KlfeM DINH DONG UEN KET GltTA GIA CA PHE
VIET NAM XUAT K H A U VA GIA CA PHE THE Gl6]
,ri^-l^ GIAI DOAN 2008 -2014
Ngay nhan bai: 10//04'14 Nguyin Van Phuc Ngay nhan lai: 10'05'2014 Td Thi Kim Hon^
Ngay duyet dang: 07/07/2014
Bien ddng gid ndng sdn ludn Id di ldi dugc quan tdm cua nhieu nhd kinh te cung nhu nhirng nhd hogch dinh chinh sdch. Bdi viit ndy dua vdo kiem dinh tinh ddng lien kit cua gid ca phi Viet Nam xuat khdu vd gid cd phi thd gidi trong giai dogn 2008-2014. Kit qud cho cdc kit ludn nhu sau. Thiir nhdt, gid cd phe Viet Nam xudt khdu vd gid cd phi the gidi bien dgng rdt mgnh trong giai dogn ndy. the hien rui ro cao ve gid doi vdi ngudi trdng cd phi. Thu hai, nhin chung. gid cd phe xudt khdu Viet Nam bien dong ciing xu ihi vai gid cd phe the gidi, tdc la chung dong lien kit, neu gid the gidi tdng thi cd phe Viet Nam xudt khdu cung tang gid vd ngugc lgi. Thir ba. bien dp dao dpng cua gid cdphi Viet Nam cao han the gidi, hay ndi each khdc gid cd phe Viet Nam xudt khdu gap nhieu cu sdc han. Thu tu, dua vdo kit qud thdng ke tir kiim dinh Painvise Granger Causality, ket qud cho thdy la Viet Nam khong cd sdc mgnh thi trudng de tdc ddng den gid cd phi the gidi mac du Viet Nam dung thu hai thi gidi ve xudt khdu cd phi.
Tir khoa: Cd phd. gia ea phd. ddng lien ket.
ABSTRACT
Price fluctuation of agricultural commodities is always an issue of concern for economists and policy-makers. This paper conducts a cointegration test for Vietnam's coffee export price and world coffee price over the period 2008-2014. The conclusions are following.
First, coffee price fluctuations have been very high during this period, indicating very high risks for coffee farmers. Second, in general, there is cointegration between Vietnam's coffee export price and world coffee price. Third, Vietnam's coffee export price has been more fluctuating than world coffee price, indicating more shocks for Vietnam's coffee export. Fourth, based on Painvise Granger Causality test, it shows thai Vietnam has no market power over world coffee price although Vietnam is the second largest exporter of coffee in the world.
Keywords: Coffee, coffee price, cointegration.
' TS. Trudng Dgi hoc Ma TP HCM Email: m'phiic(q^ahooxom - ThS. Trudng Dgi hgc .Md TPHCM. Email: tolhikimhonga,gmaii.com
KINH Tf
1. Gidi thieu
Bidn dpng gid ndng san ludn la de tai dupc quan tam cua nhidu nha kinh t l ciing nhu nhimg nhd hoach dinh chinh sdch. Ndng ddn phdi ddi mat vdi cupc sdng khdng dn dinh khi gid cd bidn dpng thudng xuydn. Vi du nhu nam 2001, 14 ngudi Mexico tre tudi bi chk khi cd gang di cu vao My dk tim viec dupc cho la lien quan dgn gia ca phd th6 gidi bi giam (Greenfield, 2002). Nhung ngudi nay cung chi Id mdt sd it trong sd 300.000 ndng dan trdng ca phe phdi rdi bd trang trai cua minh de di tim viec khi hp thdt bai trong khiing hodng ngdnh ca phd nam 2000. 6 Viet Nam, bi6n dpng gid ndng sdn ciing gay rdt nhiku khd khan cho ndng dan. Khi gid mdt ndng san tang thi ndng ddn do xd di trdng de rdi sau do gia gidm thi thi nhau chat bd. Gia cd phe ciing da trai qua nhidu bidn dpng vd gia. Hien tai, Viet Nam diing thir hai the gidi ve xudt khdu cd phe (sau Brazil). Cdu hdi dat ra lieu gia ca phe Viet Nam xudt khdu ed bidn ddng nghidm trpng trong giai doan tii khung hodng tai chinh (nam 2008) d6n nay khdng? Gid cd phe Viet Nam
xudt khdu bien ddng nhu thd ndo so vdi gid ca phd thd gidi? La nudc xudt khau cd phe thii hai the gidi, vay gia ca phd xudt khau ciia Viet Nam cd anh hudng den gia the gidi khdng?
Bai viet su dung cac kidm dinh thong ke: kidm dinh ddng lidn kdt vd kidm dinh nhdn qud Pairwise Granger de xac dinh mdi quan he tuong hd giiia gid cd phe Viet Nam xudt khdu va gid ca phd the gidi de tra ldi cac cdu hdi trdn.
2. C a s a ly thuyet va p h u o n g p h a p nghien cuu
2.L Cff sd Iy thuyet
Theo Engle and Quagrainie (2009), mdi lien he giiia lupng cdu va gid ludn cd mdi lien he mat thiet va su bien dpng gia d thi trudng nay se tac dpng den gid can bang d thj trudng khac. Hinh 1 va Hinh 2 md ta sir dnh hudng lan nhau giiia hai thi trudng. Hinh 1 md ta su thay ddi ciing chieu vd gia giiia hai thi trudng;
Hinh 2 md ta su thay ddi nghich chieu vd gid giiia hai thi trudng.
Hinh 1. Moi quan he d^u vao
va san pham gdy ra mot sir bien ddi gia ciing chieu if hai thi trucrng
Trong ITnh vuc none nghiep. \di phan lich dong iien ket cho mat hang ca tu>et d chau Au. Asche \ a cac tac gia (2002) cung da chiing minh rang gia a nhiing thi irudng khac nhau thi chung bien dpng cimg hudny. Tac gia da xem \et gia iai cang cua ca tu\et c6 khu\nh hudng bien dpng cimg chieu \di gia tai thi trucmg xuat khau. Ben canh do nhirng nghien cinj cua Kinnucan and Miao (1999). Nguxen Minh Dire (2012) ciing ap dung phan tich chuoi thdt gian de phan ti'ch nhung tac dong lan nhau giua gia xuat khau \cri gia ban le trong chuoi gia tri ddi \di mat hang torn su.
Bai \iet na\ ciing sir dung each tuong tu de xac djnh sir tuong quan giira gia ca phe xuat khau cua \'iei Nam \ a gia ca phe the giai.
2.2. .\guon sd lieu
Sd lieu da dupc thu thap theo timg thang tir thang 1 nam 2008 den thang 4 nam 2014.
San pham duoc nghien ciiu la ca phe ngu\en lieu. Dir lieu theo thang ciia gia ca phe Viet Nam \ a the gidi dupc trich Ipc tir ngudn so lieu dupc cong bd cua Qu\ nen te qude te.
Hiep hpi ca phe the giai \ a Bo nong nuhiep \ a Phat trien Ndng thon.
2.3. Phinmg phdp kiim dinh Nhieu cdng trinh nghien ciru sii dung phuang phap hdi qui tu\en tinh doi \di dir lieu chuoi thdi gian. ket qua thudng khona dam bao thuoc tinh tTnh (slationar\) nen khona cho
ket qua chinli xac do mo hinh hoi qui uoc lupng dupc se bi hien tuong ru tuong quan trong sai so (Granger and New bold. 1974).
Nhiing nghien cim tiep theo nhu nghien cihi cua Von Cramon-Taubadel and Loy (1999) da phai trien nhimg phuong phap khac phuc sai sdt dua iren khai niem dong lien ket dupc phai trien boi Engle and Granger (1987) \a Johansen (1988).
Phuong phap phan tich thong ke ddng lien ket (co-integration) da dupc ap dung de phan tich ca trong ITnh \'irc \ I mo \ a vi rao.
Nghien cim tir san pham ca tu\dt. Asche \a cac tac gia (2002) cho rang gia d cac giai doan (thi trudng) khac nhau trong chuoi gia tri se cc khu\nh huong tha> doi cimg \cri nhau theo mot t\ le nao do. Cac tac gia ciing phat hien rang gia ca iu\dt khai thac dupc ban nga\ tai tau se thay doi ciing xu hudng vai gia ca tuyli a thi trudng noi dia \ a gia ca m\dt xuat kh^u:
Giap (2010) cung sir dung cac cong cu thong ke nay de kiem tra moi lien ket \ l aid siiia hai thi trudng ca nheo nuoi ao \ a ca nheo da ch^
biend Hoa K\.
Dua \ a o kiem djnh tinh dona lien V.k trong nghien cim nay niuc do bi^n dono ciia gia ca phe \'iet Nam xuat khau \a oja (|^| oji^
dupc du doan co mdi lien he d6nt! ijen^kS trong giai doan tir khung hoang d^n na\' (i008- 2014). Trong do mo hinh gia thiet nhu ^a ~.
KINHTf
PlS=f(P.orlii)
Trong dd, P\y: gid cdphi Viet Nam xudt khdu; P^t^rid- gid cdphi the giai
Tu ly thuyet eiia kidm dinh ddng lidn kdt, bai viet nay su dung phdn mdm Eviews dd tidn hdnh phdn tich sd lieu vdi edc ket qud dua vdo gia tri thdng kd P-value.
3 . Ket qua
3.1. Biin dgng gid cd phi Viet Nam xuat khdu vd gid cd phi thi gidi
Theo Hidp hdi ca phd Thd gidi (ICO), trong 20 nudc xudt khdu cd phd hang ddu thi Brazil Id nudc sdn xuat ea phe Idn nhdt thd gidi (vdi ty trpng 36% tdng sdn Iupng thd gidi), diing thii nhi Id Viet Nam (ty trpng 14%), thir ba Id Columbia (7%). Tuy nhien trong nhiing nam gdn day, Viet Nam cd tde do tdng trudng xudt khau cd phd cao nhdt thd gidi dat 13.9%. Thd gidi dang tidu thu hai loai ea phd chinh Id Robusta vd Arabica. Cd phe Robusta dupc trdng nhidu d Tay vd Trung Phi, Ddng Nam A, trong khi Arabica dupc trdng nhidu d Chdu My La-tinh, Ddng Phi. Mdi ngdy cd khodng 2,5 ty ly ca phe dupc tidu thu tren todn the gidi, nhirng quoc gia cd lupng tidu thu cd phd nhidu nhdt Id cdc nudc d bac Au nhu I Na Uy, Phdn Lan, Dan Mach, Thuy Dien. Kd I den ngudi ddn d vimg bdc My vd nam My
ciing tieu thu Iupng ca phe Idn (trung binh 6-9 kg/ngudi/nam). Giai doan gdn ddy xu hudng tieu thu cd phd tang d nhidu thi trudng.
Ndu xem xet giai doan bat dau khiing hodng kinh te tir nam 2008 cho den nay, gid cd phd Viet Nam va the gidi bien dpng lidn tuc qua cdc thdng. Ndu nhin vao Hinh 3. cd the thdy bidn dp bien dpng ciia cd phe Viet Nam cao ban gid cua the gidi. Gid cd phe Viet Nam xudt khdu dat miic eao nhdt vdo thdng 4/2014 (138.32 cents/lb ) vd d miic thdp nhdt 61.38 eents/Ib. Vao thang 4/2010 cd phd Viet Nam xudt khdu vd thd gidi deu bi mdt gid nghidm trpng do nhu cdu gidm manh. Tuy nhien giai doan sau dd, gid tang trd Iai vd vupt miic ban ddu do chinh phii tien hdnh thu mua tam trii ca phd vd vu thu hoach phdi tri hoan lai 1 thang do mua cuoi miia keo ddi. Tinh trang ndy tuong tu ddi vai gia cd phe the gidi (eudi nam 2010 va 2 0 I I ) , gid tang Id do mpt so nudc xudt khdu Idn bj dnh hudng bdi mua keo dai ndn thu hoach khan hiem. Trong khi cudi nam 2013, dupc xem Id tinh hinh xudt khdu khdng thudn Ipi do gid thdp, bien dpng nhieu, cung vupt cau, sdn Iupng ca phe toan the gidi nien vu 2012/13 la tren 153 tridu bao, deu cho nhu cdu tieu thu toan the gidi trong nam 2012 chimg 142 trieu bao. Do dd. thd gidi se cung cdp du thira ca phe, dieu nay se anh hudng den gid khdng chi ciia Viet Nam md ca the gidi.
Hinh 3. Su bidn dong gia ca phe Viet Nam va gia ca phe the gidi
r- o •
0 0 0 > - I O O O r H O O O ^ O O O i r H O O O ' - < 0 0 0 ^ 0 0 o o e o o o o o g i a i g i m o o o O ' - t - i ' - i i H f M r M r M r ^ m m r o r o ^ r j O O O O C J O O O ' - l ' - l ' H i H r - l ^ r t . H T - l ^ r t r H . H ^ . H . - l T - H ^ o o o o o o o o o o o o o o o o o o o o o o o o o o
The gidi gap khiing hodng tai chinh trong khoang thdi gian 2008-2011 khidii tinh hinb xudt nhdp khdu khdng kha quan, thi hidn qua gia cd phe gidm sut dang bdo ddng trong nam 2009 vd 2010. sau dd hdi phuc dan, tuy nhien vdo eudi nam 2013 cung co dpt rdt gia nhe uen thi trudng the gidi. Tinh den thdi didm thang 3-4 ndm 2014 gid dang tang nhe, gid ca phe Viet Nam xudt khdu (98.78 cents/lb) trong khi gid the gidi dat I08.35cents/lb. DiSu ndy dd thay rang gia cd phe bi anh hirdng rdt Idn ve thdi tidt, trong 3 thdng ddu nam 2014, thi gidi gap ban han nen gid cd phe tang.
Nhu vdy, gia ed phd xudt khdu Viet Nam va thd gidi bien dpng rdt manh trong giai doan
2008-2014. Dae bidt Uong giai do?n gdn ddy, gid cd phe ciia Viet Nam bidn ddng nhidu ban so vdi the gidi.
3.2. Kiem dfnh dong lien kit vi moi liin hi giira mirc dp bien dpng cua gid cd phi Viet nam xudt khdu va gid cdphi the gidi
Hinh 4 dudi ddy thd hidn miic dp bien ddng gid (phdn tram bidn ddng) cua hai chuoi sd lieu vd gid ea phd. Gid ea phd Viet Nam xudt khdu vd gid thd gidi bidn ddng quanh gia tri cdn bdng trong giai doan 2008-2012 vdi bidn dp dao ddng nhd, khdng vupt qud 0.15.
Tuy nhien vdo thdi didm gdn day nhdt ddu ndm 2014, bidn dp bien dpng nhieu, ddc biet gid xudt khdu cua Viet Nam tang cao vupt miic bien dp 0.6.
Hinh 4. Phan tram bien dong gia ca phd Viet Nam va gia ca phe the gidi
. "olliaydoigia'\'icl iiaiii
~ ~ " " "o ihny (16i cin the gioi
Neu xet tir thdi didm bat ddu giai doan khung hodng (2008) cho din hien nay (thang 4/2014), cd the phdn chia su lien kdt biln dpng giua gid ea phe Viet Nam xuat khdu vd gia thi gidi thanh 2 giai doan:
Viet Nam vd thd gidi cd cimg xu hudng ^ nhau. hay chung ddng lien kdt, ndu gia thi g tang thi ca phe Viet Nam xudt khdu ciing ta gid (dd thi 2) vd ngupe lai. Kit qua dupc tri bdy d bdng dudi ddy:
+ Giai doan I (tir nam 2008-2012), gia
Bang I. Ket qua kiem dinh ddng lien ket gia ca phe xudt khdu Viet Nam va gia ca phe the gidi giai doan 2008-2012
Unreshricted Cointegration Rank Test (Trace) Hvpothesized
No. of CE(s) Eigenvalue Trace Statistic
0.05
Critical Value Prob.*
i mill
None * At most 1
0.410024 0.048500
33.48863 2.883527
15.49471 3.841466
0.0000 0.0895 + Giai doan 11 (tir ddu nam 2013 cho
didn nay): thi su bien dpng gid ciia Viet nam va thd gidi khdng thdy ro xu hudng ddng lien kdt. Hay ndi each khdc, gia cd phd the gidi va
Viet Nam khdng bien ddng theo ciing mpt chieu hudng. Ket qua dupc trinh bay d Bdng dudi ddy:
Bang 2. Ket qua kiem dinh dong lien ket gia ca phe xuat khau Viet Nam va gia ca phe the gidi giai doan 2013-04/2014
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace No. ofCE(s) Eigenvalue Statisrie
0.05
Critical Value Prob.*
None At most 1
0.488615 0.137797
12.28347 2.223973
15.49471 3.841466
0.1438 0.1359
Trong giai doan gdn ddy. gid ca phe ciia Viet Nam cd liic tang rdt cao so vdi the gidi va cd Iiic gidm rdt nhidu so vdi gid thi gidi. Didu nay cho thdy su bat dn trong he thong thu mua vd xudt khdu cd phe cua Viet Nam. Hien tupng tranh mua tranh bdn cd the gdp phdn vdo su bdt dn nay.
Ngodi ra dua vao ket qua thdng ke tir
kiem dinh Pairwise Granger Causality, cho nhdn dinh ve su phu thude ciia gia cd phe Viet Nam ddi vdi gia the gidi, tuy nhidn chieu ngupe lai thi khdng cd, hay ndi each khae gid Viet Nam khdng lam thay doi gid the gidi (Bdng 3) mac dii hien nay Viet Nam la nudc xudt khau cd phe diing thii hai the gidi.
Bang 3. Kidm dinh nhan qua giira gia Viet nam xuat khau va The gioi
Null Hypothesis Obs F-statistic Prob.
WP does not Granger Cause VNP 75 15.056 0.000 VNP does not Granger Cause WP 75 0.342 0.711
Ket qua eho thay la Viet Nam khdng cd siic manh thi trudng de tdc dpng ddn gia ca phd the gidi. Do dd. chinh sach xudt khdu cd phd ciia Viet Nam la phai du dodn dupc thi trudng ca phd the gidi vd cd chinh sach thu mua. tam trii cho phii hpp.
4. Ket luan va de xuat
Kit qua phdn tich bien dpng gia ca phe xudt khdu Viet Nam va gia ca phe the gidi giai doan 2008- 2014 cd the riit ra cdc ket luan nhu sau. Thir nhdL gid ea phe Viet nam xudt khau vd gid ca phd the gidi bien dpng rat manh trong giai doan ndy. the hien nii ro cao ve gia ddi vdi ngudi trdng ed phe. Thii hai. nhin chung, gid ea phe xudt khdu Viet Nam bien
ddng cung xu the vdi gia ca phe the gidi, tiic la chiing ddng lien ket, ndu gid thd gidi tang thi ca phd Viet Nam xuat khdu ciing tang gia va ngupe lai. Thii ba, bien do dao dong ciia gid ca phe Viet Nam cao han the gidi, hay ndi each khac gid ca phe Viet Nam xudt khau gap nhieu cii soc han. Thii tu, ket qud cho thdy la Viet Nam khdng cd siic manh thi trudng de tdc dpng den gia ca phe the gidi mac dii Viet Nam diing thir hai the gidi ve xuat khau ca phe.
Tir cdc ket qud nghien cihi tren, bai viet gpi y giai phap nhu sau. Do gia dnh hudng den rdt nhieu khia canh ciia ddi song kinh te - xa hpi dac biet ddi vdi ndng ddn trdng cd phe.
Chinh phii nen didu tiet, tranh cu sdc cho gid
xuit khiu qua viec xem xet cung-ck tren the duoc phat buy de ho tro xuit khiu. trong do c6 gicri, trong do nen thuc hien chinh sach thu viec du bao tot hon diln bi^n gia ca ca phe th^
mua tam tra. D I lam t5t viec nay, can diu tu gioi. Ve lau dai, Viet Nam cin chuySn tir xuit them cong nghe - ky thuat cho viec cit trii ca khau ca phe tho sang xuit khiu ca phe chl phe, dilu nay cGng giup giiJ chat luong san bien de tranh bien dong gia bit lgi va thu dugc phim 6n djnh. Vai tro cua Hiep hgi ca phe can gia trj gia tang nhieu hon.
TAI LIEU THAM KHAO
1. Asche, F., Hartmann, J., Fofana, A., Jaffiy, S. & Menezes, R 2002, Vertical relationships in the Value Chain: An Analysis Based on Price Information for cod and salmon in Europe, SNF/Centre for Fisheries Economics. 2002-02.
2. Engle RF, Granger CWJ 1987, Co-integration and Error Correctlon:Represenlation.
Estimation and Testing. Econometrica 55(2): 251 -276.
3. Engle, C. and K. Quagrainie 2009, Aquaculture Marketing Handbook. Wiley-Blackwell Publishing Inc.
4. Granger, C. and P. Nevi'bold 1974, 'Spurious Regression in Econometrics', Joumal of Econometrics, 2: 111-120.
5. Greenfield, G 2002. Vietnam and the world coffee crisis: local coffee riots in a globd context. National coffee Growers Association (Anacafe).
6. Johansen, S., 1988. 'Statistical Analysis of Cointegrating Vectors', Journal of Economic Dynamics and Control, 12, 231.
7. Kinnucan H.W. and Y. Miaol999, Media-specific Rehims to Generic Advertising: The Case of Cafish, Agribusiness 15(1), p. 81-99.
8. Nguyen Minh Diic 2012, 'Tac dgng cua gia xuit khiu va gia ban ndi dia din gia ao nuoi torn - Mgt phan tich kinh te lugng cho torn su". Tap chi Khoa hoc Truang Dai hoc Ma TP HCM So 5(28), tr.28-38. e, . . . , 9. Nguyen Minh Due 2014. 'Price Transmission in the Value Chain of Hard Clam (Meratrix
lyrata) m Vietnam', Journal of Economic Development. University of Economics Hochiminh City.
10. Nguyen Van Giap 2010. Supply Response. Price Transmission, and Risk in the US Catfish Industry, PhD Dissertation. Auburn University.
11. Von Cmmon-Taubadel, S 1998, 'Estimating Asymmetric PriceTransmission with the Error Correction Representation: AnApplication to the German Pork Market', European Reviews of Agriccultural Economics, 25:1-18.
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