淡江大學機構典藏:Item 987654321/51181
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    Title: 以奧肯法則探討石油價格對美國經濟成長的影響
    Other Titles: The effect of oil price on the tradeoff between us unemployment and economic growth
    Authors: 周思廷;Jhou, Sih-ting
    Contributors: 淡江大學美洲研究所碩士班
    柯大衛;Kleykamp, David
    Keywords: 奧肯法則;石油價格;經濟成長;失業率;向量自我迴歸模型;一般最小平方法;VAR;Oil Price;Okun's law;OLS;Unemployment;economic growth
    Date: 2009
    Issue Date: 2010-09-23 14:46:01 (UTC+8)
    Abstract: 石油價格上漲後,經常尾隨著發生經濟衰退的現象,石油價格牽動國家的經濟脈動,本研究的重點為使用奧肯法則來探討石油價格對於美國經濟表現的影響。
    本研究內容為:
    一 石油價格對美國失業率和產出影響。
    二 評估石油價格與奧肯關係在短期與長期的影響程度,以及可能影響之期間。
    石油價格上漲使廠商在使用機器時,變動成本增加故減少使用,在生產函數中若假設已購置的資本是固定使用則會產生計算上的疏漏,尤其是在景氣衰退、需求減少時且石油價格上漲時,可能發生已購置的資本可能會有停工、沒有充份使用的時候,資本和勞動都沒有充份使用,當景氣恢復,廠商只需要打開原先停工的機器、恢復運轉,即可以增加產量,因此沒有失業率的變動,這部份是石油價格對於奧肯關係影響的一大原因。
    本研究使用一般最小平方法、交叉自我相關、模型係數穩定性檢驗以及向量自我迴歸檢驗石油價格對奧肯關係的影響,研究結果顯示石油價格與美國經濟之間存在因果關係,在短期有顯著的影響,與失業率對於產出的影響相近,有同樣的重要性,石油價格落後期第10、11期衝擊奧肯關係,以落後期的第10個月衝擊最明顯,隨之漸漸減弱,石油價格與產出成長率有明顯的負向關係,而和失業率之間存在正向關係,而落後期的石油價格可使得奧關係得到部份穩定的現象,證明石油價格對於奧肯關係有明顯的影響,然而對於奧肯關係長期的影響不大。
    Recent data are consistent with the historical correlation between oil shocks and recessions. It’s usually economic recession after the oil price rising. Oil price affects the national economics. This thesis discusses the following topics:
    1 How oil price affects US economic output and unemployment
    2 Evaluation the impact of the oil price on t US economic output and unemployment in the short run and long run.
    Each firm in the economy uses capital depending on the real price of energy. A rise in the price of energy raises the short run operating cost for machinery and therefore provides an incentive for firms to economize on their use of capital. This affects capacity utilization rates and thus the productivity of labor.
    This research uses the OLS, Cross-Correlation, CUSUMSQ test and VAR to test how oil price affects Okun relation. The results of this research shows there is a causal relationship between oil price and economy and find the lagged oil price can stabilize the Okun’s law. Oil price has the negative effect on the output and has the positive effect on the unemployment rate. In the short run, the oil price exist the significant effect to the output and unemployment rate, especially in the lagging of oil price 10th and 11th month. But in the long run, there is no significant effect on the Okun’s law.
    Appears in Collections:[Graduate Institute of the Americas] Thesis

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