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來源資料
頁籤選單縮合
題 名 | 臺灣食用油脂需求之共整合分析--以大豆油與菜籽油需求為例=A Cointergration Analysis of Demand for Edible Oils in Taiwan--According to Demand for Soybean Oil and Rape-seed oil |
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作 者 | 張世明; | 書刊名 | 大仁學報 |
卷 期 | 26 2005.03[民94.03] |
頁 次 | 頁49-66 |
分類號 | 482.4 |
關鍵詞 | 共整合; 油脂需求; 結構變動; 誤差修正模型; Cointegration; Demand for edible oils; Structural change; Error correction model; |
語 文 | 中文(Chinese) |
中文摘要 | 本研究針對臺灣食用油脂需求進行共整合分析,主要目的在於檢定民國73年第2季至92年第4季大豆油與菜籽油價何及需求量資料,是否具有平穩性質與長期均衡關係,利用單根檢定與Johansen共整合檢定法加以檢測。研究結果顯示自民國77年第3季國內油脂市場進口開放後,貿易自由化已經引起大豆油需求量減少、菜籽油需求量增加之結構變動。當其他條件不變之前提對,隨著國內大豆粉粕產量增加、所得提高及匯率變化,將導致大豆油與菜籽油之引申需求增加,其中以前一期之零售價格及匯率變化具有較大影響力。 |
英文摘要 | Based on cointigration analysis and quarterly data from 1984/II to 2003/IV, a long run equilibrium relationship over time was found to exist between prices and quantities demanded for soybean oil and rape-seed oil in Taiwan. By using unit-root test and the Johansen procedure, and latter result suggested that, trade liberalization had negative impact on demand for rape-seed oil. Suppose that other things being equal, as production of soymeal increased, national income tended to have risen and exchange rate had become more volatile, as a result of a exogenous demand shock, will cause the increase in derived demand for soybean oil and rape-seed oil, changes in these markets are induced by the first lagged price and volatility in exange rates substantially. |
本系統中英文摘要資訊取自各篇刊載內容。