本文共一冊，約三萬餘字，可分為六章。 本文嘗試將Blinder （1980），Greeb & Laffont （1981）之廠商的個體存貨行為引 入Honkapohja(1979，1980)失衡模型內，以得出跟Honkapohja不同結果、本文發現存 貨緩衝將使廠商訴諸於物價之調整較慢。在通貨緊縮內，因廠商之銷售受到限制，故 存貨增加將影響其安定性與修正後之就業乘數。而在通貨膨脹區內，因生產部門在商 品市場不受限制，存貨將不再是一個重要的變數。 Honkapohja模型乃遵從：供需法則，與貨幣餘額之調整，故物價會比工資更富伸縮性 ；由此獲致在凱因斯失業將可能呈螺旋狀盤旋而趨於通貨緊縮均衡。當工資與物價僵 硬性持續若干期時，則通貨緊縮均衡內修正後之就業乘數將大於短期乘數；但若工資 與物價能充分調整，則二者修正後之就乘數皆不確定。 而在本文中，由於考慮貨幣派預期與存貨存量，故反使物價調整比工資調整僵硬；由 此獲致在通貨緊縮均衡下不易確定其安定性，而在通貨膨脹均衡下，則必為安定，且 兩者皆可能呈螺旋狀盤旋。當工資與物價固定並持續若干期時，則在通貨緊縮區內修 正後之就業乘數可正可負，須視所得消費傾向大小而定；而在通貨膨脹區內修正後之 就業乘數則等於其短期乘數。若工資與物價皆具伸縮性，則凱因斯之修正後就業乘數 將大於短期乘數；而壓抑性通貨膨脹之修正後就業乘數可正可負。 由上可知，存貨緩衝將緩和物價調整速度，使Honkapohja模型內之通貨緊縮均衡未必 安定，而通貨膨脹均衡必為安定；在工資與物價僵硬性持續若干期時，亦使Honkapoh ja的修正後需求乘數可正可負，須視所得邊際消費傾向大小而定；在工資與物價能充 分調整下，將使 Honkapohja 的修正後需求乘數大於短期乘數，但修正後之供給乘數 為正或負。 因此，本文應有其比較對照之參考價值。

自1970年代以後，由於整體經濟的波動（二次的石油危機、浮動匯率的採行、金融制 度的創新等），使得傳統貨幣需求部分調整的均衡模型已無法估計出正確的貨幣需求 量，更由於結構斷裂（structure dreak ）的產生，使得估計方程式產生不穩定的現 象，因此，乃有部分學者嘗試用其它調整模型來解釋此貨幣市場的失衡現象，一派是 用失誤反饋（error feedback）模型，一派則是緩衝存量（buffer stock）模型，以 台灣典型的海島經濟國家，而對外貿易依存度如此高的情況，近年來，由於長期而不 斷的順差，累積了巨額的外匯，引發國內貨幣供給的劇增，對貨幣市場造成了衝擊效 果，本論文嘗試以上面二調整模型來解釋台灣的貨幣需求函數行為，全文共一冊，約 4 萬字，章節如下： 第一章 導論 第一節：研究動機與目的 第二節：研究方法與架構 第二章 失誤反饋模型與前瞻橫型 第一節：文獻回顧 第二節：理論模型探討 第三節：計量模型的設定 第四節：台灣的實證分析 第三章 緩衝存量模型 第一節：理論背景 第二節：與傳統貨幣存量調整模型比較 第三節：台灣實證計量模型的設定與分析 第四章 結論

自1997亞洲金融風暴以來，區域性金融危機的傳染現象(Contagion, or Spillover Effect)便受到經濟學界高度重視，其重要性在2008年雷曼兄弟事件所引發的全球性金融海嘯後更加突顯，而相關的資本管制也陸續出籠，其中最引人注目的當屬2010年通過實行的三代巴賽爾條約(Basel III)。本文奠基於Allen and Gale(2000)所提出的銀行同業拆借市場(Interbank Market)模型，配合資本適足率的導入，試圖驗證在資本管制的設定之下，是否能有效預防銀行恐慌與其蔓延現象之發生。其結果證實提高資本適足率後，藉由銀行本身主動的提高緩衝性準備(Buffer)，銀行倒閉的發生機率將顯著降低，換言之，資本適足率管制有效提高了銀行倒閉門檻。同時，本文亦證實資本管制對於銀行同業拆借市場所衍生的傳染現象具有顯著的改善效果。 然而，資本適足率之管制雖具有穩定金融體系的作用，其對存款人消費之緊縮效果卻無可避免會降低其效用。本文在考慮銀行倒閉風險機率後，建立一兩期之社會福利涵數，並利用計算代表性個人(Representative Agent)預期效用極大化條件下的最適資本適足率。在特定參數之下，所得到最適資本適足率為6.375%。我們並且進一步證實，在權益資金報酬率小於長期資產報酬率之下，最適之資本適足率將同步增加，進而使社會福利最大，此符合一般的經濟直覺，同時再次突顯金融體系穩定性對於社會福利的重要性。 / The financial contagion phenomenon, or the spillover effect, has become a crucial issue in recent years after the breakout of the financial crises in 2008. To deal with such problem, some regulations such as the capital requirement, has been introduced as a solution. In our paper, we develop a model based on Allen and Gale (2000) to testify whether the introduction of the capital requirement can successfully reduce the risks of bankruptcy and contagion phenomenon for the interbank system when suffering from the regional liquidity shock. We conclude that after the introduction of capital requirement, the bank will voluntarily hold more buffers to lower the bankruptcy risk and reduce the spillover effect. What’s more, we construct an optimal level of the capital requirement that maximize the social welfare utility and depends on the probability of bankruptcy, the percentage of early withdrawals, the relative cost of capital and other parameters. By simulation, we have the optimal capital requirement at 6.375% in our benchmark case, which is a reasonable one compared with the current Basel Accord. Finally, the paper shows that as the cost of capital is getting lower, bank uses more capital which enhances the social welfare significantly in equilibrium, indicating the great importance of financial stability.

京都大学 / 0048 / 新制・論文博士 / 博士(教育学) / 乙第13367号 / 論教博第175号 / 新制||教||198(附属図書館) / 京都大学大学院教育学研究科教育科学専攻 / (主査)准教授 服部 憲児, 教授 杉本 均, 教授 南部 広孝 / 学位規則第4条第2項該当 / Doctor of Philosophy (Education) / Kyoto University / DGAM

國 立 政 治 大 學 研 究 所 碩 士 論 文 提 要 研究所別：語言學研究所 論文名稱：論台灣華語中的限定與非限定子句的區分 指導教授：何萬順 博士 研究生：何郁瑩 論文提要內容：〈共一冊，20013字，分七章〉 本篇論文藉由三段邏輯論證法推翻漢語沒有限定與非限定子句之分的論證；反之，支持此區分在台灣華語中的有效性。鑑於「時式」的普遍性，表現在構詞方面的限定與非限定區分在綜合型語言當中是顯而易見的。雖然台灣華語缺乏明顯的構詞標記，但此限定與非限定的區分透過句法類目以及句法現象的限制依然成立。此外，我們亦將次劃分子句為補語的動詞進ㄧ步區分為三類─限定補語動詞、非限定補語動詞、雙類動詞。限定補語動詞可同時次劃分有明顯主語的限定子句以及經由代詞刪略現象後無主語的限定子句，而非限定補語動詞僅能次劃分不帶主語的非限定子句。至於雙類動詞，一類從舊有文獻中劃分出來的新類動詞，擁有同時次劃分限定子句與非限定子句的能力。當雙類動詞次劃分限定子句為補語時，有兩個條件必須被滿足：一是情狀動詞的出現，此為必要條件；二是明顯主語的出現，此為充分條件。再者，子句主語的出現與否端視於主要句謂語與子句謂語間的緩衝詞是否出現。在詞彙功能語法的架構之下，情狀動詞的出現之所以為雙類動詞次劃分限定子句為補語的必要條件是由於雙類動詞要求其子句補語擁有「非實現貌」的元素，而此元素便是由情狀動詞所提供。基於本篇論文中強而有力的論述，我們強烈主張此限定與非限定子句的區分在台灣華語中是存在的，甚至普及於全人類的語言。 / This thesis provides robust argumentation via syllogisms so as to deny the argument that the distinction between finiteness and non-finiteness does not exist in Mandarin Chinese; on the contrary, to defend the proposition that this finite vs. non-finite distinction does exist in Taiwan Mandarin. In virtue of the universality of the category tense, the finite vs. non-finite distinction, morphologically manifested in synthetic languages, is taken for granted. Opaque as it is in Taiwan Mandarin, there still exist other ways for distinction, such as constraints on syntactic categories and operations. Furthermore, we re-classify verbs subcategorizing sentential complements into three types—finite-complement verb (FC verb), non-finite-complement verb (NC verb), dual-listing verb (DL verb). FC verbs can subcategorize not only finite clauses with overt subjects, but also those with covert counterparts left after pro-drop processes, while NC verbs can only subcategorize non-finite clauses as sentential complement. As for DL verbs, a neonatal one extracted from the so-called persuade-type verbs in the literature, has the capability of subcategorizing dual sentential complements, namely, finite clauses and non-finite clauses. When DL verbs subcategorize finite clauses as complement, two conditions must be satisfied to ensure the grammaticality. They are the presence of modals and the presence of overt subjects. The former is a necessary condition; the latter is a sufficient condition. Moreover, the presence of embedded overt subjects hinges on the presence of proper buffers between main predicates and embedded overt subjects. In LFG’s framework, the reason for the presence of modals being the necessary condition is that DL verbs require their sentential complements to have the value IRREALIS, which is denoted by modals obviously. On account of the tenable criteria mentioned in this thesis, we assert with confidence that this finite vs. non-finite distinction does exist in Taiwan Mandarin and that this distinction is considered universal.

本研究旨在說明資本適足率對於銀行業資訊傳遞效果之影響，利用Allen and Gale (2000)模型討論在不完整市場結構下，銀行間因為持有銀行同業存款而形成相連的傳染途徑，進而影響整個系統，本研究擴展Allen and Gale (2000)的模型，加入資本適足率的考量，從而進一步探討透過資本適足要求能否有效提高銀行整體穩定性。 模型假設因為不同區域對於早、晚期消費需求不同，可藉由區域間的資源移轉，來達到最適分配情況。隨著資本適足率的納入，將改變最適分配解，同時分析緩衝(buffer)、擴散效果(spillover effect)及傳染(contagion)的變化。文中傳染定義為擴散效果扣除緩衝力道的淨結果，並說明若有超額流動性消費需求衝擊時，一家銀行的倒閉將如何傳染至整個銀行體系。 此研究發現，在資本適足規定下，若長期資產報酬率越大，會更有機會取得較大的緩衝能力，但將面對較大的擴散效果。關於傳染現象，則是發覺當銀行同業存款越小，在資本適足規定下的傳染機會越低；若長期資產的早期報酬率越大，同樣可降低發生傳染現象機率，即驗證資本適足率對於銀行穩定性的貢獻。 / The objective of this study is to testify the effect of capital requirement with regard to information transmission among banks. We develop a model based on Allen and Gale (2000) to discuss that under incomplete market structure, contagion channel is built because of interbank deposits market. We also expand Allen and Gale’s model by putting new parameter, capital requirement, into this model to analyze the impact of capital requirement with respect to stability in banking system. Due to different liquidity demands at each date in different regions, banks can exchange resources in the system to reach the first-best allocation. With capital requirement, the first-best allocation varies and so does buffer, spillover effect and contagion. In this article, contagion is defined as the net result of spillover effect minus buffer. Besides, we explain how the bankruptcy in one region evolves into the bankruptcy in the whole system under excess demand for liquidity. We find out that with capital requirement, if return of long-term asset at final date is higher, there will be more chances to have more buffers but larger spillover effect. As for contagion, it shows that with lower interbank deposits or higher return of long-term asset at early date, the possibility of contagion will be reduced. As a result, we can conclude that capital requirement really improves the stability in banking system.

一、非軍事區的概念屬軍事互信機制的一環，而軍事互信機制的緣起主要在「信心建立措施」，「信心建立措施」的實踐係在 1975年8月1日「歐洲安全暨合作會議」簽訂了「赫爾辛基會議最終協議書」，規範了歐洲安全、經濟科學技術和環境領域、人道及其他領域的合作、召開後續會議等結論，其中有關「建立信心措施暨特定層面安全與裁軍文件」主要規定為防範因軍事資訊缺乏而引發的誤解與判斷，造成武裝衝突的危險，各締約國應循外交管道告知對方，並主動邀請對方觀察其軍事行動與演習；信心建立措施實施至今己有近30年的時間，從歐洲、東協及兩韓實踐經驗，來探討末來台海兩岸軍事互信機制之建構。 二、非軍事區通常是靠近停戰線的緩衝區，一般所謂的「非軍事化」是指一國不能在其領土的特定部份駐軍或是維持軍事設施，從軍事戰略的觀點來看，「非軍事區」的設置目的，主要是避免或降低武裝衝突再度爆發的可能性，所以所有的軍事力量、供應和裝備，除非另有規定，否則都應撤出「非軍事區」。 非軍事區的設立最早是在第一次世界大戰德國戰敗後，凡爾賽和約在法德邊境上的萊茵蘭地區設立的軍事緩衝區；第二次世界後爆發朝鮮半島的戰爭，戰後雙方簽署停戰協定，劃定了臨時軍事分界線，並從分界線上各後退2公里，形成了一個寬4公里的非軍事地帶作為緩衝區；伊拉克與科威特的「非軍事區」係1990年發生了波灣戰爭，戰後聯合國在伊、科邊界設立15公里寛的非軍事區；上海五國的「非軍事區」1996年4月25日，中、俄、哈、吉、塔五國元首在上海簽署了五國「關於在邊境地區加強軍事領域信任的協定」及「關於在邊境地區相互裁減軍事力量協定」。主要內容除了規範五國的軍事互信機制項目，其中甚至規定軍隊並從邊界各自退後100公里設立為非軍事區。 非軍事區設立的案例其中德國萊茵蘭及伊科邊境設立的非軍事區，均因強權的野心，引發了軍事衝突而中止，朝鮮半島的非軍事區雖然維持兩韓的和平，但北韓利用地道及利用特種部隊對南韓實施攻擊或對在非軍事區間相互開火的事件層出不窮，在南韓實施陽光政策後才使兩韓的軍事衝突減少；故非軍事區的設立，僅能減少兩個敵對團體的軍事摩擦，並不能帶來永久的和平。 三、兩岸歷經了軍事衝突對峙、互不往來及和平交流、協商等時期，近期政府高層頻頻抛出善意，總統陳水扁先生提出「兩岸和平穩定互動架構」的具體構想及主動邀請中共指派代表一起磋商兩岸推動協商的方式，以探討「非軍事區」之劃定，惟都未獲得中共善意的回應，中共對兩岸軍事互信機看法如下：認為歐洲的軍事互信機制有歷史的條件與限制，兩岸並不存在有這些條件、而中共對兩岸協商的主要對像是美國，而非台灣、台灣所規劃的軍事互信機制有為「兩國論」及「台獨」輔路之嫌、現行「國防白皮書公布」及「海上人道救援」則係國際慣例，而非兩岸協商的結果、兩岸建立軍事互信機制必先協商「結束敵對狀態」而非協商互信機制、我方提出軍事互信機制是根本亳無誠意的，主要是凝聚民意及做給美國看、對「三通」認定為屬一國水域內的交通，兩岸關係仍然屬一國內部事務，與建立軍事互信機制無關、中共積極與其鄰國建立互信機制，獨排兩岸安全議題，企圖使台灣在東南亞地區「邊緣化」，使我在國際上孤立無援，最後不得不屈服其所訂的條件下。 四、兩岸地區要劃設非軍事區，在現行兩岸軍事互信機制尚未能達成共識前，僅能以我單邊劃定一非軍事區，以作為雙方的軍事緩衝區，大概可區分台灣海峽地區，可作為非軍事區三項，以台灣海峽、海峽中線以西地區至大陸沿海及以金、馬等外島為劃設地區，經綜合以政治、經濟、軍事、心理分析，以金馬等外島劃定為非軍事區較具體可行。 五、兩岸缺乏政治共識致使軍事互信難落實，中共以冷處理信心建立機制，雖然台灣視信心建立機制的問題迫在眉睫，台灣針對避免兩岸軍事衝突所提出「劃定軍事緩衝區」、「建立海峽行為準則」和共同宣示「放棄發展大規模毀滅武器」等議題，為建構兩岸和平關係的具體善意，但是以兩岸目前的互動幾乎停擺，故兩岸建立互信機制亦非常不樂觀，一般均認為短時間內條件與環境不可能成熟，由於中共的排拒，兩岸之間很難仿照歐洲經驗，建立談判互信機制；台海目前確實有建立軍事互信機制的必要性和迫切性，可避免最近日趨頻繁的軍事行動如共軍船艦直接南北穿越台海、繞行台灣東部海域，甚至戰機飛越台海壓迫中線，很容易雙方誤判而發生誤擊事件，造成台海戰爭的爆發。台灣若要建立所謂的「軍事緩衝區」，我方也必須提出善意，現況最佳的方案只有從金馬撤軍，將金馬劃設為非軍事區，換取中共的善意，重啟兩岸互信機制。

金融海嘯提供我們一個深刻的教訓，因為危機前信貸過度增長伴隨著大量的系統風險，最後導致景氣反轉時銀行業龐大損失。而這些損失將動搖整個金融體系，並引發了一連串的惡性循環(Basel Committee on Banking Supervision , BCBS ,2010a, 2010b)；若依循過往個別審慎監理((Microprudential regulation)原則，將無法察覺背後隱藏的系統風險。因此目前趨勢是將以個別(Micro)與總體審慎監理原則(macro)並重，針對能夠影響整體市場金融穩定風險來源而詳加監管，同時透過規範與監理措施適度的降低系統風險，最終達到金融穩定的目的。IMF、BIS以及FSB(2009)針對G20制定的金融機構、市場與工具的指導文件(Guidance to Assess the Systemic Importance of Financial Institutions, Markets and Instruments)中，認為有效控制系統風險是現階段政策監理最重要的主軸之一。所謂系統風險是指能影響金融機構所持有的部位以及對於實體經濟存在嚴重負面影響的風險來源；此總體風險將存在負外部性而非個別審慎監理的風險因子。 因此本文由兩篇宏觀審慎監管框架文章所構成的研究，分別針對市場流動性風險和信用風險的因子。透過非流動性賣權與逆景氣資本緩衝（CCB）買權來分析和評價兩種新的監管框架。第一篇論文的主要概念是討論市場流動性風險因子，雖然當前銀行監管的重點是資金流動性風險，如新巴塞爾協議三 (Basel III)的流動性風險覆蓋率（LCR）和淨穩定資金比率（NSFR），但金融機構實際上也同時面臨資金和市場流動性之間的高度順週期效應，導致流動性螺旋，並威脅到金融穩定。因此，本文提出一個市場流動性，系統性風險和宏觀審慎監理分析框架來填補這一空白。 與Drehmann和Juselius（2013B）的實證研究結果比較，我們發現利用6個月歷史波動度建構的非流動性選擇權是最有效的提前預警指標（EWIS），且符合穩定政策結構和最小監管成本。此外在三個子樣本和嚴重危機時期亦能同樣保持預警的穩健性。因此如果金融機構能透過預警減少金融機構投資種類、行業、交易對手與大額暴險的集中度時，將可以由危機發生後被動式轉變成危機發生前主動式的風險管理，將符合總體審慎監理定義：能影響所有而非單一的金融機構，以及有效控制破壞總體市場產生的系統風險。 在第二篇文章中，我們專注於信用風險監管框架的避險，即Basel III的逆景氣資本緩衝(CCB)。這個新穎的監理視角將鼓勵銀行在危機前的信貸繁榮時期增加資本緩衝，而非在危機後接受援助或者增加昂貴的資本。據美國聯邦存款保險公司（FDIC）統計，2014年第1季全美的存款機構風險加權資產為10.27兆美金；如果最高的逆景氣資本緩衝被應用到這些銀行，將有2570億美金的資本不得不額外注資。因此本文設計了一個新的買權來符合CCB的監管框架，建立提前資本防禦措施來減輕系統性風險和整體銀行業不穩定。首先發現這款買權將能在順境時注入資本，即更低的潛在違約風險與信貸寬鬆時期，進而抵禦未來發生的金融危機。我們的建議也符合Basel III的目標，在危機前2至5年協助銀行取得資本保護。最重要的是，CCB買權可以透過提前取得資本形成一個“減震器”，舒緩隨後而來經濟衰退的壓力達到降低銀行資本順週期性目標；此外還提供了一個對於銀行過度冒險行為的抗衡力量，成為一個“自動穩定器”來達到宏觀審慎監理目標。 / Financial tsunami offered a profound lesson as the pre-crisis excessive credit growth was accompanied by huge systemic risks that ultimately led to the reversal of economy and huge losses of the banking sector. Such losses will shake the entire financial system and trigger a series of vicious cycles (Basel Committee on Banking Supervision, BCBS, 2010a , 2010b ); the hidden systemic risk may not be observed if we follow the previous principles of micro prudential regulation. The guidance formulated by G20 to assess the systemic importance of financial institutions, markets and instruments (IMF, BIS, and FSB, 2009) analyzes that the main issue of prior micro prudential regulation is that every financial institution’s incentive is to manage its own return-risk tradeoff but not necessarily manage the stability for the financial system as a whole. Consequently, the macroprudential regulation focusing on shocks originating outside the financial system can control the negative externalities of systemic risk rather than micro prudential regulation. This dissertation consists of two essays on the macro prudential framework of market liquidity risk and credit risk factor. We introduce, analyze, and value two new regulation frameworks via an illiquidity put option and a CCB call option respectively. The main concept of first essay is to discuss the macro prudential framework of market liquidity risk factor. Although the current banking regulation focuses on systemic funding liquidity risk such as Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) of Basel III, financial institutions would actually have highly procyclical effects between funding and market liquidity at the same time, leading to liquidity spirals and threatening to financial stability. We therefore propose a market liquidity, systemic risk and macroregulation analysis framework in Taiwan's capital market to fill this gap. Comparison with the Drehmann and Juselius' empirical study (2013b), we find that illiquidity options by using 6-month historical volatility and forecasting short-term stock declines are effective early warning indicators (EWIs) having most stable policy structures and minimal regulation costs. Applying AUC macroregulation criteria, we show this illiquidity measure is also maintained fairly robustness in different intervals, e.g. during three sub-samples and serious crisis periods. If financial institutions can diversify the concentration of portfolios varieties, industries, and counterparty before crises by using EWIs, the passive risk taking can be converted into the active risk management. It is necessary to prepare the market liquidity and macroregulation framework in advance. In the second essay, we focus the hedging product for credit risk factors, i.e. countercyclical capital buffer (CCB). This purpose of countercyclical capital buffer standards is to encourage banks to increase capital buffers in credit good times that can be used in the future stress. According to Federal Deposit Insurance Corporation (FDIC), the risk-weighted assets of U.S. depository institutions were $10.27trillion dollars in 2014:Q1. If the maximum CCB is applied to these banks, an additional US$257 billion of equity capital will have to be raised. Hence, we design a new option to establish the capital defenses meeting CCB framework and then mitigating systemic risk and banking instability in advance. We show this product injects capital in good times i.e., lower credit risk and more credit expansion, to weather the future financial crisis. Our proposal also complies with the goal of Basel III to obtain capital in 2 to 5 years prior to crises. Most importantly, the CCB option can provide protection with additional capital to act as a "shock absorber" reducing a procyclicality problem in the subsequent downturn. Besides, this type of option also offers a countervailing force to excessive risk-taking behaviors to act as an "automatic stabilizer" for reaching macroprudential goals.

本論文對於醫療市場的生產績效研究，係由兩篇獨立的學術研究報告所組成，研究重點在於利用非參數資料包絡分析方法 ( nonparametric DEA approach )，估計醫院的生產技術，以衡量醫院的技術效率及不同年度間之生產力變動，進而分析不同醫院間，生產績效差異的主要原因。本論文所採用的研究方法與探討的主題，不同於國內既有的相關文獻。 第一部分：生產不確定性與醫院效率 本部分主要探討在醫院面對不確定性時的效率評估。一般而言，醫院有兩種生產上的不確定性來源：醫師或醫院的診療結果所導致的生產不確定性；及消費者對醫療服務需求的不確定性 (Arrow, 1963)。當醫院面對生產不確定性時，醫院效率將與廠商如何處理不確定性問題有關，亦即，當廠商事前規劃愈縝密，未來可能的產出失靈水準愈低，則其生產效率表現愈佳。本文利用民國 82 及 83 年（準）醫學中心與（準）區域醫院資料，模擬醫院在面對生產不確定性時，各種可能的產出失靈水準，以chance constrained DEA 模式 (Land, Lovell and Thore, 1993) 估算醫院的隨機技術效率，並與傳統、確定性的DEA模式所得到之結果，做一比較。 Chance constrained DEA模式與傳統DEA模式的不同，在於前者估計出的生產前緣，並不總是包絡所有的樣本點，亦即，允許某廠商之產出超越生產前緣或說允許產出失靈可能性之存在，而後者則否。實證結果發現，在chance constrained DEA模式下，私立醫院的技術效率高於公立醫院，且呈現統計顯著性的差異，但兩者間的差異隨著醫院事前準備程度的提高而縮小；而傳統DEA模式也顯示，私立醫院的技術效率確實顯著地高於公立醫院。此外，若產出失靈水準夠低，則chance constrained DEA模式的效率值與傳統DEA模式的效率值，兩者間的分配會呈現統計顯著性差異。 在面對生產不確定性時，欲提升公立醫院的生產效率，應提高廠商事先規劃的程度，才能與私立醫院之生產效率並駕齊驅。一般而言，廠商事先準備的程度高低，與醫院本身的特性有關，因此，欲改善公立醫院緩衝產能的準備程度，以降低產出失靈水準，有必要進行體制層面的改革，亦即，從進行人事變革、財務之授權與彈性化等方向開始做起，如此應可提高公立醫院的生產效率。 第二部分：全民健康保險制度與醫院生產力變動 全民健保實施後，民眾對醫療服務的可近性提高，醫院間的市場結構改變，因此，醫院生產力與效率的提升，成為眾所關切的焦點。為瞭解醫院在全民健保實施後，資源是否有效配置，本部分利用民國 82 至 86 年醫學中心、區域醫院與地區醫院等大小型醫院資料，以範疇DEA模式估計Malmquist生產力變動指標，並將之分解為技術變動、純技術效率變動、及規模效率變動等三項變動來源。 實證結果發現，從82至86年醫院整體平均效率而言，CRS（VRS）生產技術下的平均效率為 66.00%（74.87%），表示不論大小型醫院，平均而言，皆存在技術不效率的情形。再者，在民國84年，亦即全民健保實施的年度，其效率水準明顯較其他年度為低，其餘年度的效率水準都相對較高，此一結果意謂，政策干擾對於醫院效率表現的影響，是短期性的。另外，小型醫院皆較大型醫院不效率，兩者的效率差異呈現統計顯著性；以權屬別而言，不論是大型醫院或小型醫院中的私立醫院，其生產效率均優於公立醫院，且兩者的效率差異呈現統計顯著性。而透過迴歸分析顯示，全民健保實施、權屬別之虛擬變數、佔床率、平均住院日、及以醫院產出衡量的集中度指標等，是影響醫院生產效率的重要因素。 從Malmquist生產力變動（　et al., 1994）來看，平均而言，82-86年間醫院生產力成長率約在 -3.06 % 左右。就生產力變動來源而言，技術成長率（-2.74 %）與整體效率成長率（-0.33 %）均為負，而技術變動則是阻礙生產力成長的主要原因。此外，若以醫院整體效率變動來源來看，平均而言，整體效率退步是由於規模效率變動所致（-0.74%）。 此外，本文著重在　et al.(1994)、Ray and Desli (1997) 及Grifell and Lovell (1998) 三種定義下的Malmquist生產力變動指標之比較。研究結果發現，Grifell and Lovell (1998) 的一般化Malmquist生產力指數，並沒有正確衡量廠商的生產力變動及其變動來源項。而利用Kruskal-Wallis檢定結果發現，三個模式中的生產力變動差異，並不具統計顯著性，而變動來源項（技術變動與規模效率變動）亦顯示相同的結果。 / This dissertation is focused on the efficiency and productivity studies of hospitals in Taiwan. It includes two independent academic papers. The primary intention is to introduce the newly developed ideas in the measurement of efficiency and productivity, rather than to create new ones. The utilization of these ideas has not, however, been discussion in print. And some of the arguments we used and brought together are new regarding to the literature of hospital efficiency and productivity measurement. Utilizing the non-parametric data envelopment analysis (DEA) approaches, efficiency scores and productivity change indexes were estimated. Efforts were made to explain the difference of productivity performance among individual hospitals. Nevertheless, the methods we used and the economic approach behind them distinguish this study from other empirical studies of the medical market. Part I　 Market Uncertainty and Hospital Efficiency This part of the dissertation is focused on the measurement of efficiency of hospitals, incorporating uncertainty. There are stochastic variations in production relationships for hospitals. Generally speaking, the uncertainty of hospitals comes from two major sources: the natural uncertainty of medical cares; and the uncertainty of demands for medical cares (Arrow, 1963). Given the uncertainty in the medical market, the efficiency of hospitals hinges on how decision-makers deal with it. Undoubtedly, an optimal planning of the output buffers improves the efficiency performance. Using the hospital survey data in 1993 and 1994, and employing the chance constrained DEA model (Land, Lovell and Thore, 1993), the stochastic efficiency indexes of public and private medical centers and regional hospitals were estimated. Compared with deterministic frontier enveloping a given set of sample observations all the time, the chance-constrained frontier envelops them most of the time. That is, the chance constrained DEA allows the possibilities of output failure. Imposing different values of output failure probability, the estimation results were compared with the traditional (deterministic) DEA models. The empirical evidences of the chance constrained DEA model showed that, on average, private hospitals performed significantly better than public hospitals. This result matches with the result of the traditional DEA model. With Mann-Whitney U test, we compared the distributions of efficiency indexes under chance constrained DEA and deterministic DEA models. The test results showed that the difference between these two different models is statistically significant given a higher probability of output failure. These results imply that the nature of risk and the manipulation for risk are different for public and private hospitals. We also find that that the efficiency performance of public hospitals could be improved by the increasing of its reserve capacity. Part II　 National Health Insurance and Hospital Productivity Change In this part of the dissertation, we examine the impact of NHI on hospitals, and trace the sources of hospital productivity growth in Taiwan. To pursue our goal, we employ a data consisting of 157 medical centers, regional hospitals and district hospitals over the period 1993 to 1997, and resort to the Malmquist productivity index to measure total factor productivity change. The index could be decomposed into three components: technical change, pure technical efficiency change and scale efficiency change. The estimation technique used in the study is the deterministic non-parametric DEA approach. The results we find are revealing and suggestive to the public and the government in order to promote and assure the efficient delivery of quality health care. The average efficiency scores are 66.00% (74.87%) for CRS (VRS) technology and it means that there are substantial efficiency losses for the sample hospitals during the study period. The efficiency score of the hospitals as a whole in 1995 (the beginning year of NHI) was much lower than the other 4 years' efficiency scores. A censored Tobit regression analysis is used and identifies that NHI policy, ownership, rate of bed occupancy, average length of stay and the output-specific concentration level were all the significant determinants of technical efficiency. Empirical results indicate that most medical care regions became more output-specific concentrated. Total factor productivity on average deteriorated at an annual rate of -3.1%, and it was dominated by substantial technical regresses at an annual rate of -2.74%. The small hospitals were severely affected by NHI. Furthermore, within large and small hospital groups, the difference in technical change was statistically significant, but the differences in TFP and the associated components between ownership were not. Special attention was paid to compare　 et al.(1994), Ray and Desli (1997) and Grifell and Lovell (1998) approaches to decomposing the Malmquist productivity index. Empirical results indicate that the first 2 approaches yield accurate productivity changes, while GL doesn't. However, they produce almost the same magnitude of average TFP. In addition, no significant differences in the measured technical change and efficiency change were found among the three approaches.