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系統識別號 U0002-2306201415514500
中文論文名稱 金融發展與所得不均度之關聯:亞洲地區之門檻迴歸分析
英文論文名稱 Financial Development and Income Inequality: A Threshold Regression Analysis to Asian area
校院名稱 淡江大學
系所名稱(中) 經濟學系碩士班
系所名稱(英) Department of Economics
學年度 102
學期 2
出版年 103
研究生中文姓名 蔡憶琳
研究生英文姓名 Yi-Lin Tsai
學號 601570186
學位類別 碩士
語文別 中文
口試日期 2014-06-11
論文頁數 52頁
口試委員 指導教授-莊希豐
委員-胡春田
委員-陳亞為
委員-莊希豐
中文關鍵字 所得不均度  金融發展  門檻迴歸 
英文關鍵字 Inequality  Financial Development  Threshold Regression 
學科別分類
中文摘要   本文主要討論金融發展程度與所得不均度之間的關聯性是否會因為所得水準不同而有所差異。運用19個亞洲國家自1980年至2012年的縱橫資料,並且以門檻迴歸模型進行分析。
  本文使用私部門放款比例、流動負債比例、股票市場資本比例以及股票市場成交值比例為金融發展衡量指標,結果為無論使用哪一項指標衡量,皆發現亞洲地區所得偏低的樣本,其金融發展可減緩所得不均度的增長,而在所得較高的樣本,金融發展程度與所得不均度關係不顯著,在這四種指標下實證結果一致,具高度穩健性。
英文摘要   This paper discusses the connection between financial development and the growth rate of income inequality. Specifically, we examine whether the finance-inequality link varies with the levels of per capita income. By using panel data of 19 countries in Asia during the period of 1980-2012.
  In this paper, we use Private Credit, Liquid Liabilities, Market Capitalization and Value Traded to measure the degree of financial development and stock market development. No matter what indices we use , all our threshold regressions results show that the relationship between financial development and income inequality is regime specific, depending upon the real GDP per capita. In particular, sample countries with low income can slow down the growth rate of income inequality by promoting financial development. On the contrary, the relationship between financial development and income inequality are not significant in the samples with high income.
論文目次 目錄 I
表目錄 II
圖目錄 III
第一章 緒論 1
第二章 文獻回顧 5
第一節 資料形態 5
第二節 實證結果 6
2.2.1 金融發展可減緩所得不均 7
2.2.2 金融發展惡化所得不均 10
2.2.3 金融發展與所得不均具門檻效果 11
2.2.4 金融發展間接影響所得不均 12
第三章 計量方法與資料來源 18
第一節 Hansen之門檻迴歸模型 18
3.1.1 門檻的估計 19
3.1.2 門檻的檢定 21
第二節 資料來源與敘述 22
第四章 實證結果分析 29
第一節 金融機構發展為金融發展指標 29
4.1.1 門檻效果的檢定 29
4.1.2 門檻值的估計和檢定 31
4.1.3 門檻迴歸模型的分析 32
第二節 股票市場發展為金融發展指標 35
4.1.2 門檻效果的檢定 35
4.2.2 門檻值的估計和檢定 37
4.2.3 門檻迴歸模型的分析 38
第五章 結論與建議 42
參考文獻 44
附錄 48

表目錄
表 1 金融發展程度與所得不均相關文獻整理 14
表 2 樣本國家 22
表 3 本文使用變數 26
表 4 基本敘述統計量 27
表 5 相關係數矩陣 28
表 6 門檻效果檢定:私部門放款比例 30
表 7 門檻效果檢定:流動負債比例 31
表 8 門檻值估計 32
表 9 吉尼係數成長率與金融發展程度之門檻迴歸結果:私部門放款比例 33
表 10 吉尼係數成長率與金融發展程度之門檻迴歸結果:流動負債比例 34
表 11 門檻效果檢定:股票市場資本比例 36
表 12 門檻效果檢定:股票市場成交值比例 37
表 13 門檻值估計 38
表 14 吉尼係數成長率與股票市場發展程度之門檻迴歸結果:股票市場資本比例 39
表 15吉尼係數成長率與股票市場發展程度之門檻迴歸結果:股票市場成交值比例 40
附表 1所得不均度與金融發展程度之OLS估計結果 48
附表 2國家-以所得區分 49



圖目錄
附圖 1 私部門放款比例散佈圖 50
附圖 2 流動負債比例散佈圖 50
附圖 3 股票市場資本比例散佈圖 51
附圖 4 股票市場成交值比例散佈圖 51
附圖 5 期初學校教育程度散佈圖 52
附圖 6 期初政府支出比例散佈圖 52

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莊希豐. (1999). 金融發展與經濟成長之臺灣實證研究.《台灣銀行季刊》,50(4),64-85.
莊希豐、陳亞為.(2011) 貿易開放與所得不均:以門檻迴歸法分析. 《經濟研究》 50(4), 185-224
陳亭慈. (2009). 金融發展與所得不均度之關聯: 以門檻迴歸方法分析.(碩士論文,淡江大學),1-55.
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