臺灣養殖魚類市場整合研究─以吳郭魚為例

Abstract

本研究主要目的在於應用新近發展的等質臨界模型，對於國內常見之養殖魚類－－吳郭魚在臺北、臺中兩地魚市場進行空間整合檢定，並與另兩種市場整合檢定模型－－Engle&Grnager (1987) 二階段共整合模型和Johansen (1988) 共整合模型比較，希望藉此三種不同方法之比較，以了解吳郭魚是否在臺北、臺中兩地間存在的資訊、物品自由流通，進而符合單一價格法則，達成空間市場整合，並推論市場間是否有運銷障礙。根據本研究實證結果，吳郭魚於臺北、臺中於市場間或市場內尚未發現有重大運銷障礙。比較共整和模型及等值臨界模型時可發現，前者在推論市場整合時並未考慮轉運成本，使得市場整合檢定結果有高估的現象; 而等值臨界點模型則利用常態分配求取價差等於、小於及大於轉運成本等三種市場整合情況之機率值，應更能說明兩地市場整合情況機率，此與共整合模型檢定拒絕或接受僅兩極化的結果相比較，其對市場間整合程度應可提供更多的資訊。

The purpose of the article is to apply the parity bounds model testing aquaculture fish market integration in Taipei and Taichung. Using this result compares with Engle&Granger (1987) causality and Johansen (1988) cointegration so that could understand the situation between of these two markets. If there are any restrictions between them. As a consequence of this empinical study, it seems market integration. Compared with the parity bounds model, the cointegration approach would over-elvaluated the result of testing market integration. The parity bounds model proposed more information concerning market integration.