贸易条件与开放经济失业率之单根－兼论台湾自然失业率之估计.pdf

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33:1(2005),35 66 D E F G H I JAKBC L M N ∗ !"#$:%&'()*%&'(+,-.(/0(12JEL3456:C32,E24,F16∗OPQR:STU,VW XYZ Z7,89:621;<abcd160efgh:(05)272-0x4y11zi=j>3?41@06;kl:(05)272-0816;E-mail:ecdsyl@,[\V]^z_`{|}NSC89-2415-H-194-019~f DMOH:2005/03/0203:00PMpage:36‚‚€€Ÿ ƒ›„¡…¢†£‡¤ˆ‰Š‹ŒŽ‘’“”•,–—˜™š›œžÌ¹ºµ»¥¦§¨©ª«¬­®¯°±²°³´µ‹¶Ž·¸Í,μǽϾпÑÀÒÁ¦Â§Ž¨ÃÓÄÔÅÕƪ,Ç«§ÈÉ¿ÀÁÂÊË,¿ÀÁ¨Ÿ Ø Ù Í±Î× « ¬­–—‹ Ö¢×£« ¯Õ¤ ¥­¦Î§, Õ ” ‹ ¦§¨ÔÕª«¬, ¤Æ¥ © ¿ÀÁŽÃÄÅÆÑҜž;¶» ¯¤¥© ¦§¨ƒ­ !"µ#$©ÅÆ,%&2001 '(©¦§)*+ ¦§Ž, DMOH:2005/03/0203:00PMpage:37ÚÛÜÝÞßàáâãäåæçèéêëìíîïãäåæðñòóôõö1.€/01IJ2K3L4M5N6O7;8P9Q:R%S&H';<=}stationary~>?,ABCDEFGH@[;\]NelsonandPlosser}1982~TUVJWXYZklmn^_abcd;/0e<f,%&'gh77B/0>?ijxyz`{o|pS}B~la)nchar€dand‚Qƒuagh}„19…89‚~qrst>VAR;uvf,w8,†i‡ˆ‰ŠMN%&'SPer-r;on<}=198>9~?H“‹{ŒŽsta;/0e<m,E‘’6†9:%&'Q,”•‹{%>?§ž&l/0–—S˜3456™š;g,›ZœJP¨OE©CªD]6l%&'Ÿ ¡iL¢<=l£>S¤¥)¦;%&'?;·¸%¹«¬­;®7B¯;ge°±²³´µ~;%&',¶3&'EllEiotÂteÃtal/.}1996~º»¼st½a¾;/0e<¿D,¤¥ÀÁ±²Ä·Ä•ÅÆÇ%&0'SlÈ<=>ÉH,Ê0«;ËÌgÍΟÈ<=lÏ,AEg«¬­;®ÐB¯;S%&'ÂÃ/0;Ï·Ñ©ª?BlanchardaHndSummers}1986~Ҟ%&;12ÁÓ}hysteresis~~ÍÎÔÕ;Ö%&SäåOEOC;DW]æ6%l&×ç‡èØéÙR(êÚÛÜ4ÝÞ(º,ëm;%&߸àá;âãl¾,%2ÖßS ¸* à¶ìíaîÅ%&'ïð;ˆ‰Ò;á,12³B´µ,±²¡ñŒòOECD]67óôõ;ÚÛÜ4ö,3Ê4ñÀŒ ÷ºø ; ׇSùF;,±²;úûüýþ ;ù ,·’f &ú×}HÒÖ ¿i Rê× ú×,U ; ×R ñŒß¸Ý޺ׇ ¾~EñŒû 2£  ¼;¶¼ÚÛ * ú D,12 !"tîúûüýl#àS +/0 ‹±S²;$%%&,'±E²ŒŒ/k0 &À]6'(;äå>;úûüýS%)l*,,E ,-OECD]6lÏ·i9,. ¤¥K:ÄÄstºPa;he<lp%s}=19UC&Ï94~{1;H>Ÿs2tsÏt{>}34576f,ҞÅi9 ?789º%&;MNSDEstruÑct´uraFlis’tthGeo(ry—~,H0I? 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!‚"W#$i%ç&j ',()*+ô é 5ç,-f42 DMOH:2005/03/0203:00PMpage:43ÚÛÜÝÞßàáâãäåæçèéêëìíîïãäåæðñòóôõö;<=.>?1/A0B12345DF-GLS6789}1951 2001:~tCDE};<=>~5%FGEMAIC−(1)−−(1)−:WFGXEYJZK@50[0L?MNOPQRSTUtuvw[x\]^_abc,defghijklmnopqrnslŒŽ[yz`{|}~[_kl€‚ƒ„[…†‡ˆ‰Š‹klmn,‘xy^_a’“”•–—[k|˜™š›œžŸ[k,‡ ,deŒg¡¢klmn[£¤¥,¦§¨©^_a[–—z[ª`¨{©|^´_µa¶[·–¸—¹z€ª^«_}‡t¬­klmn®¯^,°dex±²³VV¢_a–—º»[¼½y¾`ÎÈÏkl[¿nÀÁ,—ÂÃÄÅ}1993~,1963ÆÇ£ÈÉÊËÌÍ,ÇÐÑÒÓÔÕ¿‹ÖÌo×ÈÏ,ÖÌ_ØÙÚÛæà_ÇçËÎÌÜÍèÎ__‚¾ÜݝÞß,áâÜãä}¥[^_a`1986Ʊа˜å˜,‹tÑÒéØ_,x©têZëesn~sï}ðøñò_kl[mìíî2Elliottetal.}1996~[DF-GLS–—¨vÀ“,óôëõv[ö÷1964 2001Ɖ1986 2001ÆùútZ,ûüýŸtþ[ôëö÷n, ݙ[ s Z , Z Ë –—¨ V [ v `¥ ’î“2”[•k–|d, klmn‡ˆ[^_a, ¢5%—V,t Üî Ç]£ î 1vÇǒk“l”m•n–í—^ Ç ,«ukln‚Çö k|` [klmní#!¥,¨v^_a ,def !ÙÀ“,¢"‰lmn¥Ç–— [À“Œ[–—zª`$£é %&ò™¨vk,ZivotandAndrews}1992~[Zë" mn햗Lu¨msvda*ine˜a¢ndöPa’pe ll} 19+97Ç~n[s'’ëk"l mmníǖ—¨v`(˜ ô)¥n,€, Œklmn[£-,Ë ¨v`LeeandStrazicich}1999,2003~°˜¤Öö’‰€, *Œ k l2m¬n­[ ng†e1”s•}–m—in im um`LM~–—¨vÀ“,± ö’43 DMOH:2005/03/0203:00PMpage:44 ÷ø33:1(2005).2/012345DF-GLS6789;<=>?AB3456789:;}1951 2001:~:1964:,1986:tCDE};<=>~5%FGEMAIC−(1)−−(1)−:îFGEJK500L?MNOPQRSTU3t" klmn¥Ç–—¨vk|`î+ZA‰LS1ùútZivotavndÇA<nd!rew=s}1992~‰LeeandStrazicich}1999~[Zë" mní¥–—¨,LP‰LS2ùútLumsdaineandPapell}1997~‰LeeandStrazi-cmicnh}í20`03 ~›[ >BëC"D Em2nFíÖ¥û–<—!¨Ùv¢ÇŒ<!=,?A"t#!ÖÇklòJKLM´÷±NOûPQ+[/œGœ¥[HI=,Œ[°˜C+<!Ù[HI=`k|ùR,defSò´÷ÀT±UN5%HI=¢ZA‰LPùút−‰−`L}ee~a[ndkStlrazmicinch}í1®99Œ9,Y200Z3~`[ ö ’´ ÷ k‡|tdÞeVNmOn¢í,WûHI=X‡LS1^_a@[Ç5R%]H)I¬=­tk−;¢í[LS–2°—t¨−`î3[#!k|+,^_a@[\[k|v,E’“”•–— `^àî2‰î3,Õ_abcdklmn«}e±¼½^_a[–—zª`.3/23456789}1951 2001:,f6789:;~ZALS1LPLS2I−(1965*)−(1965*)−(1965*,1976*)−(1976*,1996):ghijk5%FGElZAm−;LS1m−;LPm−;LS2nmo−¶·¸m¹syDt?uvwxy,z`*{|}~luvwx5%€‚ƒUÖ̈‰€Š‹‹t¼½ÑÒ^_a–—zª[݇„?¢… †‡[ËË̓”•}¶·¸¹~ÀÁ,C± !ŒŽÇ‘æÖ̒^_aïs‰ ™!–`—4P˜t™ÐÑÒ[¶·¸¹€s=,ö˜tuvw¡¢Øš›Çœ¬@[` —xžÖ¶·¸¹‰^_aŒ Ÿ Ç; £–[ ù¤,dex± ¶·¸¹€^_a[¼½44 DMOH:2005/03/0203:00PMpage:45ÚÛÜÝÞßàáâãäåæçèéêëìíîïãäåæðñòóôõöˆ4‰¥¦§¨©ª«‘;<=>.?4A/B¬­®¯5DF-GLS6789}1951 2001:~tCDE};<=>~5%FGEMAIC−(3)−−(1)−:FGEJK500L?MNOPQRSTUyǾu ` Ü B°±²³,¢î4dfFÖ¶·¸¹}VýŸ´»¸ D`F-GîLS–—¨vk|, î1‰~[˜¢ f¬­ô)µÐžs[¶· Ž¥™d4[e¨¹v¤kÖ| C ¶,·¶¸·¹¸º¹‹ ^^__aa»ZVœ–’“”•–— `‡v¼jÇ!Ù´µ`—Ǽj´µ,±‘¨3.€½¾¿ÀTÁÂÃÄTÊurËno7vsBky}É1H99r5,ž“02L~·„€Å¿ÑÆÇiURlúûüýÈÉuvžÀ,ÏHïðlfÐÑÒ<,•Ó¼ÌLÔÌÕll Öv°&×Íf34, q}Ub;,ºÖæq;+,-~ΞºŸg7_ØÙuvÚÛܸÝޞl ß,jçwg&Í34là£>.S?dç;P0â?Ñ~9ó;ÚÏUS7«,¡yzOkunDwîá}+%&'ºUblΌ7,wHŒÖ°×fº„…‚|};ãw¾,_ä;%&'Ñ:45 DMOH:2005/03/0203:00PMpage:46 ÷ø33:1(2005)eeuu=α+α(pi−pi)+α(TOT)+s+X,(1)t01t2ttttåÕfuÑ%&',αÑMN%&'t0.'Ñd7æUÓÌÔÕlÖælàá‚%æ,piÑ«]Îç;ÓÌÔte>;ÖæSe,pi,TOTÑt−1æUtæ+,(TOT)lÖæ,«PyzÏsÑè;„…‚|}é}negativetts7up<pl=ysahobck~S,êFG«]®tæΞWæîW'ºŸ ëîW'lìf,Ñ11˜ síçÜkAR(1)â ":tss=ρs+ε,|ρ|<1,(2)tst−1st# s吇îï}whitenoise~€uX󐭮abc] žpo}deterministicttvariabñ ¸les ~´žjaԎ€bÕ^j,S¦Ÿ ðIÔ]ʦa¹,œ S¦yƒÈWÌ,,(αV <0);ðêÔ]ÒÓÔÕ³ò,–ðêdQµ¦ˆÈWk1,ШÌÌ,,Sܦ‘ŸMâÊô¦r Ë´âôr·¸,œS¦¿ ­ ,ÅÒÓÔÕâ³òó ,œ S¦¿ ´C€¸°S¦¿ ]j !ì, ›^ÒpÓoÔ]ՀjŦCâÀ¦¦ˆˆµ—¶V—WËZ Yµ¶]ÈW Åo,VZ@α] 2¿y ⦳ˆjâ³j,¿ ›â V¨ÙyS¦,!Z›Å­®abc€,wx˜ pipi=φ+φs+φs+m+φm+φf+X,(3)t01t2t−1t3t−14t−1t#éc ~φéêâXn©¤]+Ç c}½o éêÇÈyéc—`{y0b;φ¤>¥0,h™Ç¢È¿ ›€ ˜ ðœùS¦yƒÈW´C,ó©Ík,ʦa;m1mAR(1):ttmm=ρm+ε,|ρ|<1,(4)tmt−1mt11[óôõj;ï,s;öYX÷,øùúûz ãä3üý þäÝ÷øãä3ft46 DMOH:2005/03/0203:00PMpage:47ÚÛÜÝÞßàáâãäåæçèéêëìíîïãäåæðñòóôõö# m吇îï€piX󐭮+Ç c] žttÀÒ ÓÒÔÓÕÔâÕ !ö›gh —n¤p¥ohj Ž €,˜ Xn¤¥h(f) _Ùyt∗(TOT)] ,ËÜt∗TOT=TOT+βs+βs+βm+βm+f+βf.(5)t1t2t−13t4t−1t5t−1t ò]Ò¿Ó Ô›Õ§¨}sab~ðœXnÍQ¤ nõ’“a¿ ´C,ó ³;ð›œtÍQ¤¤r´,ó ™ÅœÒÓÔÕ ,¹WzÒ Ó Ô`ÕÅâo€ ÇêÈ­¿® !­ì V^po€˜ ,¤X¥nhÊ]¦Æµ¶,ó‘!›Ìn,‘Â! › œÇÈ ,fíçÜktAR(1):ff=ρf+ε,|ρ|<1,(6)tft−1ft¯# ] fε Ò‡ÓîÔïՀtyécö÷âgh ,˜ -]j¦½o Xn—Ân«¬ª©(δ):t∗∗TOT=TOT+δ.(7)ttt−1 „aδbTδδ=ε+X,吇îïT;X󐭮ª©¯ö÷] žpojŽ€ttttto‰S¦’c“ªŽ(1)#RÒÓÔÕ(5)#, Ü Ô uFriedman}1968~Ëbc Äð ÷ Ä ¤h¿ › — ž kâvan12(u):tn∗uu=α+α(TOT)+X.(8)02ttt |hðê]˜ k,Ð+Ç ð ÷} v (3)— (4)#~—ð12t !P"h#elp$s(ó19%95õ) & 'Åãzúùûã1/2031 2(3/á0 1:2ð3If úû123äÝì/0123 ;47 DMOH:2005/03/0203:00PMpage:48 ÷ø33:1(2005)ÒÓÔÕðê } v (5) (7)#~º (1)#,¹| [][e∗Tu=α+αφ(s−ρs)+(m−ρm)+αTOT+Xt011tst−1tmt−12t−1t]u+(βρ+β)s+(βρ+β)m+(ρ+β)f+s+X.(9)1s2t−13m4t−1f5t−1ttXÐj#Žš› |}ÃÄ|xhVrku])a^b›cÒ ÓhԀՄâ g hA ¤¥h ‘o,uâtoÐt]Apo|jnŽo}∗(TOT),š› t−1uuX piX TX~,k‘DwxаŸŒP fgij,s­ ‡*tttâ ÷˜A ,Y@ ,…«3ª€ju„ŽâtoÐu)€t upiTX X—X‘+ poâªjŽ,B jŽttt i |}ÃÄ ]ÒÓÔÕgh ∗(TOT)— A¤¥t(s,m,f)‘^ Þ-]¼ÐjŽ,wx ÜÐ|}Ãttt }Ä$¼Ð st‘ate°-sp›acÐetÃranÄsfo rm ~,Þ'iKalman MÅudeô 56€}-—^ Þ-âjŽ5˜³ y Ê!"#measurementequations~—.¹!"#}transitionequation~y=H+Hξ+Ax+w,(10)ttttξ=F+Fξ+Bx+v,(11)t+1tt+1t+1# ÊâjŽ—^ Êâ¼ÐjŽ5˜y′ξ,y≡tttj′Ž∗∗[upiTOT],ξ≡[TOTTOTssmmff];# ttttt−1tt−1tt−1xÂªâpottt−1′upiT,x≡[XXX];Å/ Äãâ A′vttttt‘Ž0Åj1Žqoδ≡[ε0ttfsm′ε0ε0ε0], ¬Ð,B :E(vv)≡tttttQj;Ž âž4Hp,Hª,ŽF,F,A,B‘W¢âlŽ23; XYÃÄ ÊjŽ¼ÐJâ¼ÐjŽ,ñ ÊÐ!"# â ÷Aìʐ0ìÊ(ãw=0)€˜ êtξù¬,ÅB—°u êâ A§Ä′:E(vξ)=0,0t0′∀t≥1;_¥E(vξ)t+1tŽ] ðk u w÷xc5¬zЙ=5A0y3€LKalman MÅâ)| ",s ¡–k€Ž6˜ ^ Þ-j:48 DMOH:2005/03/0203:00PMpage:49ÚÛÜÝÞßàáâãäåæçèéêëìíîïãäåæðñòóôõöξ−ξ∼N(0,P),(12)t−18t−1|t−1t−1|t−1ξ−ξ∼N(0,P),(13)t8t|t−1t|t−1#  P(P)ð ÷W¢]8×8 j123€7t−1|t−1t|t−1Ž¡]¹Ü̂̂ξ(ξ)t|t−1t−1|t−1!"t−#1ê 8Í]^ Þ-jŽξ(ξ)¸9)| ,:¼Ðjtt−1(11)# ̂̂ξ=F+Fξ+Bx.(14)t−1|t−tt|t−11;„ (11) (14)# '(Í ð ÷ j123âi ,′P=FPF+Q.(15)t|t−1t−1|t−1º‘!›,'i (10)#â Ê!"# )8Íyâð (ŷ):tt|t−113̂ŷ=H+Hξ+Ax.(16)tt|t−1t|t−1o‰yâð ÷(ε)—ttCR j123(C):tε=y−ŷ,ttt|t−1′′=E(εε)=|t−1tm‚âžWêJ¼ÐjŽ—ÃÄH÷â¬Ð˜ ,εù¬Ð5L€t ð   ¡÷y˖Ikuâ]·»» ! 'iyt"#(ε}), Ü·»Wξâ)|,s ð ÷€pttupdatingequation~:′̂̂ξ=ξ+PHC−1ε,(17)tt|tt|t−1t|t−1tF13ƒ<fw;=ì>ç=x?,ÛAð(10)BWð(16)B C,yçDEFƒþúG/ ξçDEttt49 DMOH:2005/03/0203:00PMpage:50 ÷ø33:1(2005)′−1P=P−PHC′HP.(18)t|tt|t−1t|t−1tt|t−1™²z o‘JªPR̂ξ]JK ,wxš Ü­ (12) (11|01|0 Lð| 8Ž]ÔÕ)| €„ wx]˜8 )# â, Ô¹ÝøXêà¼ÐjM| ÷ÜkªT{ε}Ž] ONjÊ]¬Ð5L,Z@W XYlŽ]¸N(r),Nƒtt=1:ST−,(19)t t=1[]′′′−1l=lndet(HPH)+ε(HPH)ε.ttt|t−1t|t−1t#âw)x| 'iKalman MÅ~½ jŽÄÅÞ-]Þ߀` W (19))̂,’À‹ŒŽ—# P(P)̂ξ(ξ)¹/ ]t−1|t−1t|t−1t|t−1t−1|t−1Q›|Ð ,wxš Ü:P°]Þß,W^ Þ-]∗TOT$)|€p '}Wξ¢ tt]Ü j§1 2}s3moothing~€Ü̂ξ ¡i•øXWξ]P°)| ,tt|TP,óÜk]ã#y3:t|T̂̂̂̂ξ=ξ+Ψ(ξ−ξ),(20)tt|Tt|tt+1|Tt+1|t′P=P+Ψ(P−P)Ψ,(21)tt|Tt|tt+1|Tt+1|tt# −1′Ψ≡PFP€wx ÜÐ^ Þ-]jŽ∗(TOT))Í,;IR t(8)#,|t8Ít|Wt¢t]+1v|tabc€4.€STUVH)¤¥¸¹:r;< ;r(ž“WXb}Yž+,-.~(GDPZ@50 DMOH:2005/03/0203:00PMpage:51ÚÛÜÝÞßàáâãäåæçèéêëìíîïãäåæðñòóôõöb}YžÓÌÔÕ'~(º%&'H1951 2001[;[ Z,r[%ÄÓÄÌÔ¹Õ'(º+,&'(Kalman1\DqrS=Kal«ab; mDan1\Dqr®(10) (18)åm,€]…<̂ξºPS7_U<0|00|0,gŸÈ-.æ^.ºŸÖæ×flÈ-;gPfP+g.agbk/S*Qk/̂,ξflŝ,m̂º̂f,w0k/S_Œåa0|00|00|00|00|0∗TOT,0|0‘l f gS ŸÈ<=l>?,¤¥bcJØæJ.,¡è_Ÿqrsڋ14dXQYu5º˜vÜwêTOàT}âât°K[ \(¸TO¾T·),T³OyTÍ Q19(51ìkÔ1963kâ 1tÜRvw~⠑ ,x1951kÔ2001kâ•øX ‘ º €„ ^GXHDܤtyK)|f¶÷1^N,XYWfgijâ∗TOT¸TOT^]_f˜¶10|0 €,ÅÐô 5 € ‘ w Bzfgijx,¬` ÒÓÔÕ~abc]éêtoÐ ha;ÅZ 3]f)g|ifj¶âd˜ì [\abc’fgijk]lmjŽ, wx,;ààÒÓÔÕWabc]­®Ñ¦^¦Ÿ€«{ eurfvS]g#ihÊiËj}sk~tl½manopq,yzuX(piXºTXÈÑs{ã,qr®|r;Ïtt,«PpžUt Ï{uvf€î°¿Så;®(1)(„(3)ç(–”(5)…|å;: stÀb,ŸDstÀb;qr. pž,Œ‚ƒ;b‹ðf~¤†‡S)mÏ{uv;qrsÚ¨¾}qr.¾¿ˆ‰ŠÑÀ15:eeu=−(pi−pi)+(TOT)+s,ttttt(1a)()()()l14mHEamilton(1994)d <eJfg?,h$ 'ijç#$DÝ÷ [HiÞRÛþÝä÷çk,8þ#$ n'oHpqÝä÷zrs5áfz15Caines(1988)œžh$ 'Ÿë;5$z,oKalman ¡ +ôz…'¢£÷HI¤áo,Ä¥†;ø¦è§#ž$ffïñI ¨hà$ ';â5$z,Kalman ¡ +ôz…, ©ª¢£/01'¢£÷i%á V",­®ƒò†23zøè>H« δ¨ (δmethod)£¬…'Greene,1993ö,ÁøÚxye¯£¬ Gz­®ƒ° R…±f51 DMOH:2005/03/0203:00PMpage:52 ÷ø33:1(2005)pi=+−+m+−,ttt−1tt−1t−1(3a)()()()()()∗TOT=TOT−−−−+f−−1tt−1tt−1t(5a)()()()()()WŽ(ar² =€(1a) (3a) R(5a)K#5˜›W¢|}ÃÄ ] (1) (3) R(b5)cK’# ]›)]|­f®¶€ (1a)#)|f¶]t|Êno¦¡ÒÓÔÕWa, ðIÔ]+Ç Ü´abc€Å„ (3a)#]t !|ìʑn³o€ ) |¿f ¶› VÙyn¿+ ]ab,p§|}ÃÄ]ð Ÿwx­ ¸N(vr_anbocu]È㎂  5€16 h] o56Ý˜™, ‘ XYW abcmjŽ]|,„(1€) #,‘›Ý9˜ ™] ;Ü i | ÒÓÔÕ]gh ›vabclŒ#} }ÃÄ(1) (7)#'(Íuâabc‹(9)#~y^y3uV¶kÎπž²úû(1a) (3a)—(5a)]ÃÄ)|fÃ,Ä ›a,‘bc (9)#xVk)|]ÃÄ,V› ‘ݘ™´]Ñx¼Ð )|À20ÝlŽ€17–¶¡µ|}a (9)#]xV#,% VabjŽâ.¹!"# Ê!"# ]+ —ÒÓÔÕ o,ïl…^xŽcW¼ÐjŽs s m m f f ∗TOT—∗TOT]‹Œtt−1tt−1tt−1tt−1,pÝÃÄ  (9)#xVkfgÃÄ]‘ÝW3ÃÄ,-yz )|6ÝlŽ€W ÑxÃÄwxV KÔ{z] Ê!"#‹Œf¶GH:∗∗u=++−−−−1ttt−1+−−,(1b)t−1tt−1pi=−++m++,(3b)ttt−1tt−1t−116üýÚ¶Ûh$¨ìzf 5èé; '·ƒ;;¸þ¹ º z G»¼½ê¾ zQ¿£ > ç5,r[ë0 8WÝxzy Ä5GG F¼,s,msf,ÀIèé xÁ RÁttt17ð(1) (7)B @16 …',*Ã4 n'ivar(ε),i=s,m,f,δ,Ä20 ft52 DMOH:2005/03/0203:00PMpage:53ÚÛÜÝÞßàáâãäåæçèéêëìíîïãäåæðñòóôõöHHÉHHH.Ê5Ë/Ì0H1ÅÆ23Í4Î5ÊÇËÈÌÏÐÑ€Ò DMOH:2005/03/0203:00PMpage:54 ÷ø33:1(2005)HHÉ ´›µ×œGs´6µ‰43`ësÇ2Y×G´µ€sÖ =YØ[>›tZ2χùR,š ,Ù± ë¨v[š †øt186`f¶wx Í'18ÄÚÛ ,123Ûs s ∗m m f ∗f TOTWTOT@Ü / zæçææçB¢+f ðt−1,8ÝÚ tt−1tt−1tt−1t(9)B$@αWαt / …'Þ¢,þ߅'o àáWúû#$çüå1254 DMOH:2005/03/0203:00PMpage:55ÚÛÜÝÞßàáâãäåæçèéêëìíîïãäåæðñòóôõö Ñx]W3ÃÄ} 5f¶ (1b) (5b)#~WŽ(r ,Å X(9)#âÑxÃÄ} 5f¶ (1a) (5a)#~WŽ(r ,ñ2χ(u6)™ A,P , ¡¸I])|f¶^ â±|}ÃÄ,XYi·d‘c° phq]aÃbÄc,(1â)#l,m›9 ]€t©hxV ],wxde ݘ™†huvÒÓÔÕ,_¥BzÔÃÄݎâ˜.™¹ !i"n#o no:ÒÓÔÕs^¦Ÿ­®abc€p (1Ê)#! "]α›œ¦ŸãO, v„W‘€% ¼Ðj2 ]ÃÄw#x V] + K—ÔÒ{ÓzÔ]Ջ⌠#o,GïHxVabc#α0,W@Ñx:2eu=−(pi−pi)+s,(1c)ttttpi=+−+m−−,(3c)ttt−1tt−1t−1∗TOT=TOT++−++f+.(5c)ttt−1tt−1tt−1tWŽ¸(™r u=Ü35úû66€(1a) (5a))|f¶]ÃĐ ÑxVÃÄ}WŽ(r ¶ ~,Å xVα=0â(1) (7)#)|f¶ÑxVâÃÄ} 5f2(1c) (5c)#~,wx8͸N(r_Z| ,äz 2χ(1) 1ô% ¦5Ÿ6Î]Ïfk¶â Ø ,ùò¦Ÿˆ,wxq[\])|f w˜™€ËÜ,å XD Ah¶,]pdìæ abcâlm uXv² DÒ¸Ó°ÔwÕx]u˜à™v€19abc])| ,-ôõabc‘tª 5 €Ü© ç19 51¡ 2 001Åk [ \´ô õÝ] aÏb÷c]èÜ¥ô»©àªóÍÜ év© a¡b€yc ]™)|b]›Ac,âXèY¥v»àaVb›cu›vмÐjŽ∗TOT])| º (8)# ,vatl° Ï÷ ‘н∗TOT]ÔÕj1Ž,„ 5 v%€H1951 1963[Aêæn,)*%&'ZÈÖ 195Áèø霿é£ð÷bî  G» 5:s,m=0ftf72,<1%ï®?Wðfñ ë HòARþ(0G),»8fâAR(1),ìíH:ρ=ρ=ρttsm055 DMOH:2005/03/0203:00PMpage:56 ÷ø33:1(2005)ˆ5‰‘©óô‘õö÷øùX&';%ü[ýþj¾,)|*¡%l&Ð';qr.,lj31 mæú;¾ û~,8Rq1981[,)*%oê,xk§ ¾,qÅ1996[w§mnRê, ìÅ12;p%&'mkS%Ñ hijklmpq3;qrsڝž±²%&'iÑÈ<=,–—ƒŒst½aŸin9o;p+,,«- .r—rø7úí/st½alÊËSi9;Î&st ,‡FG;àá%æºØîs,t9EmŒ 81x+;,;Öæ,yzÎ&stUúûüýb%)¤¥˜uXÂÕB atº®1Ð l2si,dºd;dt=½1,a∀}t≥SAT ,Ÿ ambn;Ñitttz <,ù¶ T,i=1,2,w¡ Ñ®7 i9+Ï,y-z.—ø;aÂgÃb‰béyzαm ¤Î¥&rs7tú@yazS0TX•Å,EÂÃ1dº2dS ëqrtttδ(ε)E– Î&st¶aS·ÓÌÔÕlatÄÎ&Äs•tŽœa _ ` 8Hx}âÑ,*¤¥zºpiX=0StŠŽst½a}S *Š19Ž93~½aŽ}… < •†B—s-t3½4a },¤¥EÊË 3; ;b `øJŒ;Êg ;â áS .ù ,[7<U Z3f»Bst½aqr}¡iù9, qrq1976[,’ º—HI ù 20; ‹›1965k, )20ðI óôõjk ! zõ H<1974 ,8 !" kñ#z$%d­.H1256 DMOH:2005/03/0203:00PMpage:57ÚÛÜÝÞßàáâãäåæçèéêëìíîïãäåæðñòóôõö}]1993~ŠÍ]©bfgijß}1964k~t¬ ½€LeeandStrazicich}2Žlsm^n¦oŸ&ŠÍ003~1996k›º‘Ýfgijß,, ›Z'1½øïwfgjŽâé jŽÜ]kÞ-ß°X(),³^Ópq€T* u’· ,;uà1996k›œ[\S¦’“âijߨ·4p€Z@,]Ð+Wm‚/,`ã]1964—1986Ýijß,—­ |Ê!Ń |€1965—1976Ýijß, ^_âfgij¥ß,de|}ÃÄ])_øx -,wx² ÍW¢|}ÃÄ Ê!"#] (1) ](3)) |R (5) KÜ#ì]²{Ÿz/f0g€lwŽx,6 ¿m‚)|lŽâ Ï÷, žfglŽÝijßâ)|f¶/,`ã]1964k—1986k:eeu=α−(pi−pi)+(TOT)+s,t0tttt()()(1d)# α(1951 1963)=,α(1964 1985)=,α(1986 2001)=()()()pi=+−+m+−−1tt−1t−1(3d)()()()()()∗TOT=TOT−−−−+f−−1tt−1tt−1t(5d)()()()()()WŽ (Ÿrw x=¶m68‚€¿ªfgij]1965k—1976kÝijßâ)|:eeu=α−(pi−pi)+(TOT)+s,t0tttt(1e)()()3, [üým è23 4Y¤pqóôõjz f57 DMOH:2005/03/0203:00PMpage:58 ÷ø33:1(2005)# α(1951 1963)=,α(1964 1985)=,α(1986 2001)=()()()pi=+−+m+−−1tt−1t−1(3e)()()()()()∗TOT=TOT−−−−+f−−1tt−1tt−1t(5e)()()()()()WŽ(Žr6 wx=à36Ԁ,(1d) (5d)#âªfgijßÃė(1e) (5 g iajbßcà Äh]])~|f¯¶R(Lr9 e)#¿ªf,W‘·_,4À.1Dab,™š fgj W[\]¿ªi6ßÃĀ Ÿwx ܄l,5 ›Xušm‚¸I "qoª—¿Ž)| — Ï÷â_³àÔÂÄâ}ߪfgijßÃÄ)|f¶] +hÁ—ž‘²D_øæ |}à 7, pÅúÒ Ó ÔðÕIðÔê]+Ç ¨œabck ¿ › œ+ǁÀd‘°89ƒÒÓÔ ÕWWa~bca’b¦cŸâ­t®o€Ð hocâtoРd ô›Zfgij†â:zs^Æz,ab, ŸwxV­ ¸]u56Ý˜™ijW™A[\abc] h›^N (;rn, ‘ fg<o;Ð h òœ’fgij ,ÒÓÔÕ]gh 띛vabcctŽ€]|„€+Wp fgij]|}ÃÄ,wx‘ )|À27Ýl#~2 1F„› ²DX piX—TX‘CD ]ÃÄ})|f¶E(1a) (5a)ttt()²D;xVlŽ^Zfgųj]ÑxÃÄ,XD]¿Âܪ(frg_ijÃÄ 5˜ ž²DâW3ÃÄ,ÅXD )À7ÝlŽ,Ë]WŽ(rn o5]˜v„W7€ZiBzªfg—¿ªfgijÃÄ)Í } 5f¶ (1d) (5d)#~—} 5f¶(1e) (5e)#~,W¢ÑxÃÄ](r , 2χ 5˜,P 5˜, ¡¾BzÀfgij ÜÌ,(r ,21Á=‡ ‡r>?< Aαªi ù r>è2?ç123#'ã,α(T),Wþ0iδvar(ε)ªi ù r>è2?ç n'0δ,var(ε(T)),i=1,2,3,súû#$B; *δ(T),i=1,2,3,ðt è23 ç%ft iè23 ç=WðI è23 çiT;ðI è23 ç=zõÝ,T;ð%zÝö,T12358 DMOH:2005/03/0203:00PMpage:59ÚÛÜÝÞßàáâãäåæçèéêëìíîïãäåæðñòóôõöf;guiwjxÃdÄe] ~ ݯ˜s™ nGÔ|a¦Ÿ]ˆ°€â˜™o:'i¸N(r_Znoun α=02,;‘‹noÒÓÔÕ]g5 ú˜xûVhi j›kvâabclmyZ]˜™€f¶α=0⪗¿ªfg(1) (7)#ÑxÃÄ,WŽ(r 2 —,Wy Ñα=0xVâªfgijÃÄ}f¶2(1d) (5d)#~—¿ªfgijÃÄ}f¶úû (1e) (5e)#ä ~â(rz36 À68—, ¸N(r_Z| 5˜—,Ÿ§ò2χ(1) 5%¦ŸÎÏk¯œBzÀ â©bfgijâÒ ÓØÔ Õ,Wùaòb¦cŸëˆ › ¹w’˜¦™Ÿ€]Ë­Ü®,,€ij ߟâwkxBàzK, ©6b—fg75˘$ôõabc}ô©~ ª—¿ªfg ´ Ý Ï÷]襻à}é©~]vabc])| }©ç~,ÜR abcâ)| j ·H¶À;_¥€„ ,BzÀfgj¦â°,vªfgߗBz¿ªfgßÃÄ I,vabc襻àVj²À,BzÂij}åæ^¦Ÿ~œ ôõ Ï÷5˜²’%—%€fg⿪fgßÃÄ)|âvaabc—vabc· ½À,5 7›ié²êDk])]|gJh5}KCrbc€ïÜvabc]j¦ghÅ ,žÀ:1 96‘5‹kܞ›‘³,vabc]¥ê,Ⱊ Kêvabc§cdÍa )L âM*ab~,5 6 7 80kºJb]do€80kº°¼ê—90kºJê³5N,6iªfgßÃÄ)bgahbcóÈW§o€|âvabcM’abdo,Å ž]âv1996kÜ°K݁]vabcDÈ_],dÍa,†˜›2001kc§W[å\ aXbDc ’AŸô¦ €Ÿ5]6 ]›f­¶®/d:^æB^Bzfgij,ÒÓÔÕ;ÅfgijÃľ MOÌbWabf]~ ¯,ïs ÔG|a¦Ÿ]"W€ËÜ,wxq[\])|)|¶,dìæ abcâlm huv ÒÓÔÕ]˜™€ ‘Ì]›,kÜ°Í)]|v͝]avbca b70c š80’—e90fkbº,ž]êg,hÈWa›´Å§o]€1996,²›ôõabc]­ ·Q±] ^€§vo—aRb¸cè]Sa]b › ‘(ݳ © b`âPÂ]¹,€wWi7jB]X|Ƅg ›v,«P;59 DMOH:2005/03/0203:00PMpage:60 ÷ø33:1(2005)ˆ6‰‘©óô‘õÑÒUV(1964,1986)øùˆ7‰‘©óô‘õÑÒUV(1965,1976)øù—qrŒsIÚJjhY¯9d:%>&%'& ;]1 )Z*Ú% &@'X;[æS^.,ECg%,.&ç f–5.€U¾T\]±;²ä%å&£'>ld ÍøΌñŒÂÃ/0?^Œ/0,§,¨©TU±²úûüý?TU®7BËÌ,«PZæÀ _L±<²rÎ[&es<e<O;/0e,tÀŒÁB±j²;%@&a'l ø`DTU/0yAS·12³,¶st½aEg ÇRÛ ab`DTBU´/0µ60 DMOH:2005/03/0203:00PMpage:61ÚÛÜÝÞßàáâãäåæçèéêëìíîïãäåæðñòóôõö;g0‰?(À$ %,3%Æ)«ŽPŠr_7‡ús‹t{½%a&}'Hst½a¾;/0e<S¶`{,ƒg 1r¿DŠŽŠ_‡sø½Sa}0 t,¤¥; ÇsچÀÁabst½acidÍÎ%&'l/Ä%Ä12=~ñŒ’eá34uv~ÚÛ)*%&'; ø,Ñ,&-'.l;/—0ø gøÅÍα² ,%«&P'T”urn)ov*sk%y}&19'95~;&Í34uvÑ ß,AB+f\Dqrº`’ghèe<7¿‚ÚfqÁž/±0²;l$)%*S%3&·'KºalŸma‹n1,«Pð%,&7'¿ ‚øÀSÁq,ryAi TU, Y«Puv–Íα²1951 2001[;Î&sž;)*%&'H1965[j,1995[d,•Å• ;Ö;—øt½i},’ g¾o;;1996[jqrž;)*%&'Œmnê,[ ë%&';ìíÊÑ S ÇsÚjY¯d¤¥;%&Ė—Ä W]71¿)‚*%&' @X[S',. 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NBERWorkingPaper,,.(1995),MethodsofMacroeconomicDynamics,Cambridge,MA:(1993),TheEastAsianMiracle:EconomicGrowthandPublicPolicy,WorldBankPolicyResearchReportSeries,Oxford:,(1992), FurtherEvidenceontheGreatCrash,theOil-PriceShock,andtheUnit-RootHypothesis, JournalofBusinessandEconomicStatistics,10,251 DMOH:2005/03/0203:00PMpage:65TEÚRÛÜMTÝASÞIWßOàAFáNâNTãa tSRäiDoneAUåapHDælaNCrsEçètEmihuuMeAé nnYNêgtPuoCDLëìnfhEOeLTícnYoeHîgneMUoEïEãnivUNäerNsTåitIæyTRðARñTòOEóOSôTõöIN∗micsKeywords:Naturalrate,Structuralbreaks,Termsoftrade,Unemploymentrate,UnitrootJELclassi cation:C32,E24,F16∗Correspondence:Hsiu-YunLee,DepartmentofEconomics,NationalChungChengUniversity,Chia-Yi621,:(05);Fax:(05)272-0816;E-mail:ecdsyl@,Igratefullyacknowledgethe nancialsupportofNationalScienceCouncil,Taiwan, DMOH:2005/03/0203:00PMpage:66 A÷BSøT3R3:1(2005)ACTResultsofDF-GLSunit-roottestandunit-roottestswithbothexogenousstructuralbreaksandendogenousonesindicatethenon-stationarityofTaiwan’-openeconomymodeltoanalyzethehysteresisofTai-wan’-openeconomyandtherestoftheworld,itstermsoftradewouldembedastochastictrendanditsnaturalrateofunemployment,affectedbythetermsoftrade,,