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Please use this identifier to cite or link to this item: http://ntour.ntou.edu.tw:8080/ir/handle/987654321/29654

Title: 台灣石斑魚價格之共整合分析-ECFA關稅變動之影響
The Cointegration Analysis of Groupers Market Prices in Taiwan-Impacts of Tariff Changes after ECFA
Authors: Feng-Pen Su
蘇峰本
Contributors: NTOU:Institute of Applied Economics
國立臺灣海洋大學:應用經濟研究所
Keywords: 石斑魚;兩岸經濟架構合作協議;價格連動;共整合;向量誤差修正模型;衝擊反應;模擬;預測
Grouper;ECFA;price linkage;cointegration;VECM;impulse response;simulation;prediction
Date: 2011
Issue Date: 2011-11-23T02:44:54Z
Abstract: 石斑魚為台灣重要養殖水產品之一,其主要出口國為香港及中國大陸,兩地對石斑魚的需求極大;在加入ECFA關稅下降之後,可能會直接影響台灣對中國的出口市場價格,甚至可能影響到國內的批發價格。 為了解石斑魚價格之連動關係,以利決策者做出正確方針,適時採取相關措施因應,本研究利用2000年至2009年的月資料,分析台灣石斑魚價格在南部批發市場、中北部批發市場與活魚出口市場之共整合關係,進而探討ECFA簽訂後,關稅變動可能造成三市場價格之變動狀況為何 。 實證上運用Johansen共整合檢定發現,三市場之間存在穩定的長期均衡關係,進一步運用向量誤差修正模型探討短期失衡調整情形,另由衝擊反應分析得知,三市場之價格最終仍會回歸至長期均衡關係。最後發現加入ECFA後,關稅下降可能導致台灣石斑活魚出口價格上升或下降,並模擬出2010年至2012年三市場之價格預測值,關稅下降的影響隨著時間將減至趨近於0,在本文預測期之後(2012年以後),台灣石斑魚之南部批發價格趨勢是下跌走向,中北部批發價格趨勢是上漲走向,而活魚出口價格趨勢是平穩走向。
Grouper is one of Taiwan's major aquatic products, the main exporting countries is Hong Kong and China that both have great demand for grouper. Decline in tariffs after ECFA, may directly affect the price in the export market from Taiwan to China, and may even affect the price in the domestic wholesale market in Taiwan. The purpose of this paper is to test for the the price of grouper linkages among the wholesale market in southern Taiwan , north-central Taiwan and the export market of fresh grouper for the policy makers to make correct and timely response. Based on monthly price observations from 2000 to 2009.This study will analysis prices changes among three markets by decline in tariffs after ECFA. The empirical results showed there have a long-run price relationship among three markets by using Johansen cointegration analysis. The short-run price dynamics are measured using VECM (vector error correction model). The impulse response analysis showed prices among three markets will return to the long-run equilibrium relationship. Since the decline in tariffs after ECFA may lead to the export price of fresh grouper rise or fall in Taiwan, the predicted price from 2010 to 2012 among three markets was simulated. Impacts of tariff Changes after ECFA will be reduced tends to 0 over time, after the forecast period (2012), the wholesale price trend of grouper is down in southern Taiwan, but that is up in north-central Taiwan, and the export price trend of fresh grouper is stable.
URI: http://ethesys.lib.ntou.edu.tw/cdrfb3/record/#G0M98350008
http://ntour.ntou.edu.tw/handle/987654321/29654
Appears in Collections:[應用經濟研究所] 博碩士論文

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