教師資料查詢 | 類別: 期刊論文 | 教師: 聶建中 NIEH, CHIEN-CHUNG (瀏覽個人網頁)

標題:區間測試法探討總體經濟與出國旅遊之影響關係
學年94
學期1
出版(發表)日期2005/12/01
作品名稱區間測試法探討總體經濟與出國旅遊之影響關係
作品名稱(其他語言)Bounds Testing Approach to Investigate the Relationship between Macroeconomics and Outbound Tourism
著者周明智 ; 聶建中; Nieh, Chien-chung
單位淡江大學財務金融學系
出版者臺灣大學管理學院
著錄名稱、卷期、頁數台大管理論叢 16(1)頁 1-20
摘要本文旨在探討旅遊模型中,工業生產指數、物價指數及匯率對於出國旅遊人次之長、短期影響。由Johansen共整法及ARDL區間測試法,分別得到各變數間之長期均衡,存在及不存在之相反結果。由於各項單根測試發現各變數之整合齊次不盡相同,因此採用了ARDL法所得變數間不存有長期共移的結果較具說服力,ARDL法之短期分析,發現於一段固定期間內之出國旅遊總人次應是某個固定數值,若於前些月份之出國旅遊人次過高,則會衝擊當月之出國旅遊意願,使出國旅遊人次降低。本研究又以一般化衝擊反應函數進行變數間之動態跨期衝擊影響做分析,發現對出國旅遊人次之影響,除了出國旅遊人次之自身短期顯著影響之短暫性衝擊外,工業生產指數於短期間對出國旅遊人次亦有負向之短暫性衝擊。
This articles aims to discuss the long-term and short-term influence on number of overseas visitors, price index, and exchange rate. Using Johansen Cointegration Method and ARDL Bounds testing, the long-term balance of different variants and the opposite results of existing and non-existing are reached. The short-term analysis by ARDL finds that the number of outbound visitors during a fixed term should be a fixed figure, and if the number is excessively high during earlier months, then the willingness for outbound tourism of that month will be affected, and consequently, the number of outbound visitors will reduce. This study also uses generalized impact to reflect function and carries out analysis on dynamic impact of different phases among variants. It finds that industrial production index also has a brief negative impact on the number of outbound visitors within short time, other than the brief impact by outbound visitors' own short-time significant influence, concerning the influence on outbound visitors.
關鍵字出國旅遊人次;區間測試法;一般化衝擊反應函數;outbound visitors;ARDL;bounding test;G-IRF
語言中文
ISSN1018-1601
期刊性質國內
收錄於
產學合作
通訊作者
審稿制度
國別中華民國
公開徵稿
出版型式,紙本
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