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System No. U0002-0307201223395600
Title (in Chinese) 日本區域性失業率與勞動參與率之磁滯性研究
Title (in English) The study of Hysteresis in Unemployment and Labour Force Participation Rates: Evidence from Japanese regional dataset
Other Title
Institution 淡江大學
Department (in Chinese) 產業經濟學系碩士班
Department (in English) Department of Industrial Economics
Other Division
Other Division Name
Other Department/Institution
Academic Year 100
Semester 2
PublicationYear 101
Author's name (in Chinese) 陳柏蓉
Author's name(in English) Po-Jung Chen
Student ID 699540232
Degree 碩士
Language Traditional Chinese
Other Language
Date of Oral Defense 2012-06-21
Pagination 69page
Committee Member advisor - De-Chih Liu
co-chair - 林佩倩
co-chair - 王譯賢
Keyword (inChinese) 自然失業率
磁滯性失業率
Keyword (in English) Natural rate theory
Hysteresis hypothesis
Other Keywords
Subject
Abstract (in Chinese)
本文以1983-2010年季資料重新檢測日本九大地區失業率之磁滯假說,並同時考量勞動參與率是否同為衡量勞動市場的指標之一。研究中利用最新之LKT單根檢定法由Leybourne, Kim and Taylor (2007)所發展出,試圖在一時間序列下找出同時存在之I(0)與I(1)轉換區間。實證結果提出重要的證據顯示,日本九大地區之失業率與勞動參於率雖存在1-2個以上之I(0),但整體而言仍各為磁滯狀態,表示在以失業率衡量勞動市場時,也應同時參考勞動參與率之狀態,並以降低失業率與提高勞動參與率為同時並進之目標。
Abstract (in English)
The present paper re-examines the unemployment hysteresis hypothesis in Japanese nine regions between 1983 and 2010. It also considers the hysteresis hypothesis in the labor force participation rate.This research applies the recently developed unit root test which allows switching between hysteresis and the natural rate theory in time - series by Leybourne, Kim and Taylor (2007). The finding shows that unemployment rate and labor force participation rate are subject to one or more switches between I(0) and I(1) in Japanese nine regions, and in line with the hysteresis hypothesis. Thus, both unemployment rate and labor force participation rate should be considered for understanding the dynamics of the labor market in Japan.
Other Abstract
Table of Content (with Page Number)
目次
第一章 緒論	1
第一節 研究背景與動機	1
第二節 研究目的	2
第三節 研究步驟與方法	2
第四節 本文架構	3
第二章 文獻探討	4
第一節 失落十年之過程	4
第二節 磁滯性失業率之因素探討	6
第三節 探討磁滯性之相關文獻	9
第四節 日本勞動市場現況	17
第三章  研究方法	20
第一節 傳統的單根檢定方法	21
第二節 PANEL聯合單根檢定	24
第三節 多重結構轉變之單根檢定	27
第四節  LKT單根檢定	29
第四章 實證結果	32
第一節日本九大地區分類	33
第二節日本九大地區產業概況	34
第三節資料分析與單根實證結果	37
第五章 結論與建議	60
第一節 結論	60
第二節 建議	62
參考文獻	65

圖目錄
圖1- 1 本文研究架構	 3
圖4- 1日本九大地圖 33
圖4- 2日本9大地區失業率走勢圖	38
圖4- 3日本九大地區勞動參與率走勢圖	40
圖4- 4日本九大地區失業率	54
圖4- 5日本九大地區勞動參與率	56
圖4- 6北海道之失業率與勞動參與率	58
圖4- 7南關東之失業率與勞動參與率	58

表目錄
表 2- 1 以國家失業率資料檢定磁滯性文獻之整理	12
表 2- 2 以區域失業率資料檢定磁滯性文獻	13
表 2- 3 以勞動參與率資料檢定磁滯性文獻	16
    表 4- 1 日本九大地區表.........................................33
表 4- 2 日本地區失業率敘述統計量	39
表 4- 3 日本九地區勞動參與率敘述統計量	41
表 4- 4 日本九大地區失業率之ADF單根檢定	42
表 4- 5 日本九大地區勞動參與率之ADF單根檢定	43
表 4- 6 日本九大地區失業率之PP單根檢定	43
表 4- 7 日本九大地區勞動參與率之PP單根檢定	44
表 4- 8 日本九大地區失業率之KPSS單根檢定	45
表 4- 9 日本九大地區勞動參與率之KPSS單根檢定	45
表 4- 10 LLC與IPS之失業率單根檢定	47
表 4- 11 LLC與IPS 之勞動參與率單根檢定	47
表 4- 12 HADRI之失業率單根檢定	48
表 4- 13 HADRI之勞動參與率單根檢定	48
表 4- 14 多重結構轉變之失業率單根檢定	50
表 4- 15 多重結構轉變之勞動參與率單根檢定	51
表 4- 16 日本九大地區失業率LKT單根檢定	53
表 4- 17日本九大地區勞動參與率LKT單根檢定	55
表 5- 1 失業率與勞動參與率之I(0)與I(1)區間      64
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