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System No. U0002-2906201210331900
Title (in Chinese) 醫療支出之外溢效果─GVAR模型分析
Title (in English) The spillover effect of health expenditure:a global VAR analysis
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) 賴彥融
Author's name(in English) Yan-Rong Lai
Student ID 699540034
Degree 碩士
Language Traditional Chinese
Other Language
Date of Oral Defense 2012-06-14
Pagination 73page
Committee Member advisor - Teng-Yuan Hu
co-chair - 陳鎮洲
co-chair - 鄒孟文
Keyword (inChinese) 醫療支出
外溢效果
共伴現象
全球向量自我回歸模型
Keyword (in English) Health expenditures
Spillover
Co-movement
GVAR
Other Keywords
Subject
Abstract (in Chinese)
論文提要內容: 
    全球醫療支出數十年來皆呈現成長的趨勢,無論從人均醫療支出占人均GDP的比例或是公共醫療支出占政府支出的比例都有明顯的成長,這樣的趨勢可能為世界各國政府帶來沉重的財政負擔,也可能為人民帶來財務與健康的衝擊。因此本文利用OECD Health Data 2010資料庫進行研究分析,運用近來Pesaran, Schuermann 與 Weiner (2004)和Dees, di Mauro, Pesaran 與 Smith (2007) 所發展的GVAR模型,納入同期相關性的考量,一方面降低可能發生的偏誤,另一方面透過此模型特有的設定,考量國內變量和透過商品貿易權重加權計算的國外變量以及考量全球氣候變遷可能帶來傳染病的影響加入全球異常溫度變量作為GVAR模型中特有的全球變量,估計探討人均總醫療支出成長率、人均公共醫療支出成長率和人均私人醫療支出成長率在各國之間是否透過貿易或其它不可觀察的因素而產生外溢效果以及美國、歐元區或全球考量不同人均醫療支出成長率對不同人均醫療支出成長率或人均GDP成長率、人均GDP成長率對不同人均醫療支出成長率之特定國家的衝擊反應函數和全球預期壽命對人均公共醫療支出成長率的衝擊反應函數。傳統醫療支出文獻並未研究醫療支出的外溢效果(Spillover),有別於傳統文獻,本研究實證結果顯示:各國在考量不同人均醫療支出成長率的模型下確實存在外溢效果,尤其在人均公共醫療支出成長率模型下有較強的外溢效果,且相互依賴貿易的國家以及醫藥貿易進口比例較高的國家更加明顯。以美國、歐元區和全球的衝擊反應結果,我們了解到醫藥貿易出口大國/區人均醫療支出成長率的正向衝擊仍可能帶給其他先進國家正向的衝擊,但所得較低的國家可能相反,人均GDP成長率有負向的衝擊可能使大多數國家提高人均醫療支出成長率,但對於醫藥出口大國/區則可能呈現相反影響,考量當前美元的全球人均公共醫療支出成長率對全球預期壽命成長率的正向衝擊下,所得較低的國家有正向的影響,全球預期壽命成長率正向衝擊所得較低的國家人均GDP成長率有較大的負向影響,而實質美元則呈現不一定情況。跨國之間可能透過貿易影響個別國家的醫療支出與預期壽命。
Abstract (in English)
Abstract: 
    Global health expenditures have been showing a growing trend for decades. Both total Health expenditure per capita share of GDP and public Health expenditure share of government expenditure have a significant growth. This kind of trend may cause a heavy financial burden for governments around the world, and also bring financial and health impact to people. This study analyzes OECD Health Data 2010 database. It uses recent GVAR model developed by Pesaran, Schuermann and Weiner (2004) and Dees, di Mauro, Pesaran and Smith (2007), incorporating contemporaneous effects. This GVAR model on the one hand reduces the possibility of errors and on the other hand, through the model of setting, takes into account the internal variables (domestic variables) and, through merchandise trade weighted variables in foreign variables. Moreover, it considers the impact of global climate change bringing infectious diseases by incorporating the Annual Global Land Temperature Anomalies variables as the global variables. This thesis investigates whether spillover effects are significant for per capita total health expenditures growth rate, and per capita public health expenditures growth rate and per capita private health expenditures growth rate through trade or some unobserved factors  It also demonstrates various impulse response functions, including U.S., and Euro or Global per capita health expenditures growth rate or per capita GDP growth rate shock to  per capita health expenditures growth rate , and growth rates of per capita health expenditures shock to per capita GDP growth rates and per capita public health expenditures growth rate shock to global life expectancy at birth of Generalised impulse response function of a particular country. Traditional health expenses literature does not study the spillover effects of the health expenses, Unlike the traditional literature, The empirical results show: In consideration of the different growth rate of Health expenditure per capita that spillover effect does exist in countries, Spillover effect appears particularly strong in national public health care expenditure per capita growth rate model, and is more obvious in countries with high proportion of interdependence trading and pharmaceutical import. From the impact among US, Euro and Global of Generalised impulse response function, we understand that the positive shock of a major pharmaceutical export country's per capita health expenditures growth rate may still bring a positive impact to other advanced countries, but a negative impact to countries with lower income, Negative shocks of per capita GDP growth rate may raise the growth rate of per capita health expenditure in most countries, but may appear opposite impacts to the major pharmaceutical export countries, when the current international US dollars into account  the global public health expenditures per capita growth rate will bring a positive impact to growth rate of global life expectancy at birth ,and the positive impact to the lower income countries. The global life expectancy at birth growth rate  will bring a positive impact to growth rate of per capita GDP, and the negative impact to the lower income countries. However, when we consider the real, results will appear ambiguous situation. The health expenditures and life expectancy at birth will be affected by the other country through trade.
Other Abstract
Table of Content (with Page Number)
目錄
第一章  緒論	1
第二章  文獻回顧	5
第三章  資料來源與變數定義	9
第一節  資料來源	9
第二節  變數定義與敘述統計	10
第四章  實證模型設定	23
第一節  GVAR模型及變數處理	23
第二節  單根檢定	26
第三節  PESARAN橫斷面相依性	27
第四節  弱外生檢定	29
第五節  國外變量對國內變量同期外溢效果模型	32
第五章  GVAR模型實證結果	34
第一節  國外變量對國內變量同期外溢效果	34
第二節  美國或全球人均醫療支出成長率和人均GDP成長率衝擊	37
第三節  歐元區人均醫療支出成長率和人均GDP成長率衝擊	44
第四節  人均公共醫療支出成長率對全球預期壽命成長率與全球預期壽命成長率對人均GDP成長率的衝擊	48
第六章  結論	51
第一節  結論	51
第二節  敏感性分析	57
第三節  研究限制與未來研究方向	58
國內參考文獻:	59
國外參考文獻:	59
附表一 國內變量單根檢定結果表	63
附表二 國外變量單根檢定結果表	64

圖目錄
圖 一 人均總醫療支出時間序列................................................................................ 2
圖 二 公共醫療支出占政府支出時間序列................................................................ 2
圖 三 11 國2000 年至2009 年個別國家對其他10 國商品貿易總額 ................... 19
圖 四 11 國2000 年至2009 年個別國家對全球醫藥貿易總額 ............................. 19
圖 五 國家衝擊國家2000~2010 年平均醫藥進出口貿易額 ................................. 21
圖 六 國家衝擊國家2000~2010 年平均醫藥進出口貿易額占總額比例 ............. 21
圖 七 區域衝擊地區2000~2010 年平均醫藥進出口貿易額 ................................. 22
圖 八 區域衝擊地區2000~2010 年平均醫藥進出口貿易額占總額比例 ............. 22
圖 九 美國人均醫療支出成長率對各國人均總醫療支出成長率一單位正標準誤
衝擊PPP (constant 2005 international ) .......................................................... 39
圖 十 美國人均醫療支出成長率對各國人均公共醫療支出成長率一單位正標準
誤衝擊PPP (constant 2005 international ) ...................................................... 39
圖 十一 美國人均醫療支出成長率對各國人均私人醫療支出成長率一單位正標
準誤衝擊PPP (constant 2005 international ) ............................................. 39
圖 十二 全球人均總醫療支出成長率對各國人均總醫療支出成長率一單位正標
準誤衝擊PPP (constant 2005 internationaL) ............................................. 40
圖 十三 全球人均公共醫療支出成長率對各國人均公共醫療支出成長率一單位
正標準誤衝擊PPP (constant 2005 international) ...................................... 40
圖 十四 全球人均私人醫療支出成長率對各國人均私人醫療支出成長率一單位
正標準誤衝擊PPP (constant 2005 international) ...................................... 40
圖 十五 美國人均GDP 成長率對各國人均總醫療支出成長率一單位負標準誤衝
擊PPP (constant 2005 international ) ......................................................... 42
圖 十六 美國人均GDP 成長率對各國人均公共醫療支出成長率一單位負標準誤
衝擊PPP (constant 2005 international) ...................................................... 42
圖 十七 美國人均GDP 成長率對各國人均私人醫療支出成長率一單位負標準誤
衝擊PPP (constant 2005 international) ...................................................... 42
圖十八 全球人均GDP 成長率對各國人均總醫療支出成長率一單位負標準誤衝
擊PPP (constant 2005 international) .......................................................... 43
圖 十九 全球人均GDP 成長率對各國人均公共醫療支出成長率一單位負標準誤
衝擊PPP (constant 2005 international) ...................................................... 43
圖 二十 全球人均GDP 成長率對各國人均私人醫療支出成長率一單位負標準誤
衝擊PPP (constant 2005 international) ...................................................... 43
圖 二十一 歐元區人均醫療支出成長率對各國人均總醫療支出成長率一單位正
標準誤衝擊PPP (constant 2005 international) ...................................... 46
圖 二十二 歐元區人均醫療支出成長率對各國人均公共醫療支出成長率一單位
正標準誤衝擊PPP (constant 2005 international) .................................. 46
圖 二十三 歐元區人均醫療支出成長率對各國人均私人醫療支出成長率一單位
正標準誤衝擊PPP (constant 2005 international) .................................. 46
圖 二十四 歐元區人均GDP 成長率對各國人均總醫療支出成長率一單位負標準
誤衝擊PPP (constant 2005 international) .............................................. 47
圖 二十五 歐元區人均GDP 成長率對各國人均公共醫療支出成長率一單位負標
準誤衝擊PPP (constant 2005 international) .......................................... 47
圖 二十六 歐元區人均GDP 成長率對各國人均私人醫療支出成長率一單位負標
準誤衝擊PPP (constant 2005 international) .......................................... 47
圖 二十七 全球人均公共醫療支出成長率對各國預期壽命成長率一單位正標準
誤衝擊PPP (constant 2005 international) .............................................. 50
圖 二十八 全球預期壽命成長率對各國人均GDP成長率一單位正標準誤衝擊(考
量公共醫療支出PPP (constant 2005 international) .............................. 50
圖 二十九 美國人均醫療支出成長率對各國人均總醫療支出成長率一單位正標
準誤衝擊PPP (current international) .................................................... 67
圖 三十 美國人均醫療支出成長率對各國人均公共醫療支出成長率一單位正標
準誤衝擊PPP (current international) ......................................................... 67
圖 三十一 美國人均醫療支出成長率對各國人均私人醫療支出成長率一單位正
標準誤衝擊PPP (current international) ................................................. 67
圖 三十二 全球人均總醫療支出成長率對各國人均總醫療支出成長率一單位正
標準誤衝擊PPP (current international) ................................................. 68
圖 三十三 全球人均公共醫療支出成長率對各國人均公共醫療支出成長率一單
位正標準誤衝擊PPP (current international) ......................................... 68
圖 三十四 全球人均私人醫療支出成長率對各國人均私人醫療支出成長率一單
位正標準誤衝擊PPP (current international) ......................................... 68
圖 三十五 美國人均GDP 成長率對各國人均總醫療支出成長率一單位負標準誤
衝擊PPP (current international) ............................................................. 69
圖 三十六 美國人均GDP 成長率對各國人均公共醫療支出成長率一單位負標準
誤衝擊PPP (current international) ......................................................... 69
圖 三十七 美國人均GDP 成長率對各國人均私人醫療支出成長率一單位負標準
誤衝擊PPP (current international) ......................................................... 69
圖 三十八 全球人均GDP 成長率對各國人均總醫療支出成長率一單位負標準誤
衝擊PPP (current international) ............................................................. 70
圖 三十九 全球人均GDP 成長率對各國人均公共醫療支出成長率一單位負標準
誤衝擊PPP (current international) ......................................................... 70
圖 四十 全球人均GDP 成長率對各國人均私人醫療支出成長率一單位負標準誤
衝擊PPP (current international) ................................................................. 70
圖 四十一 歐元區人均醫療支出成長率對各國人均總醫療支出成長率一單位正
標準誤衝擊PPP (current international) ................................................. 71
圖 四十二 歐元區人均醫療支出成長率對各國人均公共醫療支出成長率一單位
正標準誤衝擊PPP (current international) ............................................. 71
圖 四十三 歐元區人均醫療支出成長率對各國人均私人醫療支出成長率一單位
正標準誤衝擊PPP (current international) ............................................. 71
圖 四十四 歐元區人均GDP 成長率對各國人均總醫療支出成長率一單位負標準
誤衝擊PPP (current international) ......................................................... 72
圖 四十五 歐元區人均GDP 成長率對各國人均公共醫療支出成長率一單位負標
準誤衝擊PPP (current international) ..................................................... 72
圖 四十六 歐元區人均GDP 成長率對各國人均私人醫療支出成長率一單位負標
準誤衝擊PPP (current international) ..................................................... 72
圖 四十七 全球人均公共醫療支出成長率對各國預期壽命成長率一單位正標準
誤衝擊PPP (current international) ......................................................... 73
圖 四十八 全球預期壽命成長率對各國人均GDP成長率一單位正標準誤衝擊(考
量公共醫療支出) PPP (current international) ....................................... 73

表目錄
表 一 變數定義表...................................................................................................... 11
表 二 敘述統計表(國內變量原始值) ....................................................................... 13
表 三 敘述統計表(國內變量取LN 後差分值)........................................................ 15
表 四 11 國貿易比重表 ............................................................................................. 20
表 五 7 區貿易比重表............................................................................................... 20
表 六 GVAR 模型國家與區域 .................................................................................. 24
表 七 Pesaran 橫斷面相依性結果表 ........................................................................ 27
表 八 總醫療支出成長率弱外生檢定...................................................................... 30
表 九 公共醫療支出成長率弱外生檢定.................................................................. 30
表 十 私人醫療支出成長率弱外生檢定.................................................................. 30
表 十一 國外變量人均醫療支出成長率對國內變量人均醫療支出成長率之同期
外溢效果(constant 2005 international ) ...................................................... 35
表 十二 國外變量人均醫療支出成長率對國內變量人均醫療支出成長率之同期
外溢效果(current international) .................................................................. 65
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