음성 공판장과 제주축협 공판장 돼지 탕박 도매가격의 동태적 인과성 분석

• 영문명: (Dynamic Causal Relationship Among Eumseong, Jeju Pork and Jeju Black Pork Scalding Wholesale Prices)
• 발행기관: 한국농식품정책학회
• 저자명: 김원태(Won Tae Kim)
• 간행물 정보: 『농업경영.정책연구』농업경영·정책연구 44권 1호, 22~43쪽, 전체 22쪽
• 주제분류: 농수해양 > 식품과학
• 파일형태: PDF
• 발행일자: 2017.03.31

영문 초록

This study analyzed dynamic causal relationship among Eumseong pork, Jeju pork and Jeju black pork scalding wholesale prices. Two different methods were used for the stationarity test: (1) ADF, PP, KPSS test without considering breakpoint and (2) Zivot-Andrews test considering breakpoint. The three pork wholesale prices were found to be non-stationary and FMD shock did not affect non-stationarity of the three series. Although Eumseong pork, Jeju pork and Jeju black pork wholesale prices are non-stationary in levels, Johansen cointegration test and VECM (vector error correction model) showed that the three prices were cointegrated, which implied that there existed a long- and short-run equilibrium relationship among the three prices. Granger-causality tests showed that the Jeju pork prices had a strong causal effect on the eumseong pork prices, but there was not any causal relationship between the Jeju black pork prices and the Eumseong pork prices. Furthermore the variance of Jeju black pork wholesale prices was different from the that of Eumseong and Jeju pork wholesale prices, and both Jeju black pork. Therefore the Jeju black pork wholesale prices should be excepted from the national average pork wholesale prices.

목차

Ⅰ. 서 론

Ⅱ. 분석자료

Ⅲ. 분석방법

Ⅳ. 분석결과

Ⅴ. 요약 및 결론

참 고 문 헌

키워드

Pork Scalding Wholesale Prices Unit Root Test with a Breakpoint Johansen Cointegration VECM Granger Causality