指導教授:林建甫臺灣大學:經濟學研究所薛翔之Hsueh, Hsiang-ChihHsiang-ChihHsueh2014-11-292018-06-282014-11-292018-06-282013http://ntur.lib.ntu.edu.tw//handle/246246/263381 本文以2007年1月至2013年6月的時間序列資料,進行實證分析。透過計量模型,檢視公益彩券銷售金額和總體經濟指標的變化;利用消費者物價指數、失業率、工業及服務業實質平均薪資、工業生產指數年增率、股市成交量、房價趨勢分數、全體貨幣機構放款與投資,以及貨幣總計數(M1B)等,做為解釋變數,驗證公益彩買氣和景氣循環的關聯程度。 實證結果發現,公益彩券銷售金額和公益彩券累積頭獎金額、過年效果,以及全體貨幣機構放款與投資,均呈現顯著正相關;公益彩券銷售金額多寡和工業及服務業實質平均薪資,以及股市成交量具有顯著負相關。 公益彩券銷售金額與消費者物價指數、公益彩券加碼金額有正相關,但效果不顯著;公益彩券銷售金額與失業率、工業生產指數年增率、房價趨勢分數,呈現負相關,同樣不顯著。I use the empirical data from January 2007 to June 2013 to build a model to testify the changes between lottery sales and some important macroeconomic indicators. By using the consumer price index, unemployment rate, real average monthly earnings in industry and services, annual growth rate of industrial production index, the stock market trading volume, real estate trends score, loans and investments of monetary financial institutions, and m1b, I try to validate the relationship of the macroeconomic variables with the lottery sales. The result of the model shows that there is a significant positive correlation between lottery sales and the amount of jackpot lottery. Moreover, New Year effect, loans and investments of monetary financial institutions, both have a significant positive correlation with the lottery sales. On the contrary, there is a significant negative correlation between the lottery sales and the real average monthly earnings in industry and services, also with the stock market trading volume. Furthermore, the result shows that there is a positive correlation between the amount of lottery sales and consumer price index, but not significant. Meanwhile, there is also a positive correlation between the extra amount of lottery bonus and the sales, but not significant. Last but not least, the amount of lottery sales is negative correlated with the unemployment rate, annual growth rate of industrial production index, and real estate trends score, though not significant.第一章 緒論……………………………1 1.1 研究動機與背景……………………4 1.2 研究目的與架構……………………5 第二章 文獻探討………………………8 2.1 彩券總體經濟模型相關文獻………8 2.2 彩券行銷策略相關文獻……………9 第三章 公益彩券現況描繪……………11 3.1 公益彩券種類………………………11 3.2 公益彩券行銷策略…………………17 第四章 研究資料與假說………………20 4.1 研究資料……………………………20 4.2 研究假說……………………………22 第五章 實證資料結果分析……………30 5.1 敘述統計量…………………………30 5.2 單根檢定……………………………33 5.3 多元迴歸模型估計…………………37 5.4 殘差檢定……………………………44 5.5 實證結果與分析……………………45 第六章 結論……………………………50 6.1 研究結論與限制……………………50 6.2 政策建議與未來可能研究方向……51 參考文獻…………………………………521229318 bytesapplication/pdf論文公開時間:2013/10/16論文使用權限:同意有償授權(權利金給回饋本人)公益彩券景氣循環工業及服務業實質平均薪資股市成交量全體貨幣機構放款與投資[SDGs]SDG8公益彩券銷售量與總體經濟指標分析The Analysis of Public Welfare Lottery and Macroeconomic Indexthesishttp://ntur.lib.ntu.edu.tw/bitstream/246246/263381/1/ntu-102-P00323011-1.pdf