本文分成兩個部分探討失業者的工作搜尋決策，第一部分利用遞延選擇權模型模擬市場景氣、預期工作機會出現機率、不確定性等因素對失業者工作搜尋決策的影響。第二部份利用2006年至2010年主計處的「人力資源調查」及「人力運用調查」資料從事實證分析。本文從實證分析中驗證以下的模擬結果：一、市場上的工資波動率與失業者的保留工資有正向關係，與移轉到就業的機率有負向關係。二、失業者對工作機會出現機率的預期較高時，擁有較高的保留工資，移轉到就業的機率較低。另外，學習速度較快的失業者在搜尋工作的過程中會以較快的速度下降保留工資，移轉到就業的機率較高。三、失業者對於工作搜尋報酬的不確定程度較高時，擁有較低的保留工資，移轉到就業的機率較高。

This thesis consists of two parts. The first part is devoted to applying a real option approach to simulate the impacts of market prospect, expected offer arrival rate, and uncertainty on job search decisions. The second part provides an empirical illustration to validate the simulation results by using unemployment data from the 2006-2010 Taiwan Manpower Utilization Survey. The main findings of this thesis can be summarized as follows: (i) The wage volatility is related positively with the reservation wage of the unemployed, but inversely with the transition probability into employment. (ii) If a rising offer arrival rate is expected, the unemployed increase reservation wages and thus decrease transition probabilities. Furthermore, higher learning speed acts to intensively lower the reservation wage. (iii) When the degree of payoff uncertainty is higher, the unemployed decrease reservation wages and thus increase transition probabilities.

中文摘要…i
英文摘要…ii
圖表目次…iv
第一章 緒論…1
第一節 研究背景…1
第二節 研究目的…4
第二章 文獻探討…7
第一節 實質選擇權在個人決策的應用…7
第二節 工作搜尋與個人決策…11
第三節 工作搜尋的相關實證研究…16
第三章 研究方法…19
第一節 選擇權評價模式…19
第二節 樣本及變數說明…30
第三節 實證分析方法…37
第四章 選擇權價值模擬…41
第一節 市場景氣的影響…41
第二節 工作機會的影響…44
第三節 不確定性的影響…47
第五章 實證分析…49
第一節 預測實證結果…49
第二節 保留工資線性估計…51
第三節 失業期間存活分析…54
第六章 結論…57
參考文獻…59

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