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Student Number 93424007
Author Feng-Yi Kuo(郭鳳儀)
Author's Email Address No Public.
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Department Graduate Institute of Industrial Economics
Year 2005
Semester 2
Degree Master
Type of Document Master's Thesis
Language zh-TW.Big5 Chinese
Title The Threshold Effect of R&D and Productivity about Electronics Firms in Taiwan
Date of Defense 2005-07-21
Page Count 39
Keyword
  • productivity
  • R&D
  • spillover
  • treshold effect
  • Abstract This thesis attempts to focus on the relationship between the industrial expense on R&D and the productivity, and explore s the output performance by the threshold effect of industrial R&D. In terms of huge amount expensed by firms, it is worth to do research on the contribution which is made by such expenses to productivity. This thesis will use tracing information, within the data base of Taiwan Economic Journal, about listed electronic companies from the year 1992 to 2004 as a foundation of this thesis. In addition, this thesis will adopt the threshold model which has been published by Hansen (1999) to exam the threshold effect of the expenses which have been invested by firms and the contribution of such expenses to productive. 
    The practical result of threshold effect find four threshold values and four-areas threshold effect which are existing between the R&D and productivity of firms. The said four threshold values separately are 10.475324, 12.434587, and 14.301595. The research result of this thesis shows that the more investment put into R&D, the more productivity will increase. This result will provide firms the incentive to invest more in R&D.
    Table of Content 目  錄
    第一章  緒論 ………………………………………1
    第一節  研究動機與目的 ………………………1
    第二節  研究方法與資料來源 …………………1
    第三節  本文架構 ………………………………2
    第二章  文獻回顧 …………………………………4
    第一節  研究發展對生產力之影響 ……………4
    第二節  研究發展外溢效果 ……………………7
    第三章 模型設定與變數說明………………………12
    第一節 研發對生產力成長貢獻模型……………12
    第二節 知識資本存量衡量方法…………………13
    第三節 研發外溢效果衡量方式…………………13
    第四節  Hansen門檻模型………………………14
    第五節  資料來源與說明………………………25
    第四章實證結果分析……………………………30
    參考文獻………………………………………………36
    Reference 1.莊奕琦、許碧峰(1999),「研究發展對生產力的貢獻及產業間的外溢效果:台灣製造業實證」,經濟論文,第27卷,第3期,頁407-32。
    2.楊志海、陳忠榮(2002),「研究發展、專利與生產力—台灣製造業的實證研究」,經濟論文叢刊,第30輯第1期,頁27-48。
    3.蔡光第與楊浩彥 (1996),「多層次巢覆式R&D外溢效果與其對台灣製造業不同科技部門之貢獻」,經濟論文叢刊,第24輯第1期,頁29-59。
    4.Andrews, D.W.K., W. Ploberger (1994), “Optimal tests when a nuisance parameter is present only under the alternative,” Econometrica, 62, 1383-1414.
    5.Bernstein, J. I. (1989), “The structure of Canadian inter-industry R&D spillover and the rates of return to R&D,” Journal of Industrial Economics, 37, 315-28.
    6.Branstetter L.G.(2001), “Are knowledge spillovers international or intranational in Microeconometric evidence from the U.S. and Japan,” Journal of International Economics,53, 53-79.
    7.Bresnshan, T. F. (1986), “Measuring the Spillovers from Technical Advance: Mainframe Computers in Financial Services,” The American Economic Review, 76(4), 742-755.
    8.Brenner,M.S. and Rushton,B.M.(1989), “Sales Growth and R&D in the Chemical Industry.” Research-Technology Management, 32(2) 8.
    9.Chan, K. S.(1993), “Consistency and limiting distribution of the least squares estimator of a continuous threshold autoregressive model,” The Annals of Statistics, 21,520-533.
    10.Comin, Diego (2004), “R&D: A Small Contribution to Productivity Growth,” Journal of Economic Growth, 9(4), 391-421.
    11.Cockburn, I. and Griliches, Z. (1988), “Industry Effects and Appropriability Measures in the Stock Market's Valuation of R&D and Patents,” American Economic Review, 78(2), 419-423.
    12.Cuneo, P. and J. Mairesse (1984), “Productivity and R&D at the Firm Level in French Manufacturing,” in Z. Griliches, ed., R&D, Patents, and Productivity, University of Chicago Press, Chicago, IL.
    13.Davies, R.B. (1987), “Hyopthesis testing when a nuisance parameter is present only under the alternative,” Biometrika, 74, 33-43.
    14.Davies, R.B. (1977), “Hyopthesis testing when a nuisance parameter is present only under the alternative,” Biometrika, 64, 247-254.
    15.D’Aspremont, C. and A. Jacquemin (1988), “Cooperative and Noncooperative R&D in Duopoly with Spillovers,” American Economic Review, 78(5), 1133-7.
    16.Evenson, R.E. and Y. Kislve (1973), “Research and Productivity in Wheat and Maize,” Journal of political economy, 81, 1309-1329.
    17.Fazzari, S. M., R. Glenn Hubbard, B.C. Petersen (1988), “Financing Constraints and Corporate Investment,” Brookings Papers on Economic Activity, 0(1), 141-95.
    18.Gorg, Holger and Strobl, Eric(2005), “ Spillovers from Foreign Firms through Worker Mobility: An Empirical Investigation,” Scandinavian Journal of Economics, 107(4), 693-709.
    19.Goto, A and K. Suzuki (1989), “R&D capital, rate of return on R&D investment and spillover of R&D in Japanese manufacturing industries,” The Review of Economics and Statistics, 71(4), 339-374.
    20.Griliches, Z. (1964), “Research expenditures, education and the aggregate agricultural production function,” American Economic Review, 44, 961-974.
    21.Griliches, Z. (1986), “Productivity, R&D, and the Basic Research at the Firm Level in the 1970's,”  American Economic Review, 76(1), 141-54.
    22.Griliches, Z. (1998), “R&D and productivity: The econometric evidence,” NBER Monograph series. Chicago and London: University of Chicago Press, 382.
    23.Griliches, Z. (1998), “Productivity, R&D, and Basic Research at the Firm Level in the 1970s,” The Econometric Evidence, 82-99.
    24.Griliches, Z. and J. Mairesse (1979), “Issues in Assessing the Contribution of Research and Development to Productivity Growth,” The Bell Journal of Economics, 10(1), 92-116.
    25.Griliches, Z., J. Mairesse (1984), “Productivity and R&D at the Firm Level,” in Z.Griliches, ed., R&D, Patents, and Productivity, University of Chicago Press, Chicago, IL.
    26.Griliches, Z., J. Mairesse (1990), “R&D and Productivity Growth: Comparing Japanese and U.S. Manufacturing Firms,” in C.R. Hulten ed., Productivity Growth in Japan and the United States, University of Chicago Press, Chicago, IL.
    27.Hansen,B.E.,(1996), “Inference when a nuisance parameter is not identified under the null hypothesis,” Econometrica, 64, 413-430.
    28.Hansen, B.E., (1999), “Threshold effects in non-dynamic panels: estimation, testing, and inference,” Journal of Econometrics, 93, 345-368.
    29.Jaffe, A. B. (1986), “Technological Opportunity and Spillovers of R&D: Evidence From Firms’ Patents, Profits, and Market Value, The American Economic Review, 76(5), 984-1001.
    30.Kim, H. Y. (1992), “The Translog Production Function and Variable Returns to Scale,” Review of Economics and Statistics, 74(3), 546-52.
    31.Katz, M. L. and C. Shapiro (1985), “Network Externalities, Competition, and Compatibility,” American Economic Review, 75(3), 424-40.
    32.Levin, R. C. and P. C. Reiss (1984), “Tests of a Schumpeterian Model of R&D and Market Structure,” R&D, Patent and Productivity, University of Chicago Press, 175-204.
    33.Spence, M. (1984), “Cost Reduction, Competition, and Industry Performance,” Econometrica, 52(1), pp.101-122.
    34.Taionas, E.G., Christopoulos, D.K. (2003), “Maastricht convergence and real convergence: European evidence from threshold and smooth transition regression models”, Journal of Policy Modeling 25, 43-52.
    35.Tong, H. (1978), “On a Threshold Model in Patter Recognition and Signal Processing,” (ed. C.H. Chen). Amsterdam: Sijhoff and Noordoff.
    36.Tsai, K. H., J.C. Wang(2004), “R&D Productivity and the Spillover Effects of High-Tech Industry on the Traditional Manufacturing Sector: The Case of Taiwan”, World Economy, 27(10), 1555-1570.
    37.Uno, K. (1989), “Research and Development in an Input-Output Framework: A Methodological Exposition,” Measurement of Services in an Input-Output Framework, Amsterdam: North-Holland.
    Advisor
  • Jong-Rong Chen(陳忠榮)
  • Files
  • 93424007.pdf
  • approve immediately
    Date of Submission 2006-07-24

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