臺灣大學: 經濟學研究所謝德宗黃文傑Huang, Wen-ChiehWen-ChiehHuang2013-03-272018-06-282013-03-272018-06-282010http://ntur.lib.ntu.edu.tw//handle/246246/253265近幾年因通貨膨脹而對台灣經濟造成許多問題，而物價不斷攀升原因主要來自於:(1)國際油價變動(2)國際金屬價格走高、(3)大宗物資價格上漲。尤其在2004~2007年之間趨於嚴重，主要原因來自於大宗物資以及油價在此段期間的飆漲。 然而國內主計處計算物價指數，是以一般大眾平常消費的商品進行一籃子加權而得，是以物價指數往往只能顯現平均物價的走勢，只能掌握如油價或大眾物資對平均物價的影響。對一般家庭而言，平常消費商品的物價更為重要。是以我們將物價指數分為食與衣兩大類並透過此兩類商品，探討對人們民生物資需求影響較大的物價。 本文運用向量自我回歸模型與最小平方法，透過將CPI分為食物與衣服兩大類物價指數，並探討影響整體物價之總體變數對個別物價指數之影響。 實證結果發現在食物類方面，主要影響不僅要自身自我調整機能的功能，且天氣因素與成本因素為主要影響食物物價指數的漲幅。而在衣服物價方面，並無任何總體音素對其物價造成影響，影響的方面僅僅來自於自身的周期性In recent years, inflation has been a major problem in Taiwan. The upsurge of the prices are mainly from following reasons : (i) The variability of the crude oil, (ii) The rising of the metal prices (iii) The surge of the wholesale- prices. It becomes even worse during the years through 2004 to 2007 due to the prices of the crude oil and the wholesale prices. In calculating CPI, the Directorate-General of Budget, Accounting & Statistics use the basket of the commodity people usually consume and sum them up with different weights. But using CPI as the indicator of the standard of living could cause bias, because it can only present the average prices. As for people who really cares about aren’t the CPI but respect prices. Depending on these reasons, we divide CPI into two categories: food prices and clothes prices. Using this two prices could be more accurate for measuring the standard of living of the society. We use Vector Autocorrelation and OLS method to discuss how macro-varibles affect the sub-prices of the CPI. The empirical results show that the food price variability mainly comes from self-inertia. The wholesale prices and the weather are two important reasons as well. As for the clothes prices, there is no macro-variables could affect them. It merely comes from its periodical reasons.445547 bytesapplication/pdfen-US通貨膨脹向量回歸模型單根檢定最小平方InflationVARUnitroot testOlsthesishttp://ntur.lib.ntu.edu.tw/bitstream/246246/253265/1/ntu-99-R97323015-1.pdf