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題名:貨幣供給與進口物價對臺灣地區農工產品價格影響之長短期效果--共整合方法之應用
書刊名:農業經濟叢刊
作者:劉祥熹洪德佳
作者(外文):Liu, Hsiang-hsiHung, Te-chia
出版日期:2000
卷期:6:1
頁次:頁67-114
主題關鍵詞:貨幣供給進口物價農工產品價格共整合向量誤差修正模型Money supplyPrices of imported commodityPrice of agricultural and manufacturing productsCointegrationVector error correction model
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:10
  • 點閱點閱:26
     本文研究目的旨在探討臺灣地區的貨幣供給、進口產品價格與農業產品價格、製造 業產品價格相互影響的長期關系侑短期動態調整過程。根據本文實證結果顯示,長期下貨幣 供給增加若真的導致國內物價膨艱的現象,價此種物價持續上漲的現象,較可能是因農產品 價格而非製造業產品價格上漲所造成,此外,若長期下國內真有輸入性物價膨艱的問栽那麼 起因應是國內製造業產碞價格的上漲而非農業產品價格的上漲。在變數的短期動態調整方 面,根據實證結果,短期下貨幣供給的變動並不會對農、工產品的相對價格造成顯著的影響, 此外,導致農產品價格上揚的鋹要因素為其自身落後期價格的波動,而導致製造業產品價格 上揚的因素則為落後期的農產品價格及進口工業原料的與產品價格的上漲。
     This study tries to examine the impacts of changing money supply and prices of imported goods on Taiwan agricultural and manufacturing prices in the short- and long-run. The empirical results indicate that, in the long-run, if increasing money supply lends domestic price inflation, it is caused by the raising agricultural prices more than by manufacturing prices. If prices of imported products cause domestic price inflation, it is most taken into account by the raising prices of industrial commodities. In the case of short-run dynamic process, changing in money supply may not cause both the agricultural and manufacturing prices to boom, the raising prices of agricultural products is mainly due to the volatility of its lagged prices while the raising prices of manufacturing goods is most caused by the increases of lagged prices for agricultural commodities and the raising prices of imported material and goods.
期刊論文
1.胡士文、賴景昌、王葳(19970600)。貨幣政策、預期形成與農產品價格的動態調整。農業經濟叢刊,2(2),211-239。new window  延伸查詢new window
2.Toda, Hiro Y.、Phillips, Peter C. B.(1993)。Vector Autoregressions and Causality。Econometrica: Journal of the Econometric Society,61(6),1367-1393。  new window
3.Frankel, J. A.(1986)。Expectations and Commodity Price Dynamics: The Overshooting Model。American Journal of Agricultural Economics,68,344-348。  new window
4.Lai, C. C.、Hu, S. W.、Wang, V.(1996)。Commodity Price Dynamics and Anticipated Shocks。American Journal of Agricultural Economics,78,982-990。  new window
5.Johansen, Soren、Juselius, Katarina(1992)。Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK。Journal of Econometrics,53(1-3),211-244。  new window
6.Johansen, S.(1991)。Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Model。Econometrica,59(6),1551-1580。  new window
7.Granger, Clive W. J.(1986)。Developments in the study of co-integrated Economic Variables。Oxford Bulletin of Economics and Statistics,48(3),213-228。  new window
8.Nelson, C. R.、Plosser, C. I.(1982)。Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications。Journal of Monetary Economics,10(2),139-162。  new window
9.Phillips, P. C. B.(1987)。Time series regression with a unit root。Econometrica: Journal of the Econometric Society,55(2),277-301。  new window
10.Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。  new window
11.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
12.Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。  new window
13.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。  new window
14.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
15.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。  new window
16.Zivot, Eric、Andrews, Donald W. K.(1992)。Further Evidence on the Great Crash, the Oil-price Shock, and the Unit-root Hypothesis。Journal of Business and Economic Statistics,10(3),251-270。  new window
17.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
18.Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika,71(3),599-607。  new window
19.Saini, K. G.(1982)。The Monetarist Explanation of Inflation: The Experience of Six Asian Countries。World Development,10(10),871-884。  new window
20.Chambers, R. G.、Just, R. E.(1982)。An Investigation of the Effect of Monetary Factors on U. S. Agriculture。Journal of Monetary Economics,9,235-247。  new window
21.Belongia, M. T.、King, R. J.(1983)。A Monetary Analysis of Food Price Determination。American Journal of Agricultural Economics,65,398-399。  new window
22.Berrnett, R. C.、Bessler, D. A.、Thompson, R. L.(1983)。The Money Supply and Nominal Agricultural Prices。American Journal of Agricultural Economics,65(2),303-307。  new window
23.Banerjee, A.、Stock, J. H.、Lausdaine, R. L.(1992)。Recursive and Sequential Tests for a unit root: Theory and International Evidence。Journal of Business & Economic Statistics,10,271-287。  new window
24.歐興祥(1991)。高貿易開放度下之貨幣與進口價格對國內物價之影響的比較-臺灣經驗之探討。中央銀行季刊,13(3),34-57。new window  延伸查詢new window
25.李榮謙、林宗耀(1990)。貨幣控制系統之建立與執行。中央銀行季刊,12(4),30-67。new window  延伸查詢new window
會議論文
1.許振明、莊靜真(1995)。臺灣貨幣政策之探討-共積分析法之應用。沒有紀錄。1-29。  延伸查詢new window
研究報告
1.Rausser, G.(1985)。Macroeconomics of U. S. Agricultural Policy。Washington, DC。  new window
學位論文
1.洪德佳(1997)。貨幣供給及產品輸入與臺灣地區農工產品價格長短期關聯性之分析,0。  延伸查詢new window
其他
1.Hughes, D. W.,Penson, J. B., Jr.(1980)。Description and Use of a Macroeconomics Model of the U. S. Economy with Emphasizes Agriculture,0。  new window
 
 
 
 
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