本研究的主要目的在於了解總體變數之變動，對台灣紡織產業獲利之影響。 總體變數採用油價、匯率、失業率與通貨膨脹率，並在控制產業規模下，以台灣 GDP 作為門檻變數，研究總體變動對紡織產業獲利是否造成非線性影響。 採用Granger and Terasvirta(1993) and Terasvirta(1994)提出之平滑移轉迴歸模型，研究結果發現：當GDP大於門檻值時，油價、失業率、匯率與產業規模對紡織產業獲利呈現正向影響，而通貨膨脹率則呈現負向影響；當GDP小於門檻值時，油價、匯率與產業規模對紡織產業獲利呈現正向影響，但其影響程度有所下降，失業率之影響則轉為負向影響，而通貨膨脹率則仍呈現負向影響。 The main purpose of this study is to understand the changes in macroeconomic variables on the impact of Taiwan''s textile industry profitability. Global variables use oil prices, exchange rates, unemployment rate and inflation rates, and under the control of industrial scale to use Taiwan''s GDP as the threshold variable to study changes in the macroeconomic variables how to effect profitability of the textile industry, whether caused by non-linear effects. Using Granger and Terasvirta (1993) and Terasvirta (1994) proposed smooth transition regression model, results showed: when GDP is greater than the threshold value, the price of oil, the unemployment rate, exchange rate and industrial scale for textile industry showed positive effects on profitability , while inflation has negative effects; when GDP is less than the threshold value, the oil price, exchange rate and industrial scale for textile industry showed positive effects on earnings, but its influence has declined, the impact of the unemployment rate to negative to influence, while inflation is still showing a negative effect.
