12
第三節 變數的敘述統計量與描述 14
第四章 研究方法與實證模型 22
第一節 變數資料檢定 22
第二節 Panel Vector Autoregression模型 26
第三節 Spatial Panel Vector Autoregression模型 27
第四節 模型估計後相關檢定 28
第五章 實證分析結果 32
第一節 變數資料檢定 32
第二節 VAR模型估計結果 38
第三節 Granger因果關係檢定 45
第四節 衝擊反應函數 46
第六章 結論 50
參考文獻 52

圖表目錄

表 3-1 變數名稱代號與敘述統計量 15
表 3-2 變數基本統計:依年度區分 16
表 3-3 變數基本統計:依縣市區分 17
表 5-1 Pesaran CD檢定結果 33
表 5-2 Moran’s I檢定結果 34
表 5-3 第一代單根檢定檢定結果 36
表 5-4 第二代單根檢定檢定結果 37
表 5-5 AIC、SBIC、HQIC準則之估計結果 38
表 5-6 Panel VAR模型及Spatial Panel VAR模型估計結果 39
表 5-7 Panel Granger因果關係檢定及Spatial Panel Granger因果關係檢定結果 46

圖 3 1 台灣本島地區1982、1994、2006年自有住宅率 20
圖 3 2 台灣本島地區1982、1994、2006年所得分配不均度 21
圖 5 1 Panel VAR之衝擊反應函數圖表 47
圖 5 2 Spatial Panel VAR之衝擊反應函數圖表 48
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