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系統識別號 U0002-2506200914233500
中文論文名稱 所得不均度與物價膨脹率之門檻效果分析
英文論文名稱 Thresholds in the inflation-inequality nexus.
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 97
學期 2
出版年 98
研究生中文姓名 吳宜臻
研究生英文姓名 Yi-Chen Wu
學號 696570067
學位類別 碩士
語文別 中文
口試日期 2009-05-29
論文頁數 58頁
口試委員 指導教授-林淑琴
委員-金東炫
委員-林金源
中文關鍵字 所得不均  物價膨脹  門檻迴歸 
英文關鍵字 Income inequality  Inflation  Threshold Regression 
學科別分類 學科別社會科學經濟學
中文摘要 本研究旨在探討不同經濟發展程度與金融發展程度之下,物價膨脹率對所得不均度的影響;同時也討論在不同經濟發展程度與物價膨脹程度之下,所得不均度對物價膨脹率的影響。利用1960年至2005年包含60國之跨國橫斷面資料,並以門檻迴歸模型進行實證分析,本文發現,物價膨脹率對所得不均度之正向影響,顯著存在於低所得國家與高度金融發展國家中,在低所得國家中,物價膨脹率的提高,會對資產多為貨幣的貧者造成負面衝擊,但對於將資產轉為非貨幣性資產來規避風險的富者影響不大,導致所得不均度擴大;在高度金融發展國家中,金融風險相對提高,導致當物價膨脹率升高時,擴大了市場之不對稱性,進而擴大貧富之間的差距。此外,所得不均度對物價膨脹成長率的影響,則在高所得國家與高物價膨脹國家中具有顯著性。可能是因為通常所得愈高之國家,也為民主程度愈高之國家,著重資本家而必須維持低物價膨脹率,當所得不均度惡化,相對增加的貧窮者會向政府施壓,因此政府採取財政政策對貧窮者進行補貼以提高其所得,使得物價膨脹成長率獲得舒緩;而在高物價膨脹國家中,富有者處於較優勢之地位,向政府遊說以創造貨幣方式來融通對貧窮者的補貼,導致物價膨脹成長率攀升。倘若政府想藉由物價膨脹率來縮小貧富間差距,或是由所得不均度來減緩物價膨脹率,首要的課題在於區別出該國所處之經濟狀態,針對其狀態進行各種不同政策之調整,才能更有效率地達到預期目標。
英文摘要 This paper empirically investigates the threshold effects of inflation on income inequality, also examine the threshold effects of inequality on inflation . Applying to 60 countries during the period of 1960-2005, our threshold regression results show that the low-income and high-financial development countries tend to have greater inequality as inflation increases. the data also reveal that high-income countries appear to have lower inflation as inequality increases, and high-inflation countries seem to have higher inflation rate as inequality worsens. Our analysis thus implies the governments need to consider economic and financial conditions to fight against inequality or inflation.
論文目次 目錄
表目錄 II
第一章 緒論 1
第二章 文獻回顧 4
第一節 物價膨脹率影響所得不均度 4
第二節 所得不均度影響物價膨脹率 10
第三章 實證方法 18
第一節 資料描述及來源 18
第二節 計量模型設定 22
第四章 物價膨脹率對所得不均度之影響 28
第一節 實質所得與物價膨脹率和所得不均度之關係 28
第二節 金融發展與物價膨脹率和所得不均度之關係 35
第五章 所得不均度對物價膨脹率之影響 39
第一節 實質所得與所得不均度和物價膨脹率之關係 39
第二節 物價膨脹與所得不均度和物價膨脹率之關係 42
第六章 結論與建議 47
參考文獻 50
附 錄 55

表目錄
表 1 物價膨脹率起始値與所得不均度之OLS估計結果 29
表 2 物價膨脹率與所得不均度之IV估計結果 30
表 3 物價膨脹率對所得不均度之門檻估計-以實質所得作為門檻變數 32
表 4 物價膨脹率對所得不均度之門檻估計-以金融發展做為門檻變數 36
表 5 所得不均度對通貨膨脹率之門檻估計-以實質所得作為門檻變數 40
表 6 所得不均度對通貨膨脹率之門檻估計-以物價膨脹作為門檻變數 43
附表 1 樣本國家名稱 55
附表 2 基本檢定統計量和相關係數矩陣 57
附表 3 變數定義表 58


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