Volume 9 Number 2 Jun 2016 Published by Airiti Press Inc. Taipei office: 18F, No. 80, Sec. 1, Chenggong Rd., Yonghe Dist., New Taipei City 23452, Taiwan, R.O.C. International Journal of Intelligent Technologies and Applied Statistics Vo l. 9, No. 2 Jun. 2016 ISSN 1998-5010 Copyright © 2016 by Airiti Press Inc. All rights reserved. To subscribe write to: International Journal of Intelligent Technologies and Applied Statistics (IJITAS), 18F, No. 80, Sec. 1, Chenggong Rd., Yonghe Dist., New Taipei City 23452, Taiwan, R.O.C. Phone: (886) 2-2926-6006, Fax: (886) 2-2923-5151 E-mail:
[email protected] Printed in Taiwan. International Journal of Intelligent Technologies and Applied Statistics Vol. 9, No. 2 Jun. 2016 CONTENTS The Impact of Noise Traders on Macrodynamics 91 Panupong Sukkerd Do Copulas Improve an Eff iciency of Seemingly Unrelated Regression Model? 105 Pathairat Pastpipatkul, Paravee Maneejuk and Songsak Sriboonchitta Trade Offs of Income between Crops for Agricultural Purpose and Energy Purpose in a Community Level 123 Montri Singhavara, Aree Wiboonpongse, Yaovarate Chaovanapoonphol and Thaworn Onpraphai A Cluster Analysis of Bank Lending Behavior by Using Self-Organizing Map: The Case of Japan 145 Satoru Kageyama Examining Interdependencies among International Gold and 5-ASEAN Stock Markets through the Conditional Correlations 153 Giam Quang Do and Chaiwat Nimanussornkul Determinants of Green Cluster Supply Chain Adoption and Practice of Arabica Coffee Growers in Pang Ma-O and Pamiang Areas 169 Chanita Panmanee and Aree Wiboonpongse INTERNATIONAL JOURNAL OF INTELLIGENT TECHNOLOGIES AND APPLD IE STATT IS ICS VOL.9, NO.2 (2016) PP.91-104, DOI: 10.6148/IJITAS.2016.0902.01 © Airiti Press The Impact of Noise Traders on Macrodynamics Panupong Sukkerd* Faculty of Economics, Kasetsart University Sri Racha Campus, Chon Buri, Thailand ABSTRACT This study constructs a closed economy dynamic stochastic general equilibrium (DSGE) model with noise traders to study the processes of change which occur throughout stock market and macroeconomy.