https://scholars.lib.ntu.edu.tw/handle/123456789/90915
Title: | 臺灣養殖魚類市場整合研究─以吳郭魚為例 The Study of Taiwan's Aquaculture Fish Market Integration -- Tilapia as example |
Authors: | 陳政位 楊奕農 范宇平 莊雅男 |
Keywords: | 共整合模型;等值臨界模型;空間市場整合;Cointegration;Parity bounds;Spatial integration | Issue Date: | Jun-2002 | Journal Issue: | 28 | Start page/Pages: | 051-069 | Source: | 農業與經濟 | 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. |
URI: | http://ntur.lib.ntu.edu.tw//handle/246246/282201 http://www.airitilibrary.com/Publication/Index/1011520x-200206-201309240001-201309240001-51-69 |
ISSN: | 1011-520x | DOI: | 10.6181/AGEC.200206_(28).0003 |
Appears in Collections: | 農業經濟學系 |
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0028_200206_3.pdf | 10.23 MB | Adobe PDF | View/Open |
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