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    Title: GDP與生育之間的關係 : GVAR分析
    Other Titles: GDP and fertility : a global VAR analysis
    Authors: 高雅姿;Kao, Ya-Tzu
    Contributors: 淡江大學產業經濟學系碩士班
    胡登淵;Hu, Teng-Yuan
    Keywords: 生育率;GDP;GVAR;Fertility
    Date: 2012
    Issue Date: 2013-04-13 10:52:31 (UTC+8)
    Abstract: 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.
    Appears in Collections:[產業經濟學系暨研究所] 學位論文

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