臺灣博碩士論文加值系統

本研究主要分析緬甸國內稻米市場的價格傳遞，選取主要的六個稻米市場進行分析，研究期間為2009年4月第一週至2012年12月最後一週的稻米大盤價個的週資料，應用Engel-Granger(1987)所提出的兩階段共整合模型，探討緬甸稻米價格市場之長期均衡關係，並應用誤差修正模型(ECM)檢視其短期價格調整的速度是否會受到手機開放使用的影響。
實證結果：單根檢定顯示所有市場之稻米價格資料均為非定態的時間數列，經一階差分後呈現定態之數列。透過Engel-Granger的共整合模型的評估，結果顯示緬甸國內稻米市場均存在長期均衡關係。應用誤差修正模型(ECM)檢定的結果發現手機的開放使用會使得原本短期幾乎不調整的市場加快其短期調整的速度，亦即手機的開放使用對稻米市場價格的傳遞有正向的影響。

This study attempted to analyze price transmission of the domestic rice market in Myanmar. Six domestic rice markets were chosen and the weekly wholesale rice prices period from April 2009 to December 2012 were enclose. Engel-Granger (1987) two step co-integration tests were employed to examine the long run equilibrium of rice price markets and error correction model (ECM) were used to test open up the mobile phone use weather effects the short run adjustment or not.
Empirical results show that all of these time series are non-stationary in level price and stationary in fist different level were observe in unit root test. The outcome of Engel-Granger co-integration test displayedthat long run equilibrium are exist in all case of selected market pairs. In case of error correction model (ECM) exhibit open up mobile phone uses will accelerated the speed of short run adjustment, i.e. open up mobile phone uses have a positive effect in domestic rice price transmission.

Acknowledgments
摘要
Abstract
Contents
Chpater 1 Introduction 1
1.1. Motivation 1
1.2. Research Background 2
1.2.1. Myanmar rice policy market-oriented reforms 2
1.2.2. Rice Production 3
1.2.3. Rice Transport and Flow Direction 3
1.2.4. Rice Marketing 4
1.2.5. Market Information System 6
1.3. Chapter Arrangements and Study Process 8
Chpater 2 Literature Review 10
2.1. Findings of Major Studies Myanmar 10
2.2. Findings of Major Studies Other Countries 13
Chpater 3 Empirical Methods and Data 17
3.1. Introduction 17
3.1.1. Spatial Market Integration 17
3.1.2. Method to Test of Long Run Market Equilibrium 18
3.1.3. Test the Change of Short Run AdjustmentCaused by MMPP 18
3.2. Data 19
3.2.1. Data Collection 19
3.2.2. Data Description 22
Chpater 4 Empirical Results 24
4.1. Result for unit root test via Phillips-Perron (PP) 24
4.2. Engle-Granger test for co-integration 25
4.3. Testing for Speed of adjustment Coefficients from Error Correction Model (ECM) 32
Chpater 5 Conclusions 40
References 41
Appendix 44