Time Series Analysis of the Relationship between Macroeconomic Factors and Fishery Products of Taiwan and China Exported to Japan

• Main Authors: Cheng, Kuanchih, 鄭觀止
• Other Authors: Lai, Wenquai
• Format: Others
• Language: zh-TW
• Published: 2012
• Online Access: http://ndltd.ncl.edu.tw/handle/23529256119274802855

碩士 === 大葉大學 === 會計資訊學系碩士班 === 100 === 　　Fishery products export from Taiwan and China to Japan is related to some macroeconomic factors, such as oil price, exchange rate and Japan’s GNP. Therefore, this study adopted vector Autoregression model, Granger causality test, cointegration test and error correction model as methods to examine the relation between fishery products export from Taiwan and China to Japan and the macroeconomic factors. Duration for the study was from March 2004 to December 2010. 　　Results of the study revealed that macroeconomic factors had different effects on fishery products export from Taiwan and China to Japan. First, exchange rate, the GDP of Japan and oil price are sequentially influencing Taiwan’s fishery product export to Japan. Second, the GDP of Japan and exchange rate are the factors in sequence affecting fishery products export from China to Japan. Third, causal relation test proved that exchange rate and oil price influenced Taiwan’s fishery product exported to Japan; on the other side, China’s fishery product exported to Japan is related to the GDP of Japan and exchange rate. The last, there is no significance in cointegration test and error correction model. In the end of this study, the author suggested further researches and advices for academics and practices.