지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학위논문
- 저자정보
- 지도교수
- 남종오
- 발행연도
- 2015
- 저작권
- 부경대학교 논문은 저작권에 의해 보호받습니다.
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This study aims to analyze causalities among Hairtail prices by distribution channel using vector autoregressive model. This study, as analyzing methods, applies unit-root test for stability of data, Granger causality test to know interaction among Hairtail Prices by distribution channel, and vector autoregressive model to estimate statistical impacts among t-2 period variables used in model.
As analyzing results, first, ADF, PP, and KPSS tests showed that change rate of Hairtail price by distribution channel differentiated by logarithm was stable. Second, Granger causality relationship analysis showed that producer price of Hairtail led wholesale price and then wholesale price led consumer price. Third, vector autoregressive model showed that change rate of Hairtail producer price of t-1 period variables statistically, significantly impacted change rates of own price, wholesale price and consumer price of current period. Fourth, impulse response analysis indicated that impulse responses of structural shocks with the respectively distribution channel of Hairtail price were relatively more powerful in own distribution channel than in other distribution channels. Fifth, variance decomposition of producer price indicated that own price had relatively more powerful influence than wholesale price and consumer price. Wholesale price indicated that own price had relatively more powerful influence than producer price and consumer price. Consumer price indicated that own price had relatively more powerful influence than producer price and wholesale price.
As analyzing results, first, ADF, PP, and KPSS tests showed that change rate of Hairtail price by distribution channel differentiated by logarithm was stable. Second, Granger causality relationship analysis showed that producer price of Hairtail led wholesale price and then wholesale price led consumer price. Third, vector autoregressive model showed that change rate of Hairtail producer price of t-1 period variables statistically, significantly impacted change rates of own price, wholesale price and consumer price of current period. Fourth, impulse response analysis indicated that impulse responses of structural shocks with the respectively distribution channel of Hairtail price were relatively more powerful in own distribution channel than in other distribution channels. Fifth, variance decomposition of producer price indicated that own price had relatively more powerful influence than wholesale price and consumer price. Wholesale price indicated that own price had relatively more powerful influence than producer price and consumer price. Consumer price indicated that own price had relatively more powerful influence than producer price and wholesale price.
목차
Ⅰ. 서론 11. 연구배경 및 목적 12. 연구구성 및 방법 23. 선행연구 검토 4Ⅱ. 갈치의 생산·가격 현황과 유통구조 분석 71. 갈치의 생산·가격 현황 72. 갈치의 유통구조 10Ⅲ. 추정모형 141. 분석방법 142. 단위근 검정 153. 그랜저인과성 검정 184. 벡터자기회귀모형 195. 충격반응분석 206. 예측오차 분산분해분석 21Ⅳ. 실증분석 241. 자료 분석 242. 단위근 검정 263. 적정시차 선정 274. 그랜저인과성 검정 285. 벡터자기회귀모형 306. VAR모형의 안정성 검정 327. 충격반응분석 338. 예측오차 분산분해분석 38Ⅴ. 결론 43참고문헌 46
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