當政府在下決策之前，必須先瞭解能源消費與經濟成長之間的因果關係，這是非常重要的一件事，本研究利用Chow檢定、單根檢定、共整合檢定、向量自我迴歸模型、向量誤差修正模型、Granger因果關係檢定、衝擊反應函數分析及預測誤差變異數分析來探討台灣與南韓這兩個相似的經濟體系國家，在1997年發生了亞洲金融風暴的前後，是否改變了能源消費與經濟成長之間的關係，亦即瞭解在發生風暴後的政策是否會改變。
經過一系列檢定的分析結果之後，發生亞洲金融風暴之前的結論與Masih and Masih (1997)的結論相同，在台灣的部份能源消費會影響GDP，但GDP不會影響能源消費的單向關係，而南韓的部份則是會互相影響的雙向因果關係。而經過亞洲金融風暴後的部份則是改變了台灣的因果關係，由原本的單向關係變化成能源消費與GDP之間是會互相影響的，但南韓的部份維持原本的雙向關係。

Before a government makes economic policies, it must first fully understand the causality between energy consumption and economic growth. This study uses Chow Test, Unit Root Test, Co-integration Test, Vector Autoregressive Model, Vector Error Correction Model, Granger Causality Test, Impulse Response Function and Variance Decomposition to examine whether the relationships between energy consumption and economic growth for Taiwan and Korea had changed after the Asian Financial Crisis of 1997, in order to understand whether their economic policies have changed in response.
Taiwan’s energy consumption and GDP had one-way effect – that is, her energy consumption affected GDP but not vice versa – while that of South Korea exhibited a two-way relationship. However, after the Crisis, such relationship for Taiwan had changed to that of two-way. The relationship between energy consumption and GDP for South Korea remained two-way after the Crisis.

論文審定書……………………………………………………………………………… i
誌謝 …………………………………………………………………………………… i i
中文摘要 ……………………………………………………………………………… iiii
英文摘要 ……………………………………………………………………………… iv
目錄 …………………………………………………………………………………… v
圖目錄 ………………………………………………………………………………… vi
表目錄 …………………………………………………………………………………vii
第一章、 緒論 …………………………………………………………………… 1
　第一節 研究背景 ……………………………………………………………… 1
　第二節 研究動機與目的 ……………………………………………………… 2
　第三節 研究資料 ……………………………………………………………… 5
　第四節 章節安排 ……………………………………………………………… 5
第二章、 文獻回顧 ……………………………………………………………… 7
　第一節 國外文獻之回顧 ……………………………………………………… 7
　第二節 國內文獻之回顧 ……………………………………………………… 10
第三章、 研究方法……………………………………………………………… 13
　第一節 Chow Test結構性改變檢定 ………………………………………… 14
　第二節 單根檢定(Unit Root Test) ……………………………………………17
　第三節 共整合檢定(Co-integration Test) ………………………………… 21
　第四節 自我迴歸模型與向量誤差修正模型………………………………… 24
　第五節 Granger因果關係檢定 ……………………………………………… 26
　第六節 衝擊反應函數分析與預測誤差變異數分解分析…………………… 27
第四章、 實證結果分析………………………………………………………… 30
　第一節 Chow Test結構性改變檢定結果 ………………………………… 30
　第二節 單根檢定結果………………………………………………………… 31
　第三節 共整合檢定結果……………………………………………………… 33
　第四節 自我迴歸模型與向量誤差修正模型檢定結果……………………… 36
　第五節 Granger因果關係檢定結果………………………………………… 41
　第六節 衝擊反應函數分析與預測誤差變異數分解分析結果……………… 43
第五章、 結論與建議…………………………………………………………… 50
　第一節 結論…………………………………………………………………… 50
　第二節 建議…………………………………………………………………… 52
參考文獻……………………………………………………………………………… 53

一、 中文部份
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2. 林受得(2006)，「電力消費與經濟成長之因果關係：台灣實證研究」，國立中興大學應用經濟研究所碩士論文。
3. 周梅菁(2011)，「二氧化碳排放量、能源消費與經濟成長之因果關係-以東亞國家為例」，國立成功大學交通管理科學研究所碩士論文。
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5. 陳和全(2006)，「結構轉變、能源消費、與GDP-再探討台灣」，國立高雄第一科寄大學金融營運研究所碩士論文。
6. 黃榮燦(1998)，「亞洲金融風暴」，台北，中華徵信所。
7. 楊嘉倫(2008)，「二氧化碳排放量與經濟成長之關聯性分析」，國立中興大學應用經濟研究所碩士論文。
8. 楊奕農(2005)，「時間序列分析-經濟與財務上之應用」，台北，雙葉書廊。
9. 潘咸良(1996)，「能源消費、經濟成長與二氧化碳排放之共整合研究」，國立成功大學資源工程研究所碩士論文。

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