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系統識別號 U0002-2806201220450000
中文論文名稱 GDP與生育之間的關係—GVAR分析
英文論文名稱 GDP and fertility--a global VAR analysis
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 100
學期 2
出版年 101
研究生中文姓名 高雅姿
研究生英文姓名 Ya-Tzu Kao
學號 699540414
學位類別 碩士
語文別 中文
口試日期 2012-06-14
論文頁數 63頁
口試委員 指導教授-胡登淵
委員-鄒孟文
委員-陳鎮洲
中文關鍵字 生育率  GDP  GVAR 
英文關鍵字 Fertility  GDP  GVAR 
學科別分類 學科別社會科學經濟學
中文摘要 全球生育率逐漸下降,少子化情形普遍,這幾乎是全球各國皆面臨到的問題,而導致生育率下降的原因,發現經濟能力應是決定是否生育的重要因子。本研究針對GDP與生育率之間相互關係進行探討,運用Pesaran,Schuermann and Weiner (2004)和 Dees,di Mauro,Pesaran and Smith (2007)以及 Dees,Holly,Pesaran and Smith (2007)等人所建構的GVAR模型,此模型可以考慮在跨國及跨期之下,控制同期相關,探討全球互動和促進區域對世界經濟的衝擊分析與外溢效果,這是GVAR 模型相較於其它模型的優勢與特色。資料取自於2011年WDI資料庫,分析23個國家資料,樣本期間為1980年至2009年,視歐元區為單一經濟體。有別於傳統文獻,本研究發現部份國家生育率具外溢效果,除了發現一些國家本國人均GDP可影響本國生育率外,也發現國外人均GDP可影響本國生育率。本研究最後以衝擊反應分析,分別聚焦於美國、歐元區和全球的衝擊,期能呈現GDP與生育率之間動態衝擊傳遞關係。我們的實證結果發現其國外人均GDP與本國生育率之間的相互關係,在美國人均GDP成長率的衝擊之下,對本國的生育成長率為負向影響,而在全球人均GDP成長率的衝擊之下,對本國的生育成長率為正向影響。本研究呈現國外人均GDP成長率與本國生育成長率之間的關係仍是依國家/區域的不同而有所差異。
英文摘要 This study investigates the relationship between GDP and fertility by using the global vector autoregressive (GVAR) model developed by Pesaran, Schuermann and Weiner (2004) and Dees, di Mauro, Pesaran and Smith (2007) . The GVAR model can consider the transnational and cross-phase while the contemporaneous correlation is under control. The GVAR model is also capable of demonstrating global interaction and the promotion of regional impact analysis on the world economy by impulse response analysis and the spillover effects, which are the advantages and features of the GVAR model compared with traditional VAR models. The data are extracted from the WDI database of 2011, including 23 national data over 1980-2009. It treats the euro area as a single economy. In contrast to the traditional literature, this study finds the spillover effects of fertility rates exist in most countries. The per capita GDP of some countries can affect their own fertility rate. Also, per capita GDP of some foreign countries can affect their domestic fertility rate. Finally, impulse response analysis, focusing on the impact of the U.S., the euro area and the world shock, respectively, shows the dynamic impact transitive relation between GDP and fertility. The relationship between the foreign per capita GDP growth rate and their own fertility growth rate still varies across countries / regions.
論文目次 目錄
第一章 緒論 1
第一節 研究動機 1
第二節 研究目的 5
第二章 文獻回顧 7
第三章 資料來源與變數定義 11
第一節 資料來源與處理 11
第二節 變數定義與敘述統計 13
第四章 實證模型介紹 20
第一節 模型介紹 20
第二節 模型架構 22
第五章 實證結果與分析 26
第一節 23國GVAR模型分析 26
第二節 衝擊反應函數 35
第三節 敏感性分析 50
第六章 結論 52
第一節 結論 52
第二節 研究限制與未來發展 53
參考文獻 54
中文參考文獻 54
英文參考文獻 55

表目錄
表一 GVAR 模型之國家和區域 11
表二 選取特定國家 12
表三 變數定義 14
表四 人均GDP-PPP原始值的敘述統計表 15
表五 人均GDP-PPP成長率的敘述統計表 15
表六 生育率原始值的敘述統計表 16
表七 生育率之成長率的敘述統計表 16
表八 女性勞動參與率原始值的敘述統計表 17
表九 女性勞動參與率之成長率的敘述統計表 17
表十 預期壽命原始值的敘述統計表 18
表十一 預期壽命成長率的敘述統計表 18
表十二 全球變數油價的敘述統計表 19
表十三 落後期階數設定與殘差序列相關檢定 27
表十四 弱外生性檢定結果 28
表十五 國外變數對本國變數的同期效果 31
表十六 人均GDP-PPP成長率和生育率成長率與VECM殘差之橫斷面相依性 33
表十七 女性勞動參與率和預期壽命之成長率與VECM殘差之橫斷面相依性 34
表十八 OECD 21國之弱外生性檢定 50
表十九 OECD 21國之國外變數對本國變數的同期效果 51

附錄一:各國之間的貿易份額 61
附錄二: 本國變數之單根檢定結果 62
附錄三: 國外變數之單根檢定結果 63

圖目錄
圖 1:全球歷年平均生育率(%) 2
圖 2:主要國家之歷年人均GDP-PPP (美元) 3
圖 3:主要國家之歷年生育率 (%) 3
圖 4:主要國家之歷年女性勞動參與率(%) 4
圖 5:主要國家之歷年預期壽命 (年數) 4
圖 6:來自美國人均GDP-PPP成長率一單位正標準誤的衝擊對主要國家之人均GDP-PPP成長率的影響 37
圖 7:來自美國人均GDP-PPP成長率一單位正標準誤的衝擊對主要國家之生育成長率的影響 38
圖 8:來自美國人均GDP-PPP成長率一單位正標準誤的衝擊對主要國家之女性勞動參與率成長率的影響 38
圖 9:來自美國女性勞動參與率之成長率一單位正標準誤的衝擊對主要國家之生育成長率的影響 40
圖 10:來自美國預期壽命一單位正標準誤的衝擊對主要國家之人均GDP-PPP成長率的影響 40
圖 11:來自歐元區人均GDP-PPP成長率一單位正標準誤的衝擊對其它區域之人均GDP-PPP成長率的影響 41
圖 12:來自歐元區人均GDP-PPP成長率一單位正標準誤的衝擊對其它區域之生育成長率的影響 42
圖 13:來自歐元區人均GDP-PPP成長率一單位正標準誤的衝擊對其它區域之女性勞動參與率成長率的影響 42
圖 14:來自歐元區女性勞動參與率成長率一單位正標準誤的衝擊對其它區域之生育成長率的影響 43

圖 15:來自全球人均GDP-PPP成長率一單位正標準誤的衝擊對主要國家之人均GDP-PPP成長率的影響 44
圖 16:來自全球人均GDP-PPP成長率一單位正標準誤的衝擊對主要國家之生育成長率的影響 45
圖 17:來自全球人均GDP-PPP成長率一單位正標準誤的衝擊對主要國家之女性勞動參與率成長率的影響 45
圖 18:來自全球人均GDP-PPP成長率一單位正標準誤的衝擊對主要區域之人均GDP-PPP成長率的影響 46
圖 19:來自全球人均GDP-PPP成長率一單位正標準誤的衝擊對主要區域之生育成長率的影響 47
圖 20:來自全球人均GDP-PPP成長率一單位正標準誤的衝擊對主要區域之女性勞動參與率成長率的影響 47
圖 21:來自全球女性勞動參與率之成長率一單位正標準誤的衝擊對主要國家之生育成長率的影響 49
圖 22:來自全球女性勞動參與率之成長率一單位正標準誤的衝擊對主要區域之生育成長率的影響 49
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