주요 청과물 가격 추세 및 가격변동성의 특징 분석

• 영문명: Analyses on the characteristics of the trend and volatility of the major fruits and vegetables
• 발행기관: 한국농업경제학회
• 저자명: 황의식(Eui Shik Hwang) 안병일(Byeong Il Ahn)
• 간행물 정보: 『농업경제연구』53권 3호, 1~21쪽, 전체 21쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2012.09.30

영문 초록

This study analyzes the trend and volatility of the prices of cabbage, radish, red pepper, garlic, pear, apple , cherry tomato and water melon. The general price movement of these products shows rising trend. However, the trends of the prices of red pepper and pear are not estimated to be significant. This implies that producers of these products have experienced profit loss over the past 10 years, since product ion costs have continuously increased. The results of Quandt-Andrews break point test which is conducted for identifying the timing of the structural change of the prices and the estimation results of GARCH model indicate that the volatilities of the prices are rap-idly increased in recent years. This implies that there is an increased need for the policies that stabilize the prices of agricultural products. Estimation results of EGARCH model show that the price volatilities of radish, red pepper and garlic have been caused by the price increase, while those of cabbage, apple, pear , cherry tomato, water melon have been caused by the price de cline.

목차

Ⅰ. 서 론

II. 주요 청과물 가격 시계열의 특징 분석

III. 주요 청과물 가격 변동성의 특징 분석

IV. 요약 및 결론

키워드

price break point test GARCG EGARCH