11 |
我國國家檔案館保存策略之研究 / The study of preservation strategy for the National Archives of Taiwan陳淑美, Chen, Shu-Mei Unknown Date (has links)
檔案是紀錄人類文明發展的重要史料,也是行政機關執行業務過程的重要憑據,先進國家對於檔案的管理都極為重視,且均已興建現代化的檔案館來保存珍貴的國家檔案,設置適足的空間與設備以提供優質的應用服務,這不僅有助於文化資產之保存,也是國家發展進步的重要指標與象徵。我國現代化之檔案管理制度係師承歐美各先進國家,參酌國情後制定並予以立法規範,就長遠觀之,雖然已在2015年啟用首座永久性之國家檔案庫房,然而,這只能算是完成了因應典藏空間需求的近程目標,未來在制度面方面仍需建構完整的國家檔案管理體系,爭取興建獨立且多功能之館舍,讓珍貴的國家檔案得以妥適典藏並提供各界應用,發揮檔案存在的價值與功能。
檔案保存維護策略之擬訂,需掌握空間規劃、環境控制、修護處置、複製儲存及風險管理等要項,各要項皆有賴相當的專業能力方可成就,國家發展委員會檔案管理局為我國檔案中央主管機關,依法負有管理國家檔案之責,由於數量龐大且因年代久遠、原保管條件不佳等因素,檔案接管時多已嚴重劣損,更需要儘速研訂保存策略以為作業準據。本研究之目的,即以世界各先進國家之國家檔案館業務概況為探究目標,針對各國國家檔案館發展之保存策略加以研析,並就保存維護工作之範圍與業務重點比較其內涵之異同,據以研議適合我國國家檔案之保存策略,建立一致性、完整性、正確性之處置作業標準,提供未來國家檔案館規劃之參考,達到提升國家檔案典藏效益與作業品質之目的。本研究之重要成果與建議,歸納如下:
一、國家檔案館興建刻不容緩
本次研究調查發現,屬嚴重劣化的受損檔案多達一成以上,可合理推估具永久保存價值之國家檔案在尚未移轉前,恐有滅失之危機;據統計現有100公里以上之國家檔案尚待移轉,然受限於典藏空間不足而無法加速移轉作業之進行。因此,無論是從國際趨勢或是保存珍貴國家記憶的角度來看,興建國家檔案館都是未來首要推動的工作目標。
二、國家檔案保存維護優先順序有待建立
國家檔案數量龐大,媒體型式及材質種類又十分多元,在資源有限情形下,除了必須爭取經費持續進行預防性保護相關作為,亦應衡酌檔案的價值性、應用性、保存性等條件,建立客觀的評量標準,研訂國家檔案保存修護及數位化等優先處置原則,兼顧檔案長期保存與便捷應用之需求,提升國家檔案管理效益。
三、國家檔案保存維護作業人力亟待充實
面對數量龐大且媒體類型多元的檔案,若無經費、人力、設備等資源的持續挹注,實難完成。為有效提升國家檔案保存維護工作的執行績效,未來仍應加強人力的支援,並思考業務傳承方式,使是項工作得以順遂推動。
四、各機關檔案人員保存維護正確觀念有待加強
國家檔案移轉前在各機關保存時間長達數十年,若原管有機關未善盡保存維護之責,或是施以錯誤的保管方式,等到檔案徵集移轉時再來搶救,恐為時已晚。為了讓檔案能夠延長保存壽命,進而減輕國家檔案移轉後所需花費的修護成本,應透過培訓、輔導等方式強化各機關檔案人員對於保存維護觀念的正確認知,宣導檔案保存環境控制與保管作為的有效作法,才能有效降低國家檔案劣化的數量與嚴重程度。 / Archives are not only important records of the development of human civilization but also concrete proofs of the works of government agencies. All the advanced nations attach great importance to the management of archives. They have therefore set up modernized buildings to house and preserve such precious archival materials, and have provided adequate space and facilities for quality service to users. By doing so, precious cultural assets can be best kept. These actions significantly symbolize the progress of a nation.
In formulating correct strategies of archival preservation, we need to carefully take into consideration space planning, environment control, repair & restoration, duplicate & storage, and risk management. All of these rely on professional expertise. The National Archives Administration (NAA) under the Cabinet-level National Development Council is accountable for overall management of national archives in Taiwan. However, many of the archival materials had been damaged or deteriorated even before having been transferred to NAA due to their long history and the poor handling by the original agencies. Preservation of such archives urgently need efficient strategies. This dissertation therefore aims to conduct some researches on the operations of national archives agencies in advanced nations, analyze their preservation strategies, and compare the differences of their works and emphases. More importantly, this author tries to come up with standard operation procedures, which are coherent, complete and accurate, for Taiwan to preserve our national archives. Hopefully this will offer reference in planning for a new national archives hall, so as to enhance the efficiency and upgrade the quality of national archives preservation. The major study results and suggestions are as follows:
I. There is urgent need for a national archives hall.
This study finds out that seriously damaged or deteriorated archives in different agencies account for ten percent of the total archives. It can therefore be estimated that national archives worth preserving might be lost before being transferred to NAA. Statistics show that there are over 100-km long national archives waiting to be transferred. Yet, due to the limited space in NAA, it is impossible to speed up the transfer process. Therefore, in view of international trend or the need to retain precious national memories, to build a new national archives hall is top on the agenda.
2. Priorities should be set to best preserve national archives.
National archives are not only large in quantity but also diverse in media types and material sorts. With limited resources, NAA has to allocate budgets to continue preventive protection measures. Meanwhile, it needs to establish objective criteria for assessing the value, usage, and preservation of different national archives before setting priorities for the restoration and digitalization of each sort. It is equally important to ensure long-term preservation and offer convenient service to users, so as to enhance the management efficiency of national archives.
3. The quality and quantity of workforce in national archives preservation need to be strengthened.
Faced by the challenges in both large number and different types of national archives, NAA assuredly needs more financial, workforce and equipment support to continue fulfilling its missions. In order to more effectively preserve national archives and keep the operation going smoothly, more professionals are needed, and skills and experiences must be passed down to new staff members.
4. The preservation-related knowledge of staff members in different agencies needs to be strengthened.
The current national archives had been kept by different agencies for several decades before having been transferred to NAA. If the original agencies failed to do their jobs well or kept their archives in a wrong way, it would be too late to rescue those archives after transfer. Therefore, in order to prolong the life of archives and reduce the expenses on repairing them after transfer, staff members in all agencies should receive training and assistance to gain better knowledge of archival preservation. After that, they can together take correct, effective measures as environment control and careful preservation to significantly reduce the number and degree of deteriorated archives.
|
12 |
不法原因之給付—著重於規範目的與例外事由之探討 / condictio ob turpem vel iniustam causam謝允正 Unknown Date (has links)
我國民法第180條之規定就給付不當得利請求權之排除明示四種事由,其中第4款之規定涉及給付之原因法律行為違反強行規定或公序良俗而無效之情形。民法第180條第4款規定之規範目的為何於討論上素有爭議,且常招來違反當事人間公平正義之指摘。本文欲賦予民法第180條第4款之規定正當性,故從探究規範目的與建構本款規定適用上之例外事由著手,並輔以法史學、經濟學、社會學等方法加強論證。
本文認為於公、私法緊密接軌之法現實下民法第180條第4款規定應以「一般預防」作為規範目的,並基於其法律效果有造成人民財產權受到侵害之虞,而須以比例原則建構相關例外事由,俾民法第180條第4款之規定不僅能增加強行規定或公序良俗等規範之實效,又能貼合憲法保障人民基本權利之要求。
|
13 |
澳門控煙政策規劃評估研究張曦雯 January 2010 (has links)
University of Macau / Faculty of Social Sciences and Humanities / Department of Government and Public Administration
|
14 |
預防醫學大數據之法律研究:以「蒐集端」、「管理端」、「應用端」為中心 / Studies on the Legal Issues of Big Data for Preventive Medicine : Centered on Its Collection, Management and Application楊現貴 Unknown Date (has links)
科技進步神速且日新月異,電腦大數據資訊的傳播與統計資料,可以與物聯網結合,方便消費者一系列之採購需求,各行各業也莫不受其恩賜,但同時可能讓個人隱私權的保密受到威脅。同理,今日預防醫學大數據比起傳統生物統計學,可以處理更多複雜的生物統計項目,包括昔日公共衛生之生物統計學所難以處理的複雜DNA序列,而加以收集、歸納、分析與應用於基因流行病學、癌症基因之篩選、個人化醫療的用藥、老人之長期照顧、孕婦產檢、新生兒疾病篩檢等,並且越來越蓬勃發展。
預防醫學大數據主要是由三種類型之電腦資訊所建構而成:(一)病歷,必須將紙本病歷之數據轉為電子檔案,才可能對於所收集之資料加以歸納分析,形成日後具備預知能力的大數據。(二)病患提供之DNA,收集病患提供之DNA亦可作成具有預測能力的大數據,應用於未來人類基因缺陷之篩檢或治療,以及提供個人化醫學更精準的治療。(三)傳染病之通報案件,作成預防醫學大數據以利於調查疫情,亦有釐清何種因素促成疫情擴散之能力,進而實施衛教宣導,讓民眾知道當地疫情狀況,並貢獻預防方法及加強自我保護。
因此,預防醫學大數據的DNA序列也涉及隱私權之保障,雖指紋、虹膜與DNA序列皆可用來辨識個人身份,對尋人偵辦法律案件皆有幫助,但唯獨DNA序列可用於大眾疾病之預測以及個人化醫學之預防與治療,是人類生物辯識系統中可謂重中之重,不僅可以依此DNA序列尋人辦案,更可以評估個人健康狀況與未來壽命,具備有「預測能力」。因此,不論病患日後之求職履歷或投保,皆可能因DNA序列之外洩,而遭遇到主管的監督或審核者的排斥。將來病患對DNA序列所要求的保密程度會因此更加嚴謹,使得原先醫病之間的隱私權關係,提昇到另一更高的層次。
整個預防醫學大數據基因庫之建立如同水壩,在研發基因庫的單位當然希望「上游」的自願者欲提供自身之DNA人數,可以源源不絕,以增大基因庫的量,期待有更多新的發現。因此,基因庫之「蒐集端」應該以其他國家建立基因庫建置前之規劃或與民眾有公開且相互瞭解之溝通,來進行研討。在「中游」之「管理端」,著重資料之保密與更新,遇到「選擇退出」的民眾,則必須將選擇退出之民眾資料徹底銷毀。如果保密工作未做好,不但自願者會減少,甚至會影響已經參與者繼續參加之意願,正如同水壩有管理上之缺口,容易潰堤。至於「下游」之「應用端」須考慮DNA用於病患篩檢結果,是否影響其日後生活與人際關係。
不論「蒐集端」之提供者對收集者之無私供出自身病歷與DNA資料;「管理端」之對已經提供巨量自願者的DNA的資料,於固定時間與自願者的日常習慣、作息或歷年來的病歷記錄作交叉比對,經常年累月之採取自願者的DNA與更新的日常習慣或最新之病歷記錄作交叉比對,如此不斷更新(up-date)來取得統計學上有意義的DNA序列與某疾病多因子的關聯性,對自願者之病歷與DNA資料有保密義務;或是「應用端」測得DNA後之結果,揭發於受測者知曉;此三階段之流程,無不涉及到個人之隱私權。
世界各國對基因數據的保障有不同立法之思維:德國對基因數據的蒐集及利用,從「個人資訊自決權」著眼,看重於外顯的自由行為是否同意來決定,必須與「告知後同意」始能蒐集、管理與利用的程序保護連結在一起,之後才有權利對抗的問題。然而美國是從個人的「隱私權」出發,強調個人內心私密空間不容任何人干擾,保障個人人格的最後一道城牆,凡侵入或侵占城牆內的任何行為,皆構成侵權行為。
本文解說出「國家防疫」、「個人疾病基因隱私權」與「臨床醫學研究」,此三者間的「衡平原則」:以預防醫學大數據運用而言,所涉及社會秩序公共利益,流行性傳染病之通報,個人「隱私權」之保障,臨床醫學的研究,聯合國宣言等,亦合併本文對國內外案例判決之評析以探究之。
最新之歐洲聯盟執行委員會(European Commission)就「歐盟資料保護規範」(General Data Protection Regulation ; GDPR)之條文內容,使歐盟新個人資料保護法擴及至非歐盟企業也一體適用的法律,已經於2016年年初獲得確定後,並且於2018年正式生效,尤其是法規要求於資料洩漏時必須在72小時內發出通知,知會其所屬企業公司個體、行政主管機關及個資當事人,以及必須遵守資料傳輸的重要相關規定,於本文亦有詳細介紹。
我國最新的醫療法第82條已經於民國107年1月24日公布施行,內容對醫師的損害賠償責任及刑事責任規定為:「醫療業務之施行,應善盡醫療上必要之注意。醫事人員因執行醫療業務致生損害於病人,以故意或違反醫療上必要之注意義務且逾越合理臨床專業裁量所致者為限,負損害賠償責任。醫事人員執行醫療業務因過失致病人死傷,以違反醫療上必要之注意義務且逾越合理臨床專業裁量所致者為限,負刑事責任」。此次修法之目的在於:近年醫療爭議事件動輒以「刑事方式」提起爭訟,不僅無助於民眾釐清真相獲得損害之填補,反而導致醫師採取防禦性醫療措施,修正醫療刑法「過失」之要件,即以「違反醫療上必要之注意義務且逾越合理臨床專業裁量」定義現行條文所稱之「過失」。但是,本文所引用國內外之法院判決,皆為民法與行政法的範圍與案例,即使在最新之醫療法第82條公布之後,亦不影響本文的主張。
本文結論分兩大節提出見解與建議:第一節內容,著重於綜合國內外之民法與行政法的案例判決,以提出評析與見解。第二節內容,從「上游」源頭增加預防醫學大數據「蒐集端」基因庫之泉源,提出建議,以增加我國大數據基因庫的量。透過基因(DNA)之捐贈,可以使「上游」之預防醫學大數據「蒐集端」的源頭能夠源源不絕。「前人種樹,後人與前人皆可以受惠乘涼、利益共享」,況且「預防又勝於治療」;不論國家社會或個人,對於如何促進預防醫學大數據之茁壯與永續經營發展,並且兼顧病患隱私權之保障,本文也提供了最佳的方法與展望。
|
15 |
冷戰後法國國防政策改革與空中武力調整之研究柳惠千, Liu,Solon. Unknown Date (has links)
冷戰結束後,傳統歐陸最大的威脅頓然消失,歐洲各國在地緣政治的合縱連橫思維下,外交折衝與軍事結盟不斷運作,一時之間顯得無所適從。世界局勢的改變,令身為歐陸領導地位的大國──「法國」,幾經思考、反省、爭辯與突破,最終致力於國防政策的變革,始成為法國自冷戰結束以來,自我羽化蛻變的主要動力。
90年代初期;我國突破外交困境並毅然決定採購法國關鍵性軍事裝備(6艘拉法葉級巡防艦與60架幻象2000-5型戰機)。緊接著;我海、空軍官兵大規模遠赴海外,展開一連串換裝新艦、新機之歷史性任務。在此同時;我國空軍除了在硬體的武器裝備上,獲得有形的質量成長外,如何從法國空軍自冷戰結束後,自我演進的具體成效中,學習並找尋對我空軍現階段防務改革的成長空間,據以建議未來空軍建軍備戰的調整方向。
本論文之研究目的,理所當然地欲從解構法國國防在跨世紀過程中所進行的各項政策調整與武力演進,並且植基於筆者身為空軍專業的優勢身份,獲得取法他人、反思自我、精益求精的研究目的。值於此刻我空軍完成新一代兵力換裝,並持續進行「精進案、精實案」大幅人力精簡的同時,法國空軍的演進與脫變過程,確實深值得我空軍師法與參考。
|
16 |
ACT Raising Safe Kids親職教育方案於臺灣家庭的應用––探討親職壓力與兒童行為問題的關聯與改善 / The implementation of ACT Raising Safe Kids Program in Taiwan: Exploring parenting stress and its positive changes and relationship with child behavioral problems黃薏靜 Unknown Date (has links)
本研究以美國心理學會(APA)暴力預防處與美國幼兒教育協會所共同發展的ACT親職教育方案(Adults and Children Together- Raising Safe Kids Program)為範本,將一個在美國與世界各地發展將近15年的方案首度引進臺灣並應用於臺灣的家庭中,期待能夠藉由這一套社會認知取向的預防性介入「ACT親職教育方案」來增進父母的親職教養態度與知識,降低父母親的親職壓力,並進一步了解親職壓力與兒童行為問題的關聯性。
研究參與者為30位育有0-12歲孩子的父母,其中15位家長接受為期8週的ACT親職教育團體作為實驗處理,另外15位家長則未接受任何處理,有效樣本共23位,實驗組家長12位,對照組家長11位。本研究採用親職壓力量表簡式版與兒童行為檢核表實施前、後測,並針對實驗組實施三個月後的追蹤測量並輔以質性問卷蒐集更完整的資料。
本研究採用無母數統計法Wilcoxon等級檢定與Mann-Whitney U檢定,檢驗親職壓力感受在前測、後測及追蹤測量之間的差異,另以Spearman相關分析檢視親職壓力與兒童行為問題之間的關聯性。研究結果顯示,ACT親職教育為實驗組家長帶來正向的影響發生在三個月後的追蹤測量,特別是在「困難兒童分量表」的親職壓力上有顯著的改善,且親職壓力總分與兒童行為整體問題呈現高度正相關。 / This study investigated whether the ACTdults and Children Together: Raising Safe Kids (ACT-Rprogram causes effects on reducing parenting stress and examined the correlation between parenting stress and child behavioral problems. The ACT program, developed by American Psychological Association in collaboration with the National Association for the Education of Young Children, is a child maltreatment prevention program for parents of young children.
Twenty-three parents having children aged 0-12 completed the Parenting Stress Index-Short Form (PSI-SF) and Child Behavior Checklist (CBCL). Twelve of these parents took part in eight-week ACT-RSK program and learned effective parenting including child development, anger management, social problem-solving skills, non-violent discipline and effects of violent media on children. The remaining eleven parents were placed on the wait listreceived treatment as usual. Wilcoxon signed rank test and Mann–Whitney U test were used to respectively compare the intra-group data and inter-group data. Results indicated a positive impact especially on the difficult child subscale of parenting stress during three-month follow-up. Qualitative data collected through open questions in three-month follow-up questionnaire also demonstrated that parents perceived numerous benefits to the ACT-RSK program and felt less stress in the area of parent-child interaction.
|
17 |
Consumption Euler Equation: The Theoretical and Practical Roles of Higher-Order Moments / 消費尤拉方程式:高階動差的理論與實證重要性藍青玉, Lan, Ching-Yu Unknown Date (has links)
本論文共分三章,全數圍繞在消費尤拉方程式中,消費成長的高階動差在理論與實證上的重要性。分別說明如下:
本論文第一章討論消費高階動差在實證估計消費結構性參數之重要性。消費尤拉方程式是消費者極大化問題的一階條件,而自Hall (1978)起,估計消費結構參數如跨期替代彈性時,也多是利用這個尤拉方程式所隱涵的消費動態關係,進行估計。但是由於消費資料存在嚴重的衡量誤差問題,實證上多將尤拉方程式進行對數線性化,或是二階線性化後進行估計。
然而前述一、二階線性化,固然處理了資料的衡量誤差問題,卻也造成了參數估計上的近似誤差(approximation bias)。其原因來自於線性化過程中所忽略的高階動差實為內生,而與迴歸式中的二階動差相關。這使得即便用工具變數進行估計,仍然無法產生具有一致性的估計結果。這當中的原因在於足以解釋二階動差,卻又與殘差項中的高階動差直交的良好(valid)的工具變數無法取得。
我們認為在資料普遍存在衡量誤差的情況下,線性化估計尤拉方程式不失為一可行又易於操作的方法。於是我們嘗試在線性化的尤拉方程式中,將高階動差引入,並檢視這種高階近似是否能有效降低近似誤差。我們的模擬結果首先證實,過去二階近似尤拉方程式的估計,確實存在嚴重近似誤差。利用工具變數雖然可以少部份降低該誤差,但由於高階動差的內生性質,誤差仍然顯著。我們也發現,將高階動差引入模型,確實可以大幅降低近似誤差,但是在偏誤降低的同時,參數估計效率卻也隨之降低。
高階動差的引入,除了降低近似偏誤外,卻也必須付出估計效率降低的代價。我們因此並不建議無限制地放入高階動差。則近似階次選取,乃為攸關估計績效的重要因素。本章的第二部份,即著眼於該最適近似階次選取。我們首先定義使參數估計均方誤(mean squared error, MSE)為最小的近似階次,為最適近似階次。我們發現,該最適階次與樣本大小、效用函數的彎曲程度都有直接的關係。
然而在實際進行估計時,由於參數真值無法得知,MSE準則自然無法作為階次選取之依據。我們於是利用目前在模型與階次選取上經常被使用的一些準則進行階次選取,並比較這些不同準則下參數估計的MSE。我們發現利用這些準則,確實可以使高階近似尤拉方程式得到MSE遠低於目前被普遍採用的二階近似的估計結果,而為估計消費結構參數時更佳的選擇。
本論文第二章延續前一章的模擬結果,嘗試利用消費高階動差間的非線性關係,進一步改善高階近似消費尤拉方程式的估計表現。由第一章的研究結果,我們發現高階近似估計確有助大幅降低近似誤差,但這其中可能產生的估計效率喪失,卻是輕乎不得的。這個效率喪失,很大一部份來自於我們所使用的工具變數,雖然可以有效掌握消費成長二階動差的變動,但是當這同一組工具變數被用來解釋如偏態與峰態等這些更高階動差時,預測力卻大幅滑落。這使待得當我們將這些配適度偏低的配適後高階動差,放到迴歸式中進行估計時,所能提供的額外情報也就相當有限。而所造成的共線性問題,也自然使得估計效率大幅惡化。
於是在其他合格的工具變數相對有限的情況下,我們利用高階動差間所存在的均衡關係,將原來的工具變數進行非線性轉換,以求得對高階動差的較佳配適。由於消費動差間之關係,尚未見諸相關文獻。於是我們首先透過數值分析,進一步釐清消費高階動差間之關係。這其中尤為重要的是由消費二階動差所衡量的消費風險,與更高階動差間之關係。因為這些關係將為我們轉換工具變數之依據。
我們發現與二階動差相一致地,消費者對這些高階動差之預期,都隨其財富水準的提高而減少。這隱涵消費風險與更高階動差間之正向關係。更進一步檢視消費風險與高階動差間之關係也發現,二者間確實存在非線性之正向關係。而這也解釋了何以前一章線性的工具變數,雖可適切捕捉消費風險,但對高階動差的解釋力卻異常薄弱。
利用這些非線性關係,我們將原始的工具變數進行非線性轉換後,用以配適更高階動差。透過模擬分析,我們證實了這些非線性工具變數,確實大幅改善高階近似尤拉方程式的估計表現。除了仍保有與線性工具變數般的一些特性,諸如隨樣本的增加,最適近似階次也隨之增加之外,相較於線性工具變數,非線性工具變數可以在較低的近似階次下,就使得估計偏誤大幅下降。在近似階次愈高估計效率愈低的情況下,這自然大幅度地提高了估計效率。比較兩種工具變數估計結構數參數所產生的MSE也證實,非線性工具變數確實有遠低於原始線性工具變數的MSE表現。
然而我們同時也發現,利用非線性工具變數估計,若未適當選擇近似階次,效率喪失的速度,可能更甚於線性工具變數時。這凸顯了選擇近似階次的重要性。於是我們同樣檢視了前述階次選擇準則在目前非線性工具變數環境下的適用性。而總結第一、二章的研究結果,我們凸顯了高階動差的重要性,確實助益重要消費結構參數估計。而利用過去尚未被討論過的高階動差間非線性關係,更可大幅度改善估計績效。
本論文的最後一章,則旨在理論上建立高階動差的重要性。我們在二次式的效用函數(quadratic utility function)設定下,推導借貸限制下的最適消費決策。二次式的效用函數,由於其邊際價值函數(marginal value function)為一線性函數,因此所隱涵的消費決策,具有確定相等(certainty equivalence)的特性。這表示消費者只關心未來的期望消費水準,二階以上的更高階動差,都不影響其消費決策。然而這種確定相等的特性,將因為借貸限制的存在而不復存在,而高階動差的重要性也就因此凸顯。
我們證明,確定相等特性的喪失,其背後的理論原因在於,借貸限制的存在,使得二次式效用函數的邊際價值函數,產生凸性。消費者因而因應未來的不確定性,進行預防性儲蓄。透過分析解的求得,我們也得以進一步分析更高階動差的對消費決策的理論性質。同時我們也引申理論推導的實證意涵,其中較重要者諸如未受限消費者因預防性儲蓄行為所引發的消費過度敏感性現象,實證上樣本分割法的選取,以及高階動差的引入模型。 / The theme of this thesis seeks to explore the importance of higher-order moments in the consumption Euler equation, both theoretically and empirically. Applying log-linearized versions of Euler equations has been a dominant approach to obtaining sensible analytical solutions, and a popular choice of model specifications for estimation. The literature however by now has been no lack of conflicting empirical results that are attributed to the use of the specific version of Euler equations. Important yet natural questions whether the higher-order moments can be safely ignored, or whether higher-order approximations offer explanations to the stylized facts remain unanswered. Such inquires as in the thesis thus can improve our understanding toward consumer behaviors over prior studies based on the linear approximation.
1. What Do We Gain from Estimating Euler Equations with Higher-Order Approximations?
Despite the importance of estimating structural parameters governing consumption dynamics, such as the elasticity of intertemporal substitution, empirical attempts to unveil these parameters using a log-linearized version of the Euler equation have produced many puzzling results. Some studies show that the approximation bias may well constitute a compelling explanation. Even so, the approximation technique continues to be useful and convenient in estimation of the parameters, because noisy consumption data renders a full-fledged GMM estimation unreliable. Motivated by its potential success in reducing the bias, we investigate the economic significance and empirical relevance of higher-order approximations to the Euler equation with simulation methodology. The higher-order approximations suggest a linear relationship between expected consumption growth and its higher-order moments. Our simulation results clearly reveal that the approximation bias can be significantly reduced when the higher-order moments are introduced into estimation, but at the cost of efficiency loss. It therefore documents a clear tradeoff between approximation bias reduction and efficiency loss in the consumption growth regression when higher-order approximations to the Euler equation is considered. A question of immediate practical interest arises ``How many higher-order terms are needed?'' The second part of our Monte-Carlo studies then deals with this issue. We judge whether a particular consumption moment should be included in the regression by the criterion of mean squared errors (MSE) that accounts for a trade-off between estimation bias and efficiency loss. The included moments leading to smaller MSE are regarded as ones to be needed. We also investigate the usefulness of the model and/or moment selection criteria in providing guidance in selecting the approximation order. We find that improvements over the second-order approximated Euler equation can always be achieved simply by allowing for the higher-order moments in the consumption regression, with the approximation order selected by these criteria.
2. Uncovering Preference Parameters with the Utilization of Relations between Higher-Order Consumption Moments
Our previous attempt to deliver more desirable estimation performance with higher-order approximations to the consumption Euler equation reveals that the approximation bias can be significantly reduced when the higher-order moments are introduced into estimation, but at the cost of efficiency loss. The latter results from the difficulty in identifying independent variation in the higher-order moments by sets of linear instruments used to identify that in variability in consumption growth, mainly consisting of individual-specific characteristics. Thus, one major challenge in the study is how to obtain quality instruments that are capable of doing so. With the numerical analysis technique, we first establish the nonlinear equilibrium relation between consumption risk and higher-order consumption moments. This nonlinear relation is then utilized to form quality instruments that can better capture variations in higher-order moments. A novelty of this chapter lies in adopting a set of nonlinear instruments that is to cope with this issue. They are very simple moment transformations of the characteristic-related instruments, thereby easy to obtain in practice. As expected, our simulations demonstrate that for a comparable amount of the bias corrected, applying the nonlinear instruments does entail an inclusion of fewer higher-order moments in estimation. A smaller simulated MSE that reveals the improvement over our previous estimation results can thus be achieved.\
3. Precautionary Saving and Consumption with Borrowing Constraint
This last chapter offers a theoretical underpinning for the importance of the higher-order moments in a simple environment where economic agents have a quadratic-utility preference. The resulting Euler equation gives rise to a linear policy function in essence, or a random-walk consumption rule. The twist in our theory comes from a presence of borrowing constraint facing consumers. The analysis shows that the presence of the constraint induces precautionary motives for saving as responses from consumers to income uncertainties, even there has been no such motives inherent in consumers' preference. The corresponding value function now displays a convexity property that is virtually only associated with more general preferences than a quadratic utility. The analytical framework allows us to be able to characterize saving behaviors that are of precautionary motives, and their responses to changes in different moments of income process. As empirical implications, our analysis shed new light on the causes of excess sensitivity, the consequences of sample splitting between the rich and the poor, as well as the relevance of the higher-order moments to consumption dynamics, specifically skewness and kurtosis.
|
18 |
股票市場發展對企業現金持有決策之探討 / The effect of development of the stock market on the decision of corporate cash holdings謝明諺 Unknown Date (has links)
Bates et al.(2009)之實證發現,美國公司自1980年至2006年之間,平均現金比率有大幅上升的現象,但由於全球資本市場逐漸走向自由化與國際化,因此任一國家的資本市場若受到了某些衝擊,將會迅速地影響、擴散到其他國家,因此本研究認為,現金持有量的改變可能並非單一存在於某幾個國家,而是更廣泛地存在於世界各國;另外,就公司企業的融資決策而言,由於公司本身所持有之現金可能與企業融資決策的改變有較為直接的關係,因此當融資方式有所改變的時候,將較容易於現金比率上反映出來,據此,研究資本市場的變化對企業現金比率的影響,將對瞭解企業融資方式的改變有所助益。因此,本研究以世界35國國內之上市公司為樣本,分析使企業現金比率產生變化的可能原因。
本研究所選用之財務指標以及非財務指標之參數估計值為顯著者,均符合預防性動機(The Precautionary Motive)、代理問題(The Agency Motive),或是Bates et al.(2009)所提出的「交易成本的考量」等論點;另外,研究結果亦顯示,不論是依循Fama and French (1998)之計量方法,或是使用時間序列截面迴歸(TSCSREG: Time Series Cross Section Regression)之分析方式,在1996年之後,一直到2008年為止,公司的現金比率均會因為股票市場的相對發展程度較高而較高,本研究認為上述現象可能與公司於股票市場上取得資金所需承擔的發行成本之高低有關,此結論亦與前述預防性動機之推論相符合(The Precautionary Motive)。
|
19 |
論澳門預防及遏止私營部門賄賂法及其完善 / Law on prevention and repression of corruption in private sector of Macau and its improvements梁國豪 January 2011 (has links)
University of Macau / Faculty of Law
|
20 |
淫羊藿苷元納米混懸液的製備、表徵、藥動學和抗骨質疏鬆活性的評價 / Preparation, characterization, pharmacokinetics and anti-osteoporosis activity evaluations of icaritin nanosuspension李妍 January 2011 (has links)
University of Macau / Institute of Chinese Medical Sciences
|
Page generated in 0.015 seconds