IMF, OECD與Global Insight Inc.預測值特性之探討—以經濟成長率、通貨膨脹率和失業率為例

南華大學機構典藏系統 > 管理學院 > 文化創意事業管理學系 > 博碩士論文-休閒產業碩士班(停招) > Item 987654321/18900

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题名:	IMF, OECD與Global Insight Inc.預測值特性之探討—以經濟成長率、通貨膨脹率和失業率為例
其它题名:	The Investigation of Characters of Forecast Data Supported by IMF, OECD and Global Insight Inc.--Case Study of the Economic Growth Rate, Inflation Rate and Unemployment Rate
作者:	賴淑絨 Lai, Shu-jung
貢獻者:	管理經濟學系經濟學碩士班陳寶媛 Pao-yuan Chen
关键词:	預測準確度;理性預期理論;追蹤資料 Panel data;Rational Expectation hypothesis;Forecast accuracy
日期:	2011
上传时间:	2015-03-04 15:49:46 (UTC+8)
摘要:	在經濟與資訊逐漸邁向全球化之際，各國的企業逐漸轉型從事多國籍投資，因此，在投資決策形成的過程中，乃須對國內外的經濟情勢進行通盤的評估，此時不只須參考國內的預測數據，亦得參酌國際的預測數據。所以本文以IMF、Global Insight Inc.與OECD此三個國際機構，對OECD各會員國所提供的經濟成長率、通貨膨脹率與失業率之預測資料進行分析。本文除了採用MSE等方法評估各機構對各國總體變數的預測準確度外，並採用Diebold and Mariano (1995)區間檢定進行預測準確度的評估。　　　另外，Paul Krugman曾於2009年9月6日的時代雜誌(TIME)專欄中，對現代總體經濟理論(尤其是理性預期-新興古典學派理論)未能預測與解釋金融海嘯的嚴重性提出嚴厲的批判，因此，本文採用變異數檢定、不偏性檢定與效率性檢定來檢視各機構所提供的預測資料，是否符合理性預期假說。　　　在預測準確度方面，可以得知：OECD提供的總體預測資料，其準確度優於Global Insight Inc.與IMF，探究其因，可能與本文以OECD會員國為研究對象有關。因為OECD對其會員國之經濟情勢發展的瞭解與資料情報的掌握相對略勝一籌，而這樣的結果與直覺吻合；而在理性預期假說檢定方面，可以得知：三個機構對OECD會員國經濟成長率與通貨膨脹率的預測並不符合理性預期假說。這樣的結論，可供各單位的決策者與學者參考，未來在政策的擬定或模型的建構上，應更審慎的思考，而不能將理性預期形成主觀的納入考量。　　Multinational investment is adopted gradually by various national businesses in this period that the economic and the information have been globalized. They not only refer to national forecast data but also refer to international forecast data. In this paper, we analyzed in the forecast data on the economic growth rate, the inflation rate and unemployment rate reported by three international institutions about IMF, Global Insight Inc. and OECD. Except the estimate method of MSE, we adopted the interval test method of Diebold and Mariano (1995) to estimate the forecast accuracy in each national macroeconomic variables.　　　A harsh criticism which is about rational expectations can't give the prediction and explanation for the worldwide financial tsunami had been proposed by Paul Krugman on September 6, 2009 on Time. Therefore, we adopt variance test, unbiasedness and weak-efficiency to test rational expectations hypothesis. 　　　In the aspects of the accurate forecast, we obtain that: the forecast of OECD is more accurate than Global Insight Inc. and IMF. In the aspects of rational expectation hypothesis testing, we obtain that: for the economic growth rate and the inflation rate, all of the forecasts were dissatisfied the rational expectation hypothesis. In conclusion, according to the result discussed above, the government official and scholars abandon the rational expectations formation of subjective into account and should be more careful consideration when make the policy or establish the model in the future.
显示于类别:	[文化創意事業管理學系] 博碩士論文-休閒產業碩士班(停招)

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