| Abstract: | 本研究欲從事臺灣工業、服務業薪資所得與進出口收支對匯率影響之探討。透過多元迴歸模型探討工業部門薪資指數、服務業部門薪資指數、勞動生產率、出口外匯收入及進口外匯支出等因素在不同分量下對臺灣地區匯率之影響。
The determinants of a country foreign exchange have been noticed by this country government bureaus, private corporations and householders. A country''s foreign exchange rate not only influence this country import and export, but also influence the economic development conditions such as government spending, business investment and householders consumption.
The purpose of this paper is examining the impacts of a country''s physical policy variables in terms of industrial sector salary index, service sector salary index, labor productivity, export foreign exchange earnings and import foreign exchange expenditure. We are taking the financial markets of Taiwan as the study subject.
The research study time length is takeing the time period from year 2008 December to year 2015 December, and the physical policy variables are including industrial sector salary index, service sector salary index, labor productivity, export foreign exchange earnings and import foreign exchange expenditure.
We applied the multiple regression models, and provided the basic statistical properties analysis, ADF unit root analysis, and correlation analysis. For receiving the reasonable experimental results, we examines the t value for regression coefficients, and investigated the R2, Adjusted R2, F value, DW, AIC, Schwarz, HQ, Log likelihood, for the regressions.
The output is not to dedicate the predictions of the foreign exchange policy variables in Taiwan, but it is for examining the relationship between the Physical policy of business employment variables and foreign exchange rate in Taiwan''s financial markets.
The finding result has concluded that both service sector wage incomes and the industry sector salary incomes and labor force productivities do show significant evidences in supporting the testing hypothesis. The ending conclusive remarks is indicating that industry sector salary index, service sector salary index, labor productivity, export foreign exchange earnings and import foreign exchange expenditure should be considered as the critical elements in adjusting the foreign exchange policy in Taiwan. |
