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。

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.

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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