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台灣失業率的預測-季節性ARIMA與介入模式的比較 / Forecasting Taiwan’s Unemployment Rate –A Comparison Between Seasonal ARIMA and the Intervention Model胡文傑 Unknown Date (has links)
本論文採用了由Box and Jenkins(1976)所提出的ARIMA模型,以及由BOX and Tiao(1975)所提出的Intervention Model,去配適台灣的失業率型態,以及比較其預測的結果。
結果顯示出台灣的失業率具有季節性的型態,亦即台灣的失業率並非僅僅受到月分之間的相關,年分之間也有所關連。是故,當本論文在預測失業率的水準時,也考慮到此一因素,加入季節性的ARIMA模型對台灣的失業率加以預測。另外,時間序列的資料常常受到外生因素的干擾。對於失業率來說,政策上的改變將會影響失業率本身的結構,因此利用介入模式預測失業率,可以得到一組較精確的預測值。介入模式的事件有以下五個,分別是解嚴、六年國建、台灣引進外勞、中共飛彈試射、新十大建設。前四個事件的確影響了失業率的結構,不過第五項,也就是新十大建設並沒有顯著影響失業率的結構。理由可能是新十大建設的內容並不能合宜的解決經濟上與社會上的問題,以及這些建設尚未完工,以致無法達到期預期的效果。
比較兩模型的預測結果時,採用了MPE、MSE、MAE、MAPE作為模型評估的準則,結果指出介入模式的預測結果比起季節性ARIMA的預測結果來的有效率。 / This article adopts the ARIMA model, which was first introduced by Box and Jenkins (1976), and the intervention model, which was developed by Box and Tiao (1975), to fit the time series data for the unemployment rate in Taiwan, and thus to compare the results of the forecasts.
The results reveal that there is a seasonal effect in the data on the unemployment rate. This indicates that the unemployment rate figures are not only related from month to month but are also related from year to year. When forecasting the level of unemployment, we should examine not only the neighboring months but also the corresponding months in the previous year.
Time series are frequently affected by certain external events. In the discussion on the unemployment rate, the policies implemented by the government as well as military threats indeed influence the structure of the series. By making a forecast using the intervention model, we can evaluate the effect of the external events which would give rise to more accurate forecasts.
In this study, there were five interventions included in relation to the unemployment rate series, which were as follows. First, the lifting of Martial Law in February 1987. Second, the Six-year National Development Plan launched in June 1991. Third, the hiring of foreign labor in Taiwan, which took effect in October 1991. Fourth, the threats of missile tests from the PRC in Feb 1996. Fifth, the ten new construction programs launched in November 2003. The first four events were indeed found to give rise to a structural change in the unemployment rate series at the moment when they occurred. This result might also have implied that not all of the actual effect of expansionary policies could have exactly decreased the unemployment rate, and therefore have solved the economic and social problems simultaneously.
When we refer to the comparison of the above two models, the ultimate choice of a model may depend on its goodness of fit, such as the residual mean square, AIC, or BIC. As the main purpose of this study is to forecast future values, the alternative criteria for model selection can be based on forecast errors. The comparison is based on statistics such as MPE, MSE, MAE and MAPE. The results indicate that the intervention model outperforms the seasonal ARIMA model.
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An analysis of socio-economic factors on poverty in Nyakallong (Matjhabeng Municipality) / Sefako Samuel RamphomaRamphoma, Sefako Samuel January 2012 (has links)
The aim of this dissertation was to analyse the effect of socio-economic factors on poverty in Nyakallong. Nyakallong is a former Black township in the Free State Province of South Africa. The effect of the socio economic factors on poverty was analysed using an econometric model. The analysis was based on data collected by the researcher and three fieldworkers who conducted a survey of 412 households in Nyakallong in 2009. To calculate poverty rates and the effect of socio-economic factors, data relating to the area was used. Poverty was defined and then measured for the township, and the profile of both the whole and the poor population was determined. The following poverty lines are used in South Africa – PDL, MSL, MLL, SLL, HSL and HEL. The HSL, which is defined as an estimate of the theoretical income needed by an individual household to maintain a defined minimum level of health and decency in the short term, was used as a measure of poverty in the area. The headcount index, poverty gap ratio and the dependency ratio were also used to measure poverty. The headcount index was found to be 0.472 for Nyakallong, meaning that 47.2% of all household’s income is below their respective poverty line. Poverty rate in Nyakallong was found to be 48.5% which is almost similar to the poverty rate of 49.1% for the Free State province, while poverty rate in Kwakwatsi was found to be 62.1%. The analysis of the sources of income of the poor showed that government grants constitute 64% of household income, with the old state pension grant alone contributing 16% to household income for a poor family. In Kwakwatsi, government grants contributed 38.4% of poor household’s income, with the old state pension grant having contributed 40.6%. On average, the whole population has a monthly income of R2 938, 35 compared to R1 140 which is received by the poor population; while in Kwakwatsi, the poor population received a monthly income of R688 and the whole population received an average of R1401.01. The expenditure patterns for the whole sampled population show that 39.7% of household income goes to buying food, compared to 44.3% for the poor sampled population of Nyakallong. In Kwakwatsi, poor population spent 49.2% of income on food and the whole population spent 33.4%. In Nyakallong, 50% of the whole population and 53% of the poor population was found to be economically inactive. In Kwakwatsi, 44% of the whole population and 56% of the poor population was found to be economically inactive. The unemployment rate of the poor in Nyakallong is 95.6% compared to 69.9% of the whole population. In Kwakwatsi 86.9% of the poor population and 79% of the whole population were unemployed. The dependency ratio was found to be 6 among the poor population and 2 for the whole population of Nyakallong, while in Kwakwatsi it was found to be 7 among the poor population and 4 among the whole population. The study analysed the socio-economic determinants of poverty in the area. The data was evaluated using hypothesis testing for statistical significance of the parameters. It was established that there is a positive relationship between education and the poverty gap ratio although it is statistically insignificant. It was also found that there is an inverse relationship between employment and poverty ratio. This complies with theory. The results also showed a positive relationship between household expenditure and the poverty gap – this is what was expected, because expenditure is the reduction of resources. On gender, the results confirm the generally held hypothesis that female headed households are poorer compared to their male counterparts. The results show that poverty is high among female headed households compared to male headed households. Household size was measured by the number of people staying in a given house. The household size was found to range from one to eleven members per household. The average household size was found to be 4.2 in Nyakallong, 3.9% in Kwakwatsi and 3.4% in the Free State. Household size is an important variable in determining poverty – increasing the household size by 10% is likely to increase the poverty gap of the household by about 1%. This might seem not significant, but this is a result that must be noted and handled with caution. More people in households also mean more expenditure on food items, medical expenses, clothing and education. In order to reduce the level of poverty in Nyakallong, job creation and employment opportunities should be targeted. The nearby university of technology and FET College should inform learners at secondary schools about funds (NFSAS) available to help them in furthering their studies. Educators should also engage learners to realise the disadvantages of large household size. Large organisations such as ESCOM and Harmony Gold could help by means of skills development, especially among youth and females, in order to make them employable. Unemployment can also be reduced by putting back into operation the closed mine shaft and Allanridge Sanatorium hospital. A food garden community programme should be established in order to reduce the level of poverty. People who are involved should be trained on how to manage and develop the programme. / MCom, Economics, North-West University, Vaal Triangle Campus, 2012
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On high-dimensional Mahalanobis distanceDeliang, Dai January 2017 (has links)
The thesis consists of three empirical essays on the topics of self-employment, happiness and international trade. Essay 1 studies how immigrant self-employment entry is affected by the local business cycle in Sweden. Using the unemployment rate at the local labour market level as a proxy for the local business cycle, our study shows that the self-employment entry behaviour for native men and immigrant men is negatively affected by the unemployment rate, except for immigrants from Middle East. However, such a negative effect is quantitatively weaker among the non-European immigrants. Further, the result shows that immigrants from the Middle East are positively affected by the unemployment rate, meaning they are more likely to be pushed into self-employment in recessions. For women, we also find the unemployment rate has a negative impact on the self-employment decision of native women and immigrant women, except for the Middle East group. However, compared with men, the quantitative size of the unemployment rate effect on self-employment is smaller among women, implying the less important role of business cycle in determining females’ entry into self-employment. Essay 2 investigates the non-pecuniary return of self-employment in China. The results show that the life satisfaction of self-employed men is significantly higher than that of wage-employed men; the life satisfaction of self-employed women is not statistically significant different from that of wage-employed women. Moreover, we show that the life satisfaction of self-employed men in the informal sector is significantly higher than that of wage-employed men in the formal sector. The life satisfaction of wage-employed men in the informal sector is not significantly different from that of wage-employed men in the formal sector. For women, we find that there is no significant life satisfaction disparity between workers in the formal and informal sector. Finally, our job satisfaction data also concludes that self-employment in China is not inferior to wage employment. Essay 3 evaluates how Swedish manufacturing employment is affected by the increasing import competition from China. The results show that the growth of manufacturing employment is not statistically significant affected by the increasing import competition from China. Moreover, in general, the increasing import exposure from China does not significantly affect the employment growth of non-manufacturing sector either. Regarding the earnings, the analysis shows that the low wage earners in the manufacturing sector is not significantly affected by the increasing import penetration from China while median and high wage earners are positively affected.
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An analysis of socio-economic factors on poverty in Nyakallong (Matjhabeng Municipality) / Sefako Samuel RamphomaRamphoma, Sefako Samuel January 2012 (has links)
The aim of this dissertation was to analyse the effect of socio-economic factors on poverty in Nyakallong. Nyakallong is a former Black township in the Free State Province of South Africa. The effect of the socio economic factors on poverty was analysed using an econometric model. The analysis was based on data collected by the researcher and three fieldworkers who conducted a survey of 412 households in Nyakallong in 2009. To calculate poverty rates and the effect of socio-economic factors, data relating to the area was used. Poverty was defined and then measured for the township, and the profile of both the whole and the poor population was determined. The following poverty lines are used in South Africa – PDL, MSL, MLL, SLL, HSL and HEL. The HSL, which is defined as an estimate of the theoretical income needed by an individual household to maintain a defined minimum level of health and decency in the short term, was used as a measure of poverty in the area. The headcount index, poverty gap ratio and the dependency ratio were also used to measure poverty. The headcount index was found to be 0.472 for Nyakallong, meaning that 47.2% of all household’s income is below their respective poverty line. Poverty rate in Nyakallong was found to be 48.5% which is almost similar to the poverty rate of 49.1% for the Free State province, while poverty rate in Kwakwatsi was found to be 62.1%. The analysis of the sources of income of the poor showed that government grants constitute 64% of household income, with the old state pension grant alone contributing 16% to household income for a poor family. In Kwakwatsi, government grants contributed 38.4% of poor household’s income, with the old state pension grant having contributed 40.6%. On average, the whole population has a monthly income of R2 938, 35 compared to R1 140 which is received by the poor population; while in Kwakwatsi, the poor population received a monthly income of R688 and the whole population received an average of R1401.01. The expenditure patterns for the whole sampled population show that 39.7% of household income goes to buying food, compared to 44.3% for the poor sampled population of Nyakallong. In Kwakwatsi, poor population spent 49.2% of income on food and the whole population spent 33.4%. In Nyakallong, 50% of the whole population and 53% of the poor population was found to be economically inactive. In Kwakwatsi, 44% of the whole population and 56% of the poor population was found to be economically inactive. The unemployment rate of the poor in Nyakallong is 95.6% compared to 69.9% of the whole population. In Kwakwatsi 86.9% of the poor population and 79% of the whole population were unemployed. The dependency ratio was found to be 6 among the poor population and 2 for the whole population of Nyakallong, while in Kwakwatsi it was found to be 7 among the poor population and 4 among the whole population. The study analysed the socio-economic determinants of poverty in the area. The data was evaluated using hypothesis testing for statistical significance of the parameters. It was established that there is a positive relationship between education and the poverty gap ratio although it is statistically insignificant. It was also found that there is an inverse relationship between employment and poverty ratio. This complies with theory. The results also showed a positive relationship between household expenditure and the poverty gap – this is what was expected, because expenditure is the reduction of resources. On gender, the results confirm the generally held hypothesis that female headed households are poorer compared to their male counterparts. The results show that poverty is high among female headed households compared to male headed households. Household size was measured by the number of people staying in a given house. The household size was found to range from one to eleven members per household. The average household size was found to be 4.2 in Nyakallong, 3.9% in Kwakwatsi and 3.4% in the Free State. Household size is an important variable in determining poverty – increasing the household size by 10% is likely to increase the poverty gap of the household by about 1%. This might seem not significant, but this is a result that must be noted and handled with caution. More people in households also mean more expenditure on food items, medical expenses, clothing and education. In order to reduce the level of poverty in Nyakallong, job creation and employment opportunities should be targeted. The nearby university of technology and FET College should inform learners at secondary schools about funds (NFSAS) available to help them in furthering their studies. Educators should also engage learners to realise the disadvantages of large household size. Large organisations such as ESCOM and Harmony Gold could help by means of skills development, especially among youth and females, in order to make them employable. Unemployment can also be reduced by putting back into operation the closed mine shaft and Allanridge Sanatorium hospital. A food garden community programme should be established in order to reduce the level of poverty. People who are involved should be trained on how to manage and develop the programme. / MCom, Economics, North-West University, Vaal Triangle Campus, 2012
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勞動參與的決定因素: 以台灣中年已婚男性為例 / Determinants of labor force participation: an analysis of older married men in Taiwan邱創毅, Chiu, Chuang Yi Unknown Date (has links)
近年來台灣面臨了人口高齡化的現象,有關中高齡人口的議題成為了學者與社會大眾關注的焦點,其中,自1988以來中高齡已婚男性勞動參與率至2008年為止已下降了約十個百分點,這個現象值得我們去深入了解。本篇論文主要在探討中高齡已婚男性勞動參與的決定因素,研究的資料來源為1988至2008年的人力資源及人力運用調查。其中,我選擇了55至64歲的已婚男性為對象,而總樣本數為51,730,本論文先以probit與bivariate probit模型估計每一個變數對中高齡已婚男性勞動決策的邊際影響效果,再以Oaxaca與DiNardo, Fortin, and Lemieux (DFL)分解模式,試著拆解每一個變數對整體中高齡已婚男性勞動參與率的影響性。
此篇論文著重在兩個主要變數對中高齡已婚男性勞動參與的影響:妻子的勞動參與以及地區性的失業率。近年來越來越多已婚婦女投入職場,我想了解婦女勞動參與率的上升,對整體丈夫勞動參與率的影響;另外地區的失業率是表現出地區勞動市場的重要指標之一,過去的文獻提到失業嚴重的地區可能使當地勞工失業後找不到工作,或使想進入職場的勞工卻步。此篇論文研究結果顯示妻子的勞動參與會顯著的影響先生對勞動市場去留的決定,妻子影響個人的勞動參與機率6~18%左右,而1%地區性失業率的上升,則是對個人的勞動參與機率下降的影響約1.5%左右。在1988年至2008年整體中高齡已婚男性勞動參與率的分解中,勞動參與率下降了3.5%(占整體變化40%),可歸咎於地區失業率的升高。而若妻子的勞動參與沒有提升,仍維持1988年的水準,整體丈夫的勞動參與率將會下降1%(占整體變化10%)左右,本論文認為若政府能維持良好的就業市場環境,將有助於提高中高齡已婚男性人口勞動參與的比率,進一步能有效提高勞動生產力及降低社會負擔。 / As the proportion of the old population increases in Taiwan, issues of older individuals’ behavior attract public attention. During 1988 to 2008, labor force participation rate of older married men declined over 10 percent. What can explain this decline? This thesis tries to find out the determinants of older married men’s labor force participation in Taiwan. I use the data from Manpower Survey and Manpower Utilization Survey from 1988 to 2008, conducted by Directorate General of Budget, Accounting and Statistics (DGBAS). The sample comprise 51,730 observations of married men aged 55-64. Older married men’s labor participation decision is treated as a dependent variable and estimates are made with a probit and a bivariate probit model. Decompositions with methodology of DiNardo, Fortin, and Lemieux (1996) and Oaxaca (1973) are conducted for explaining the decline in labor participation rate of older married men between 1988 and 2008. The results indicate that the increase in wives’ labor force participation increases husband’s likelihood of participation and prevents aggregate husbands’ participation rate from declining about 1 percentage point (-8 percent of total decline). However, regional unemployment rate negatively affects husband’s likelihood of participation and can explain at least 3.5 percent (40 percent of total decline) of the decline in husband’s participation rate. This thesis suggests the labor force participation rate could be stopped from declining if the government maintains good labor market condition.
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Nezaměstnanost a HDP - analýza vzájemných vztahů / Unemployment and GDP – analysis of mutual relationsKlimentová, Veronika January 2014 (has links)
The present thesis describes the relation of the gross domestic product and the unemployment rate by educational attainment. The analysis of relation between time series refers to data for the Czech Republic. The thesis is divided into four main chapters. The first chapter deals with the definition of the gross domestic product, the calculation method, the detection and the measurement. The following chapter is focused on the issue of unemployment. Both the chapters are supplemented by historical development of indicators in the Czech Republic. The last theoretical part presents the statistical methods used in the time series analysis. The fourth chapter provides the actual analysis of relations between the gross domestic product and the unemployment rate by educational attainment. The analysis is based on data for the period 1996--2014, which are quarterly seasonally unadjusted data.
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Nezaměstnanost v České republice a v zemích EU / Unemployment in Czech Republic and EURytíř, Michal January 2013 (has links)
Unemployment is a common phenomenon in economy. The unemployment rate is an indicator reflecting the economic situation significantly. Unemployment is followed by the public intensively and that is why it is an important political topic. To fight unemployment it is necessary to analyze its current state, development and estimated future prospects. This thesis is focused on analysis of the state and development of unemployment in the Czech Republic and EU. Its future development is estimated using the Box-Jenkins method.
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Starnutie pracovnej sily, nezamestnanosť a využitie nástrojov Age Managementu na príklade krajov Českej republiky / Population aging, unemployment and usage of Age Management tools on the example of Czech regionsVoskárová, Veronika January 2015 (has links)
The aim of the master's thesis is the analysis of unemployment of 50 and over years old population of the Czech Republic and the tools of Age Management which are used to improve conditions for groups that are defined on the basis of their age. The structure of the population is in detail described in terms of demography and economy in the thesis. To achieve all marked out objectives is made a graphic analysis of the unemployment rate of three specified age groups of the population in 2005 to 2014 up to the region level, which are divided into four groups according to economic prosperity and lagging regions. It is becoming more and more likely that we can expect increased numbers of employees 50+, and therefore government policy should pay sufficient attention to this group. We can assume that unemployment rate will continue to decline slightly, which also show forecasts of unemployment in the Czech Republic up to 2020.
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Návrh na snížení nezaměstnanosti v okrese Prostějov / Suggestion for Reduction of Unemployment in the District of ProstějovŠevčík, Michal January 2013 (has links)
This thesis is focusing on suggestions, which will lead to decrease in unemployment in the district of Prostějov. Unemployment is analysed by individual groups of population first and then are found out the problems of this labour market. Based on the analysis will be presented proposals to reduction of unemployment, which will be focused mainly on endangered groups of population.
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Návrhy na snížení nezaměstnanosti v okrese Chrudim / Suggestion for reduction of uneployement in the district of ChrudimVácha, David January 2008 (has links)
This diploma work deals with problem of unemployment in the region Chrudim, where analyzes problem of unemployment in the years 2003 – 2007. It includes analysis of unemployment structure in relation to age, aducation, state of health and unemployment lenght. This diploma work also includes proposed solutions and measures that could contribute to the reduction of the unemployment rate in the region Chrudim.
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