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中文論文名稱 台灣進口價格匯率轉嫁效果分析:化工產品與化妝品實證研究
英文論文名稱 Exchange Rate Pass Through to Taiwan Import Prices: An Empirical Analysis of Chemical and Cosmetic products.
校院名稱 淡江大學
系所名稱(中) 國際貿易學系國際企業學碩士班
系所名稱(英) Department of International Trade
學年度 97
學期 2
出版年 98
研究生中文姓名 陳佩玲
研究生英文姓名 Pei-Ling Chen
學號 696550192
學位類別 碩士
語文別 中文
口試日期 2009-06-10
論文頁數 61頁
口試委員 指導教授-賈昭南
委員-李選卿
委員-蔡政言
中文關鍵字 匯率轉嫁  化工產品  化妝品 
英文關鍵字 exchange rate pass through  chemical products  cosmetic 
學科別分類 學科別社會科學商學
中文摘要 本文以台灣化工產品及化妝品之進口價格,實證研究匯率轉嫁效果。實證估計分別以1996至2008年期間之月資料與季資料進行。本文主要發現結果如下:匯率變動後,化工產品進口價格於短期內呈現同方向部分轉嫁,但是經過四個月或一季後,轉嫁效果完全消失;化妝品進口價格恰好相反,短期內轉嫁效果不顯著,而經四個月或一季後卻呈現部分轉嫁。以上結果符合一般經濟理論之論述。
英文摘要 This thesis empirically studies exchange rate pass through effect on Taiwan’s import prices of chemical and cosmetic products. The empirical estimation is conducted by using both the monthly and quarterly data covering the period between 1996 and 2008. The main findings are as follows: Exchange rate passes through only partially in the short run for chemical products and disappears completely shortly after 4 moths or one season. On the contrary, exchange rate passes through insignificantly in the short run for cosmetic goods and the effects showed up gradually after 4 months or one season but only partially. These findings are consistent with what have been learned in economics literatures.
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 我國化工業與化妝品業現況與進口概況 3
第三節 本文架構 4
第二章 台灣地區化工業與化妝品產業發展與進口概況 5
第一節 台灣化學工業產業概況 5
第二節 台灣化妝品業產業概況 10
第三節 小結 14
第三章 文獻回顧 15
第一節 理論文獻探討 15
第二節 實證文獻探討 18
第三節 匯率轉嫁實證模型 20
第四章 實證結果分析 22
第一節 資料與資料來源 22
第二節 化工產品實證估計結果 29
一、 月資料 30
二、 季資料 34
三、 小結 38
第三節 化妝品業實證估計結果 39
一、 月資料 40
二、 季資料 44
三、 小結 48
第五章 總結 49
參考文獻 51

附 錄
附錄 1 2004-2008年台灣進口貨品前28名統計表 56
附錄 2 化工業變數趨勢圖 57
附錄 3 化妝品業變數趨勢圖 58
附錄 4 總體變數趨勢圖 59
附錄 5 新台幣、日圓及歐元兌美元匯率走勢 60


圖目錄
圖1 台灣GDP組成圖 6
圖2 台灣主要製造業組成圖 6
圖3 台灣2004-2008年貨品進口比例圖 7
圖4 台灣進口化工產品成長圖 8
圖5 我國化學工業產值變化趨勢圖 9
圖6 台灣化妝品市場需求趨勢圖 11
圖7 台灣進口化妝品來源國比重圖 12
圖8 2004-2008年我國進口化妝品各類比例圖 13
圖9 2004-2008年我國進口化妝品細項比重圖 13


表目錄
表1 台灣化妝品產業現況統計值 11
表2 化工產品與化妝品變數敘述統計表(月) 24
表3 化工產品變數相關矩陣(月) 25
表4 化妝品變數相關矩陣(月) 25
表5 化工產品與化妝品變數敘述統計表(季) 26
表6 化工產品變數相關矩陣(季) 26
表7 化妝品變數相關矩陣(季) 26
表8 進出口價格資料來源彙總表 27
表9 其他變數序列資料來源表 28
表10 變數衡量方法 28
表11 化工產品各變數月資料取自然對數之OLS結果 31
表12 化工產品各變數月資料取一階差分值之OLS結果 32
表13 化工產品各變數季資料取自然對數之OLS結果 35
表14 化工產品各變數季資料取一階差分值之OLS結果 36
表15 化妝品業各變數月資料取自然對數之OLS結果 41
表16 化妝品業各變數月資料取一階差分值之OLS結果 42
表17 化妝品業各變數季資料取自然對數之OLS結果 45
表18 化妝品業各變數季資料取一階差分值之OLS結果 46

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吳中書、許良華,1996,「匯率波動對台灣九大產業出口價格之影響」,中國經濟學會論文。
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洪偉章、李金枝、陳榮秀,2002,《化妝品原料及功能》,藝軒圖書出版社。
洪願斐,1992,「匯率轉嫁效果之探討-理論與台灣實證之研究」,國立台灣大學經濟學研究所碩士論文。
莊永隆,1998,「產業獲利率、進口比與產業集中度:以台灣中油石化業為例」,國立政治大學經濟研究所碩士論文。
張亦文,2006,「匯率轉嫁與國內外市場定價:台灣的Panel實證」,逢甲大學經濟學系碩士論文。
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黃琮彬,1997,「產業特性與進口匯率轉嫁效果:以台灣中油石化業為例」,國立政治大學經濟研究所碩士論文。
賈昭南,2002,《國際金融實務與理論》,華泰文化出版。
劉宗欣與張銘仁,2000, 「進口物價的匯率轉嫁與不對稱性:台灣之實證研究」,經濟論文;中央研究院出版,28(4), PP. 369-396。
謝志森,2004,「應用灰色預測理論於台灣化妝品消費市場發展趨勢之預測」,朝陽科技大學企業管理系-碩士論文。
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二、英文文獻
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