淡江大學機構典藏:Item 987654321/93809
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    题名: 總體變動對台灣紡織業獲利之影響 : 以非線性模型為例
    其它题名: Effect of macroeconomic factors' changement on earnings of textile industry in Taiwan : application of non-linear model
    作者: 洪振宇;Hong, Jhen-Yu
    贡献者: 淡江大學財務金融學系碩士班
    聶建中;Nieh, Chieh-Chung
    关键词: 紡織產業;GDP;油價;匯率;平滑移轉迴歸模型;Textile Industry;oil prices;Exchange rates;Non-linear Model
    日期: 2013
    上传时间: 2014-01-23 13:32:37 (UTC+8)
    摘要: 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.
    显示于类别:[財務金融學系暨研究所] 學位論文

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