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Please use this identifier to cite or link to this item: http://ir.lib.stu.edu.tw:80/ir/handle/310903100/486

Title: 建立我國與歐盟東擴國家雙邊貿易之時間數列模型
An Establishment of Time-Series Model on Bilateral Trade between Taiwan and EU Enlarged Countries
Authors: 林佳玲
Chia-ling Lin
Contributors: 曾秀梅 葉曉萍
經營管理研究所
Keywords: 歐盟東擴國;時間數列;ARIMA模型
EU enlarged countries;time series;ARIMA model
Date: 2006
Issue Date: 2011-05-23 13:40:39 (UTC+8)
Publisher: 高雄市:[樹德科技大學經營管理研究所]
Abstract: ZH摘要
自1989年前蘇聯共產政權垮台後,美蘇冷戰隨之瓦解,歐盟東擴國家與我國的貿易也與日俱增。本研究的歐盟東擴國家意指前蘇聯共產國家(或稱社會主義國家)於2004年5月1日新加入歐盟的八個國家。但因各國國情不盡相同,所採取的經濟轉型政策各異,其轉型所波及的層面極廣,不僅是單純的經濟問題,更涵蓋著政治與社會安定的問題,加上存在著交易成本等風險性問題,故不盡然所有國家皆能維持在成長的狀態。再者,與我國的貿易方面,該區域內並非所有國家對我國之貿易也皆能呈現整體的良性循環。結合上述各種可能影響雙邊貿易的因素,因此,自各國轉型至現在這段期間的變動,及其與我國雙邊貿易之未來走勢預測成為本研究的主軸。本研究資料係採我國財政部關稅總局的貨品貿易值,涵蓋期間為1995年1月至2005年7月之月資料,選用時間數列ARIMA模型為研究方法,建立進口ARIMA模型、出口ARIMA模型,進而實證、預測分析我國與歐盟東擴國家雙邊貿易的關係。實證結果顯示,本研究所擬合的進出口ARIMA模型大致符合理論上的適切要求。實證模型中達精確標準的有,立陶宛(Lithuania)出口、拉脫維亞(Latvia)出口、波蘭(Poland)出口、捷克(Czech)進口和捷克(Czech)出口;達到合理的依序為斯洛凡尼亞(Slovenia)出口、匈牙利(Hungary)進口、立陶宛(Lithuania)進口、斯洛伐克(Slovakia)出口、匈牙利(Hungary)出口、愛沙尼亞(Estonia)出口、愛沙尼亞(Estonia)進口、斯洛伐克(Slovakia)進口和斯洛凡尼亞(Slovenia)進口;不正確的僅有波蘭(Poland)進口和拉脫維亞(Latvia)進口。






【關鍵字】:歐盟東擴國,時間數列,ARIMA模型
Abstract
Since the collapse of Soviet Union in 1989, the cold war between Soviet Union and America had eliminated, the international trade between Taiwan and EU enlarged countries has risen rapidly. In this study, “EU enlarged countries” means those ex-socialism countries which were used to be part of the Soviet Union in the past, and jointed as a EU member state during 1 May 2004. However, due to the difference in social conditions between each nation, they have adopted a different policy in economy reformation. In fact, economy reformation is not merely an economic issue. It comprised of other complicated issues, such as political issues and issues concerning social stabilities. Furthermore, there are problems related to the risk of transaction cost as well as the difference in the stage of economic development in each nation. (e.g. not every nations are in the growing stage). As a result of these situations, it is not possible for each of these nations within the region to bring a positive contribution to the trade growth with Taiwan constantly. For the above reasons, this study aims to examine the major changes of each nations (within the EU enlarged countries) from the beginning of their economy reformation in past to the present. Moreover, this study will provide an anticipation on the trend of international trade between Taiwan and those concern nations. This study is based on merchandise trade data collected from Customs Office of ROC (from January 1995 to July 2005). This study adopted the time series ARIMA model as a research framework. This is to establish an import ARIMA Model, export ARIMA model, in order to prove, anticipate and analyze the international trade between Taiwan and EU enlarged countries. The study result shows that the import and export ARIMA model fits with the theatrical requirements. The result also fount out that Lithuania export, Latvia export, Poland export, Czech import and Czech export have reached accurate standard. While Slovenia export, Hungary import, Lithuania import, Slovakia export, Hungary export, Estonia export, Estonia import, Slovakia import and Slovenia import have reached reasonable standard. Lastly, Poland import and Latvia import are classified as incorrect.

【Keywords】: EU enlarged countries, time series, ARIMA model
Appears in Collections:[經營管理研究所] 博碩士論文

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