本研究之目的係欲進行台灣1981年至2012年自然失業率的估計，並探討2000Q3失業率攀升現象是否源於經濟結構變動，自然失業率於此時點是否具有結構性轉變與恆久性增加，且探究影響自然失業率之主要解釋因素。
　　本文採用結構式向量自我迴歸（SVAR）模型與狀態空間（state space）模型估計。SVAR模型方面，利用失業率、實質GDP與CPI建構模型，導入三條Blanchard and Quah長期限制認定條件，離析各期自然失業率改變造成之結構衝擊，並藉長期衝擊反應函數累積法估計出持續達到均衡穩定狀態之自然失業率。狀態空間模型方面，首以逐次更新預測法進行通膨預測，試圖用非預期通膨捕捉名目變數對失業率的影響；進而加入多項影響景氣榮衰之實質面變數，以衡量景氣循環對失業率的影響，建構可觀測失業率與不可觀測自然失業率之關聯，並利用Kalman filter估計出自然失業率。
　　綜合實證分析，台灣1999Q2與2000Q2自然失業率具結構性變動，意味2000Q3失業率攀升確實起因於經濟結構有所轉變，且平均實質失業保險給付金、勞動生產力成長率、男性勞動參與率與青年勞動參與率為顯著影響自然失業率之解釋變數。運用狀態空間模型估計自然失業率結果較SVAR模型估計結果適切，兩模型進行迴歸分析，實證結果顯示估計之係數正負值皆符合理論預測方向。

第一章、緒論 1
第二章、文獻回顧 4
第三章、實證模型 7
第一節、SVAR模型建構 7
第二節、狀態空間模型建構 10
第四章、自然失業率之實證估計結果 12
第一節、資料敘述 12
第二節、SVAR模型估計程序與結果 13
第三節、狀態空間模型估計程序與結果 16
第五章、自然失業率之結構性轉變及其影響因素 18
第一節、自然失業率之結構性轉變分析 18
一、SVAR模型實證估計結果分析 18
二、狀態空間模型實證估計結果分析 21
三、自然失業率結構性轉變之模型檢驗 22
第二節、自然失業率之影響因素分析 24
一、SVAR模型實證估計結果分析 24
二、狀態空間模型實證估計結果分析 29
三、自然失業率影響因素之模型檢驗 30
第六章、結論 35
參考文獻 76
附　錄 80

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