糧食是人類能否安生立命的重要項目。隨著越來越全球化，各國的貿易分工也越來越明顯，糧食的價格受到運輸的成本大幅增加，使糧價與油價之間存在因果關係。但過去的文獻大多只考慮單一或少數幾個國家的時間序列研究，幾乎沒有全球性的長期資料探討與研究，且得到的結果也都南轅北轍。因此本文利用全球長期資料建立各國的追蹤資料，進行油價對糧價影響的分析。本文也將國家進一步分成糧食的進口國與出口國，並觀察油價在不同糧食供需型態國家的差異。此外，文獻上也缺乏考慮油價與糧價互為因果的內生性偏誤，本文利用工具變數法進行內生性偏誤修正。實證結果發現，在修正內生性之後，2006年之後油價對糧價的影響較2006年以前不顯著，與文獻結果不同。另外，替代性油品的出現反而讓進口國的糧價在2006年之後與油價呈現負向關係。

Food is important for human beings living. With the globalization, the division of trade between countries becomes more and more significant. The prices of food is greatly suffered with the transfer cost of transportation, so that leading a causality of food price and oil price. However, most previous literature only considered time series analysis for one or just a few of countries, and their results were quite different. In this study, we use a global collection and long-term cross sectional country data to establish a panel data to re-examine the impact of oil prices on food prices. We group the countries by food importing and exporting and also consider the endogeneity between oil price and food price which were ignored in literature. By using an instrumental variable regression estimation, our empirical results show that the effect of oil price on food price after 2006 is not significant relative to that before 2006, which is quite different with the results in literature. In addition, due to the possible situation of the alternative oil products increasing, the food price in the importing countries are negatively correlated with the oil price after 2006.

目錄

第一章 緒論	1
第一節 研究動機	1
第二節 研究方法	6
第三節 章節架構	8
第二章 文獻回顧	9
第三章 資料與變數說明	12
第一節 資料來源	12
第二節 變數說明	13
第四章 實證方法	16
第五章 實證結果分析	18
第一節 全部樣本的估計結果	18
第二節 進出口國的估計結果	19
第三節 小結	21
第六章 結論	22
參考文獻	24

圖目錄
圖1: 全球營養不良人口分布圖 (1991, 2001, 2011)	2
圖2: 全球女性肥胖分布圖 (1991, 2001, 2011)	3
圖3: 全球男性肥胖分布圖 (1991, 2001, 2011)	4
圖4: 布蘭特原油價格時間趨勢圖	                7
圖5: 世界糧食價格指數時間趨勢圖(資料來源: FAO)	7

表目錄
表 1: 全部樣本敘述統計分析	27
表 2: 糧價自我相關檢定	28
表 3: 油價對糧價影響的迴歸結果(全部樣本)	29
表 4: 2006年之前油價對糧價影響的迴歸結果(全部樣本)	30
表 5: 2006年之後油價對糧價影響的迴歸結果(全部樣本)	31
表 6: 油價的預測估計式__考慮內生性的第一階段迴歸(全部樣本)	32
表 7: 油價預測值對糧價的影響__考慮內生性的第二階段迴歸 (全部樣本)	33
表 8: 油價對糧價影響的迴歸結果(進口國)	34
表 9: 2006年之前油價對糧價影響的迴歸結果(進口國)	35
表 10: 2006年之後油價對糧價影響的迴歸結果(進口國)	36
表 11: 油價的預測估計式__考慮內生性的第一階段迴歸(進口國)	37
表 12: 油價預測值對糧價的影響__考慮內生性的第二階段迴歸 (進口國)	38
表 13: 每年油價對糧價影響的迴歸結果(出口國)	39
表 14: 2006年之前油價對糧價影響的迴歸結果(出口國)	40
表 15: 2006年之後油價對糧價影響的迴歸結果(出口國)	41
表 16: 油價的預測估計式__考慮內生性的第一階段迴歸(出口國)	42
表 17: 油價預測值對糧價的影響__考慮內生性的第二階段迴歸 (出口國) 
        43
表 18: 全部樣本實證結果彙整	44
表 19: 進出口國實證結果彙整	44

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