臺灣養殖魚類市場整合研究－以吳郭魚為例

The Study of Taiwan's Aquaculture Fish Market Integration-Tilapia as Example

陳政位(Cheng-Wei Chen) ； 楊奕農(Yi-Nung Yang) ； 范宇平(Yeu-Ping Fanh) ； 莊雅男(Ya-Nan Chuang)

《農業與經濟》 28期 (2002/06) Pp. 51-69

https://doi.org/10.6181/AGEC.200206_(28).0003

摘要

本研究主要目的在於應用新近發展的等值臨界模型，對於國內常見之養殖魚類－吳郭魚在臺北、臺中兩地魚市場進行空間整合檢定，並與另兩種市場整合檢定模型－Engle & Granger（1987）二階段共整合模型和Johansen（1988）共整合模型比較，希望藉此三種不同方法之比較，以了解吳郭魚是否在臺北、臺中兩地間存在資訊、物品自由流通，進而符合單一價格法則，達成空間市場整合，並推論市場間是否存有運銷障礙。根據本研究實證結果，吳郭魚於臺北、臺中魚市場間或市場內尚未發現有重大運銷障礙。比較共整合模型及等值臨界模型時可發現，前者在推論市場整合時並未考慮轉運成本，使得市場整合檢定結果有高估現象；而等值臨界模型則利用常態分配求取價差等於、小於及大於轉運成本等三種市場整合情況之機率值，應更能說明兩地市場整合情況機率，此與共整合模型檢定拒絕或接受僅兩種兩極化的結果相比較，其對市場間整合程度應可提供更多的資訊。

關鍵字

共整合模型 ； 等值臨界模型 ； 空間市場整合

並列摘要

The purpose of this article is to apply the parity bounds model testing aquaculture fish market integration in Taipei and Taichung. Using this result compares with Engle & Granger (1987) causality and Johansen (1988) cointegration so that we could understand the situation between of these two markets. If there are any restrictions between them. As a consequence of this empinical study, it seems market intergration. Compared with the parity bounds model, the cointegration approach would over-elvaluated the result of testing market integration. The parity bounds model proposed more information concerning market integration.

並列關鍵字

Cointegration ； Parity bounds ； Spatial integration

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