請用此 Handle URI 來引用此文件: http://hdl.handle.net/11455/27382
標題: 越南稻米出口價,國內大盤價及產地稻穀價之關係
The relationship between export rice prices, wholesale prices, and farm-gate paddy prices in Vietnam
作者: 阮青松
Nguyen, Thanh-Tung
關鍵字: Granger causality test
因果關係檢定
Johansen co-integration test
VECM
FOB price
farm-gate price
wholesale price
rice export
共整合檢定
VECM
離岸價
產地稻穀價
大盤價
大米出口
出版社: 應用經濟學系所
引用: 中文文獻 李樹甘, 林志輝 (2005). “粵港經濟關係互為影響的實證分析” 。香港樹仁學院經濟學系 (Hong Kong Shue Yan College, Economics Department – Working paper series). 宋安德(2010)“臺灣稻米市場白米和稻殼價格互動之研究”。臺灣佛光大學 經濟學系碩士論文。 English literatures (1) Books Agifood Consulting International (2002). “Rice value chain study: Vietnam – A report prepared for the World Bank”. Dang Kim Son et al (2010), “Vietnam’s policy on paddy rice trade operation and development”, Institute of policy and strategy on agriculture and rural development Food prices, vulnerability and food security in Vietnam – A UN perspective (2008) Nguyen Duy Lam (2001). “Post-harvest research and development in Vietnam”. Vietnam Institute of Agricultural Engineering and Post-harvest Technology Nguyen Ngoc Que and Tran Dinh Thao (2003). “The overview of Vietnam’s rice industry”. (Working paper) Tran Van Khoi (2009). “An investigation research on paddy production cost in the Autumn paddy and Winter paddy in 2008 and Spring paddy in 2009 as a basic for policy making on paddy production. Department of Crops production, the Ministry of Agriculture and Rural development. Vietnam’s rice industry annual report 2008 and prospect 2009 (Agroinfo, 2008) (2) Journal Articles Atanu Ghoshray (2008). “Asymmetric adjustment of rice export prices: The case of Thailand and Vietnam”. International Journal of Applied Economics, 5(2),80-91 Chantal Pohl Nielsen (2003). “Vietnam’s rice policy: Recent reforms and future opportunities”. Asian Economics Journal 2003, Vol.17, No.1 Chang Yu-Hern and Chang Yu-Wei (2008). “Air cargo expansion and economic growth: Finding the empirical link”. Journal of Air Transport Management 15 (2009)264-265. Clemens Luts, Cornelis Praagman and Luu Thanh Duc Hai (2006). “Rice market integration in the Mekong River Delta”. Economics of Transition, vol 14(3), 2006, 517-546 Dickey, D., Fuller, W. A. (1979). “Distributions of the estimators for autoregressive time series with a unit root”. Journal of the American Statistical Association, 74(366), 427-431. Dickey, D., Fuller, W. A. (1981). “Likelihood ratio statistics for autoregressive time series with a unit root”. Econometrica, 49(4), 1057-1072. Engle, R. F., Granger, C. W. J. (1987). “Cointegration and error correction: Representation, estimation and testing”. Econometrica, 55(2), 251-276. Granger, C. W. J. (1988). “Some recent developments in a concept of causality”. Journal of Econometrics, 39(1-2), 199-211. Hal Ronald Varian (2009). “How to built an Economic Model in your spare time”. University of Michigan Press. Johansen, S. (1988). “Statistical analysis of co-integration vectors”. Journal of Economic Dynamics and Control, 12(2-3), 231-254. Johansen, S., Juselius, K. (1990). “Maximum likelihood estimation and inference on cointegration with application to the demand for money”. Oxford Bulletin of Economics and Statistics, 52(2), 169-209. Lee Chew Ging (2009). “The dynamic interactions between hotel room rates and international inbound tourists: Evidence from Singapore”. International Journal of Hospitality Management 29 (2010) 758-760. Le Quang Canh (2008). “An empirical study of Food demand in Vietnam”. ASEAN economics Bulletin Vol.25.No.3.pp283-92 Madanmohan Ghosh and John Whalley (2004). “Are price controls necessarily bad? The case of rice in Vietnam”. Journal of Development Economics 73 (2004) 215-232 Nghiem Hong Son and Tim Coelli (2002). “The effect of incentive reforms upon productivity: Evidence from the Vietnamese rice industry”. The Journal of development studies, Vol 39, No1,October2002, pp.74-93 Nicholas Minot and Francesco Goletti (1998). “Export liberalization and household welfare: The case of rice in Vietnam”. American Journal of Agricultural Economics, 738-749 Nicholas Minot and Francesco Goletti (2000). “Rice market liberalization and poverty in Vietnam”. International Food Policy Research Institute, Washington, D.C. Research report 114. Nguyen Van Luat et al (2001). “Rice Production and Export in Viet Nam”. Regional workshop on commodity export diversification and poverty reduction in South and South-East Asia (Bangkok, 3-5 April, 2001) organized by UNCTAD in cooperation with ESCAP. Pasquale Foresti (2007). “Testing for Granger causality between stock prices and economic growth”. Munich Personal RePEc Archive – MPRA paper No.2962. Romeo M.Bautista (1999). “The price competitiveness of rice production in Vietnam – Effect of domestic policies and external factors”. ASEAN Economic Bulletin Vol.16, No.1 Tian Yuehong (2007). “Cointegration analysis of the relation between direct financing and economical development”. College of Economy and Management, Henan Polytechnic University, P.R.C Tuong Nhu Che, Tom Kompas and Neil Vousden (2001). “Incentives and static and dynamic gains from market reforms: Rice production in Vietnam”. The Australian Journal of Agricultural and Resource Economics, 45:4, pp.547-572 Yoko Niimi, Puja Vasudeva-Dutta and L.Alan Winters (2004). “Storm in a rice bowl: Rice reform and poverty in Vietnam in the 1990s”. Journal of the Asia Pacific Economy 9(2), 2004:170-190 (3) Electronic Resources Tom Kompas (2002). “Market reform, productivity and efficiency in Vietnamese rice production”. International and Development Economics; http://www.crawford.anu.edu.au/degrees/idec/working_papers/IDEC04-4.pdf Vietnam Export Portal – Products introduction: http://www.vnex.com.vn/Default3.aspx?id=21
摘要: 越南因成為世界第二大米出口國而馳名。大部分越南農民生產大米但是貧窮率在此領域相當普遍,尤其是在提供90%大米出口總量的湄工河三角洲地區。此結果顯示出口稻米對於農民的受益並無法提高。這篇論文的主要目的是了解稻米出口價、國內大盤價及產地稻穀價之間的關係。這個研究使用5%去胚芽米和25%去胚芽米從2006年第17周至2011年第12周的周資料,並應用標準Granger因果關係檢定來分析越南的稻米出口價、國內大盤價及產地稻穀價之因果關係。結果指出25%去胚芽米價格是共整合於一個市場而5%去胚芽米價格顯著於兩個不同的市場(產地稻穀價-國內大盤價和國內大盤價-出口價)。Granger因果關係檢定的結果顯示此兩種稻米有着類似的結果。產地稻穀價和國內大盤價都Granger影響出口價但反向的關係不存在。此外,產地稻穀價Granger影響國內大盤價,反之亦然。此結果的意思是農民受益於大盤商而不是出口商。從共整合關係的結果暗示越南不應該集中於低品質稻米的出口(25%去胚芽米)而應該注重於更高品質稻米的出口。這會對農民受益於稻米出口。對於5%去胚芽米而言,從共整合關係的結果暗示國內大盤價對產地稻穀價和出口價扮演一個非常重要的角色。政府應該多加努力於政策的調整指在協調所得分配。
Vietnam has been well-known as the second largest exporter of rice in the world. Most of Vietnamese farmers take part in rice production but poverty rate is quite popular in this sector, especially in the Mekong river delta, where contribute about 90% of total volume of exported rice. It seems farmers' enjoyment is not adequate to their contribution. This thesis is motivated by curiosity on the relationship among the F.O.B prices and the wholesales prices and farm-gate prices. In other words, whether rice farmers get benefit from wholesalers and exporters? This research use the weekly data of 5% broken rice and 25% broken rice from the 17th week of 2006 to the 12th week of 2011 and apply the standard Granger causality test to analyze the causal relationship among FOB, wholesale and farm-gate prices in Vietnam's rice market. The results showed that the prices of 25% broken rice are co-integrated in one market while the prices of 5% broken rice present two market levels (farm-gate price - wholesale price and wholesale price - FOB price). Granger causality test indicated that both kinds of rice had similar results. Both farm-gate price and wholesale price Granger cause FOB price but not in the reverse direction. Besides, farm-gate price Granger causes wholesale price and vice versa. These results imply that rice farmers gain the benefit from wholesalers, not from exporters. The co-integration relation suggested that Vietnam should not focus much on exporting low quality rice (25% broken rice) but higher quality rice. This could help rice farmers get benefit from exporting rice. In the case of 5% broken rice, the co-integration relation pointed out that wholesale price plays a key factor between farm-gate and FOB prices. The Government should make more effort by changing the policies to reallocate the income distribution, especially the income of wholesalers. This maybe can help to promote the prices of 5% broken rice are co-integrated in the same market, then bring benefit to rice farmers.
URI: http://hdl.handle.net/11455/27382
其他識別: U0005-2007201102215200
文章連結: http://www.airitilibrary.com/Publication/alDetailedMesh1?DocID=U0005-2007201102215200
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