Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/28097
標題: 農產品躉售物價、消費者食品物價及貨幣供給量因果關係之研究
A Study on Causality among Agricultural Product Price、 Consumers'' Food Price ane Money Supply quantity
作者: 謝志忠
Hsieh, Chieh Chung
關鍵字: 因果關係;物價指數;f幣供給量;causality;money supply;price index
出版社: 農業經濟學系
摘要: 
在一個經濟體系下,總體經濟變數,諸如:
貨幣供給量﹑匯率乃至利率到底對農業部門之變數,諸如:價格﹑產量及
所得等有何影響?及如何影響?此類問題自1980年代起乃相繼引起經濟學
者及農經學者之注意與研究興趣。 本文為探討此類問題,採取貨幣
供給量﹑農產品躉售物價指數及都市消費者食品類零售物價指數之時間數
列資料,經對數轉換後,進行Granger 因果關係檢定,以釐清三個變數的
關係方向,及是否彼此影響呢?經過單根檢定確認對數轉換並經一階差分
後所得三個數列均具有穩定性,再以AIC 準則選擇不具有序列相關的適當
落後期數迴歸式進行因果關係檢定。得到的分析結果為:三個數列中貨幣
供給量和都市消費者食品類零售物價指數互有單向因果關係;農產品躉售
物價指數對都市消費者食品類零售物價指數具有單向因果關係;都市消費
者食品類零售物價指數對農產品躉售物價指數不具有單向因果關係。而貨
幣供給量對農產品躉售物價指數具有單向因果關係,農產品躉售物價指數
對貨幣供給量不具有單向因果關係。

Is there any affection from macroeconomic variables(ex:money
supply, foreign exchange rate and interest rate...) to
agricultural department variables(ex:agricultural price,
agricultural product quantity, farmers'' income) ? How do
they affect agricultural department ? These problems are
interesting to economic and agricultural economic scholars in
1980s''. This article adopts money supply , agricultural
wholesale prices index , and urban''s consumers'' retail price
index time series data in order to survey this problem. We
transform the time series data to natural logarithm time series
andto test Granger'' causality so as to survey the causality
relationship. We get the following results: 1.The logarithm
time series data will be stationary after differenced once.
It is an I(1) time series. 2.Money supply and urban''s
consumers'' retail price are mutual causality relationship.
They will feed back to each other. 3.Agricultural wholesale
product price is unique direction to urban''s con- -sumers''
retail price. On the contrary, it will not be true. 4.Money
supply is also unique direction to Agricultural wholesale
product price. On the contrary, it will not be true.
URI: http://hdl.handle.net/11455/28097
Appears in Collections:應用經濟學系

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