| Summary: | 碩士 === 大葉大學 === 管理學院碩士在職專班 === 103 === This study aims to inverstigate the association between the factors of Macroeconomics and the total cost of the green soybeans and the prescision instruments expoeted to Japan, before and after Japanese 311 earthquake. This paper provides the methods of Unit Root Test, Vector Autoregression Model, Granger Causality Test, Co-intergreation Test and Error Correction Model to analyzes the causality relationship and the long-term and short-term equialibrium relationship of the variables of the study, the data collected from June 2004 to December 2013.
The results showed: First, in Granger Causality Test, 1. Before Japanese 311 earthquake, Japanese CPI was leading the total cost of green soybeans exported to Japan, the real effective was leading the total cost of the precision instruments exported to Japan and the industrial production for Taiwan and the total cost of the percision instruments were two-way causality relationship. 2. After Japanese 311 earthquake, the real eccective of the green soybeans and Japanese CPI were leading the total cost of green soybeans exported to Japan; the real effective and the industrial production for Taiwan were leading the total cost of the percision instruments exported to Japan. 3. During Japanese 311 earthquake, the real effective and Japanese CPI were leading the total cost of green soybeans exported to Japan; the real effective and the price of oil were leading the total cost of the percision instruments exported to Japan, and the industrial production for Taiwan and the total cost of the total cost of the percision instruments were two-way causality relationship. Second, in the Co-integration Test, there were four variables of long-term balanced relationship. They are as following: 1. During Japanese 311 earthquake, the total cost of green soybeans and the real effective 2. Before Japanese 311 earthquake, the total cost of green soybeans and the real effective; the total cost of green soybeans and the Japanese GDP; the total cost of green soybeans and the Japanese CPI.
|
|---|
