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研究生: 黃睿詳
Huang, Jui-Hsiang
論文名稱: 中東歐國家經濟成長之決定因素-以經濟整合角度探討
The Determinants of Economic Growth of Central and Eastern European Countries: From an Economic Integration Perspective
指導教授: 謝文真
Hsieh, Wen-jen
學位類別: 碩士
Master
系所名稱: 社會科學院 - 政治經濟研究所
Graduate Institute of Political Economy
論文出版年: 2006
畢業學年度: 94
語文別: 中文
論文頁數: 83
中文關鍵詞: 經濟成長歐盟經濟整合外人直接投資固定效果模型中東歐國家
外文關鍵詞: European Economic Integration, Foreign Direct Investment, Fixed Effect Model, Economic Growth, Central and Eastern European Countries
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  •   本研究主要在於探討2004年加入歐盟的八個中東歐國家(Central and Eastern European Countries, CEECs)經濟成長的決定因素。由於中東歐國家自1990年代初期開始的經濟轉型同時面臨體制改革以及推行與歐盟整合的工作,故本文從外部經濟因素和國內變數來瞭解經濟轉型期間,哪些因素促成了其經濟成長。外部經濟因素採用了外人直接投資成長率、出口成長率和歐盟15國的平均經濟成長率;國內變數方面則是大學入學率、國內固定資本形成占GDP的比例、就業人數成長率以及經濟自由度。
      在研究方法上,基於各國時間序列資料有限,故採用追蹤資料(panel data)之固定效果模型(fixed effect model),以1993至2004年之年資料進行實證分析。此外,在實證分析時亦透過一階序列相關(first-order autocorrelation, AR(1))來處理變數間可能存在的自我相關問題,以及橫斷面的似然無關迴歸(seemingly unrelated regression, SUR)解決不同國家之間的異質性和殘差項可能存在的線性相關問題。
      實證分析結果顯示,外人直接投資和出口增加等外部經濟因素對中東歐國家的經濟表現呈現統計上有顯著的正面影響,而歐盟的經濟景氣也連帶助長了中東歐國家經濟成長的力道。另一方面,大學入學率、國內固定資本形成、就業人數成長率、經濟自由度等國內因素的實證結果也反映相關投資環境變數顯著的影響了中東歐國家經濟成長。因此,經濟的對外開放與體制改革的深化皆促成了中東歐國家經濟轉型期間的經濟成長。

     This paper intends to probe into the determinants of economic growth in Central and Eastern European Countries (CEECs) which officially joined the European Union (EU) in 2004. While the economic transition started in the early 1990s, CEECs have been facing the structural reforms and the integration with European Union. Hence, the paper uses both domestic and external economic variables to examine which were the most decisive factors of economic growth in the CEECs during the period of economic transition. Those external economic variables include growth rates of foreign direct investment (FDI) and exports, and the average economic growth rate of EU15; the domestic variables are the enrollment rate of tertiary education, the ratio of gross fixed capital formation to GDP, the growth rate of employment and the index of economic freedom.
     Subject to the time series data availability, the paper applies the panel data from 1993 to 2004 to the fixed effect model. The first-order autocorrelation (AR(1)) and the cross section seemingly unrelated regression (SUR) are employed to mitigate the problems of autocorrelation and heterogeneity.
     The empirical results suggest that the external economic factors such as the growth of foreign direct investment as well as exports insert significant positive influences on the economic growth of CEECs. Besides, the results also show that domestic variables such as the enrollment rate of tertiary, gross fixed capital formation/GDP, employment growth rate and economic freedom provide a better environment for economic activities, therefore benefit the economic growth of CEECs. In conclusions, both the openness of economic and the structural reforms promote the economic growth of CEECs during the period of economic transition.

    第一章 緒論..........................................1 第一節 研究動機......................................2 第二節 研究目的......................................5 第三節 研究架構......................................6 第二章 理論與文獻回顧................................8 第一節 經濟整合之定義與類型..........................9 第二節 經濟整合之相關理論...........................10 第三節 經濟成長之相關實證文獻回顧...................12 第三章 中東歐國家概述...............................21 第一節 中東歐國家之轉型.............................22 第二節 中東歐國家與歐盟之整合.......................28 第三節 中東歐國家轉型後之經濟表現...................32 第四章 研究方法.....................................42 第一節 理論模型之介紹...............................42 第二節 理論模型之修正與變數說明.....................45 第三節 研究方法.....................................50 第四節 資料說明.....................................56 第五章 實證分析.....................................60 第一節 追蹤資料之單根檢定...........................60 第二節 迴歸結果分析.................................61 第六章 結論.........................................67 參考文獻 .............................................70 附錄一:中東歐國家與歐盟經貿互動和整合之過程...........78 附錄二:理論模型推導...................................80

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