A Dynamic Analysis on the Relationship amoung Macroeconomic Factors and Taiwanese Motorcycle Products Exported to Japan,Italy,Colombia and Spain around European Debt Crisis

• Main Authors: Chienyui, 簡裕益
• Other Authors: 賴文魁
• Format: Others
• Language: zh-TW
• Published: 2014
• Online Access: http://ndltd.ncl.edu.tw/handle/74228562677378288122

碩士 === 大葉大學 === 管理學院碩士在職專班 === 103 === In this study, around the European debt crisis, Taiwan motorcycle products export value and exchange rate changes and exporter of motorcycle products to Japan, Italy, Colombia, Spain,GDP,inflation rates, oil prices, energy consumption of the association research data for the 2003 to 2013 season data, using the ADF unit root test,Granger causality test,impulse response analysis,co-integration test,vector error correction models to analyze the causal relationship between variables and the short and long term equilibrium relationship. The results of a study, causality test :(1)Before the European debt crisis: Japan's exchange-way leading export value; Colombia's exchange-way leading export value; Japan's total exports and gross domestic product amounted to two-way causality Relations; gross domestic product of Colombia's leading export value unidirectional; way ahead of Japan's inflation rate of total exports; way ahead of Spain's total exports inflation; Colombia's leading export value unidirectional oil prices; Spain's exports of oil prices way ahead; Spain's leading export value unidirectional energy consumption. (2) After the European debt crisis: Japan's exchange-way leading export value; Italy's exchange-way leading export value; Colombia's exchange-way leading export value; Spain's exchange-way leading export value; Colombia's total exports and gross domestic product amounted to two-way causality; way ahead of Japan's inflation rate of total exports; way ahead of Japan's total exports in oil prices; Colombia's leading export value of the one-way price of oil; Italy's total exports unidirectional leading energy consumption; energy consumption by way of Spain's leading export value. Based on the above causal analysis can serve as Taiwan's motorcycle sales in the international market factors that should be noted. Second, the presence of co-integration test results of long-term equilibrium relationship between nine groups of variables, respectively, before and after (1) the whole of the European debt crisis: gross total exports and domestic production in Colombia; Spain's total exports and exchange rate changes. (2)Before the European debt crisis : changes in total exports to Japan and the exchange rate; gross domestic product and total exports to Japan; against Spain export value and the price of oil. (3)After the European debt crisis : changes in total exports to Japan and the exchange rate; Japan's total exports and oil prices; export value of Italy and energy consumption; Spain's total exports and energy consumption. Total integration of the above test results, can Taiwan locomotive products in the international market, have a deeper understanding, and to provide a reference. Key Words : total exports, exchange rates, gross domestic product, inflation rates, oil prices,energy consumption