碩士 / 國立中山大學 / 海洋事務研究所 / 100 / This study examines the non-linear cointegrated relationship between capture production and the El Nino/La Nina index using the quantile technique proposed by Xiao (2009). According to the annual sample data of 6 Major Fishing Areas in the Pacific Ocean from 1950 to 2008, our empirical findings provide strong evidence that the cointegrating coefficients follow a time-varying process. They also imply that most of these long-run relationships are influenced by potential shocks over time rather than from maintaining a constant effect consistently. Overall, the contributions of this study not only stresses the importance of the quantile property in cointegrated models, but also provides a viewpoint on the long-run approach that the overall El Nino and La Nina act as engines for capture production.
Identifer | oai:union.ndltd.org:TW/100NSYS5274005 |
Date | January 2012 |
Creators | Ting-An Liu, 劉庭安 |
Contributors | Chun-Ping Chang, Chyi-Lu Jang, 張存炳, 張其祿 |
Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
Language | en_US |
Detected Language | English |
Type | 學位論文 ; thesis |
Format | 36 |
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