臺灣博碩士論文加值系統

本文以台灣農產品及所包含的小麥與玉米作為研究對象，進行進口價格匯率轉嫁之實證研究。資料期間為1996-2008年，分成月資料及季資料分別進行實證估計。研究結果顯示，當匯率變動後，對於農產品、玉米及小麥之進口價格轉嫁程度，在月資料方面，短期內皆為完全轉嫁，長期下則為接近零的部份轉嫁；然而，以季資料所估計的結果顯示，無論長短期皆為完全轉嫁，惟長期轉嫁效果較低。 此不一致的結果，可能是因為多數農產品每年僅收成一次，以致其進口價格無法經由較高頻率資料予以精確估計所致。

This thesis empirically examines the exchange rate pass through effects on Taiwan’s import prices of agricultural goods, wheat and corn. Applying both monthly and quarterly data, covering the period between 1996 and 2008, both short run and long elasticities of exchange rate pass through are estimated. The estimated results using monthly data are as follows: exchange rate pass through are complete in all three items immediately after the changes in exchange rates and fall gradually toward zero after 4 months. However, estimates using the quarterly data have shown complete pass through both in the short and in the long run with the estimates of long run elasticity are slightly lower than in the short run. The inconsistency could be due to the nature that most agricultural goods are harvested only once every year and hence higher frequency data are not capable of detecting changes in the imported prices.

目 錄
第一章　緒論 1
第一節　研究動機及目的 1
第二節　台灣地區農產品概述 4
第三節 研究架構 8
第二章　台灣地區農產品概況 9
第一節　台灣地區整體農產品及農產品進口概況 10
第二節　台灣地區玉米、小麥生產概況 19
第三節 小結 25
第三章 文獻回顧 26
第一節 理論文獻回顧 26
第二節 實證文獻回顧 29
第三節 實證模型架構 34
第四章　實證結果與分析 37
第一節　資料來源與基本統計 37
第二節　農產品實證分析結果 42
第三節　小麥、玉米實證分析結果 54
第五章 結論 76
參考文獻 78
附錄 81

表目錄
表 1 2004-2008年 台灣自世界進口農產品項下各產品之比重 5
表 2 各農作物佔整體農產品的比重 11
表 3 主要農作物的種植面積 12
表 4 農產品進出口貿易表 14
表 5 1996-2008年台灣自世界進口農產品項下各產品之比重 16
表 6 1996-2008台灣自美國進口佔從世界進口的比例 17
表 7 進口玉米、國產玉米概況表 20
表 8 進口小麥、國產小麥概況表 22
表 9 變數定義、代表經濟涵義與資料來源 39
表 10 月資料之各變數基本敍述統計表 40
表 11 季資料之各變數基本敍述統計表 41
表 12 農產品月資料原始值估計結果 44
表 13 農產品月資料差分值估計結果 46
表 14 農產品季資料原始值估計結果 49
表 15 農產品季資料差分值估計結果 51
表 16　小麥月資料原始值估計結果 56
表 17　小麥月資料差分值估計結果 58
表 18　小麥季資料原始值估計結果 61
表 19　小麥季資料差分值估計結果 63
表 20　玉米月資料原始值估計結果 66
表 21　玉米月資料差分值估計結果 69
表 22　玉米季資料原始值估計結果 71
表 23　玉米季資料差分值估計結果 74

圖目錄
圖 1 2004-2008 台灣自世界進口農產品之國家情況 6
圖 2 2004-2008 台灣自全世界進口小麥之國家情況 6
圖 3 2004-2008 台灣自世界進口玉米之國家情況 7
圖 4 1996-2008 台灣農產品進口價格走勢圖 18
圖 5 1996-2008 台灣自世界各國進口玉米比例圖 21
圖 6 1996-2008 台灣自世界各國進口小麥比例圖 23
圖 7 1996-2008 台灣進口小麥價格走勢圖 24
圖 8 1996-2008 台灣進口玉米價格走勢圖 25

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