بررسی اثر شوک متغیرهای کلان اقتصادی بر تجارت بخش کشاورزی

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشجوی دکتری گروه اقتصاد کشاورزی، دانشگاه پیام نور،تهران،ایران

2 استاد گروه اقتصاد کشاورزی، دانشکده اقتصاد و توسعه کشاورزی، دانشگاه تهران،‌ کرج، ایران

3 استادیار گروه اقتصاد کشاورزی، دانشگاه پیام نور، تهران، ایران

4 استادیار و عضو هیات علمی موسسه پژوهش های برنامه ریزی و اقتصاد کشاورزی، تهران، ایران

چکیده

کشورها با هدف توسعه تجارت و دستیابی به سهم بالا در اقتصاد جهانی، سیاست‌های تجاری متفاوتی را با در نظر گرفتن اثر تغییرات عامل‌‌های موثر بر تجارت اتخاذ می‌کنند. هدف پژوهش ﺣﺎﺿﺮ تحلیل ﭼﮕﻮﻧﮕﻲ واکنش تجارت بخش کشاورزی به عامل‌های موثر بر آن با استفاده از اطلاعات سال‌های 95-1360 و از طریق ﻣﺪل خود رگرسیون برداری (VAR) است. بنابر نتایج حاصل از تحلیل توابع واکنش، شوک‌های ناشی از حجم تجارت، ارزش افزوده و سرمایه‌گذاری بخش کشاورزی منجر به افزایش حجم تجارت بخش کشاورزی می‌گردد. در حالی‌ که واکنش حجم تجارت در این بخش نسبت به شوک‌های ناشی از نرخ ارز، نرخ تعرفه و رابطه مبادله بخش کشاورزی منفی است. به‌ طور کلی روند اثر شوک‌های ذکر شده در طول زمان کاهش یافته و به تدریج از بین می‌رود. یافته‌های تحلیل تجزیه واریانس نیز حاکی از آن است که در بلندمدت، شوک‌های ناشی از تجارت، ارزش افزوده، سرمایه‌گذاری، نرخ ارز، رابطه مبادله و نرخ تعرفه به ترتیب سهم 7/76، 3، 1/8، 4/5، 5/5 و 2/1 درصدی، در توضیح تغییرات تجارت دارند. 

کلیدواژه‌ها

عنوان مقاله [English]

The Impact of Macroeconomic Shocks on Agricultural Trade

نویسندگان [English]

  • Sepideh Nikravesh 1
  • Saeid Yazdani 2
  • Gholamreza Yavari 3
  • Mehdi Kazemnejad 4
1 PhD. Student Department of Agricultural Economics , Payame Noor University, Tehran, Iran
2 Professor, Department of Agricultural Economics and Development, University of Tehran, Karaj, Iran
3 Assistant Professor, Department of Agriculture, Payam Noor University, Tehran, Iran
4 Assistant Professor of Agricultural Economics, Ministry of Agriculture, Tehran, Iran
چکیده [English]

The majority of countries in order to develop their international trade and achieve a higher share in the world market, are adopting different trade policies with taking into account the effects of factors affecting on agricultural trade. The purpose of this study is to examine the effects of macroeconomics factors affecting on agricultural trade using a vector autoregressive model for years 1982 to 2016. The results indicate that a shock on variables such as agricultural value added and investment in agricultural sector have positive effects on agricultural trade. While exchange rate, terms of trade and tariff have negative impacts. The results also show that the short term impact of the study variables is significantly high but it is gradually reducing over time and in long term it becomes very low. According to the results obtained from the analysis of variance, in the long term, the shock from trade, value added, investment, exchange rate, terms of trade and tariff rate have 76.7%, 3%, 8.1%, 5.4%, 5.5% and 1.2% impact on agricultural trade respectively .

کلیدواژه‌ها [English]

  • trade
  • Value Added
  • Investment
  • Exchange rate
  • Tariff

مراجع

  1. Adhikari,B.) 2011.( FDI, Trade Openness, Capital Formation, and Economic Growth in Bangladesh: A Linkage Analysis. International Journal of Business and Management. 6(1). 16-28
  2. Aghanasiri, M. (2012). A review of the agricultural sector investment trend in four countries development programs. Journal of Economics, 12(4), 61-78. (In Farsi)  
  3. Arize, A.C., Malindretos, J. & Kasibhatla, K.M. (2003). Does Exchange-RateVolatility Depress Export Flows: the Case of LDCs, International Advances in Economic Research. 9(1). 7-19.
  4. Augustine, T., & Slottje, D. (2008). Exchange-Rate Volatility in Latin America and its Impact on Foreign Trade. International review of economics and finance.17(2008). 33-44.
  5. Bafandeh,S.& Rastin.M.(2013).The Impact of the Import Tariff Rate on Wood and Paper Industry Export.Monetary And Financial Economics.9 (22).100-131.
  6. Bakhshi, P., Raheli, H., & Ghahremanzadeh, M. (2016). The Impact of Oil Revenue Shocks and Exchange Rate Volatility on the Growth of the Agricultural Sector in Iran
  7. Jurnal of Agricultural Economics Research, 8(3), 101-122. (In Farsi)
  8. Chabokro,GH., Samadi,A.& Mosafaee.V.(2010).The Impact of Exchange Rate Shocks on Iran's Trade Balance, Journal ofEconomic studies,1(2),151-114. (In Farsi)
  9. Dehgan Harati ,A.,  Mehrabi Boshrabadi,H,&  Rahbar Dehghan,A.(2012). Survey the Effect of Financial and Taxation Policies on Agricultural Trade in Iran, The Journal of Planning and Budgeting,19(1):111-128. (In Farsi)
  10. Ebrahimi, N., Azarbayjani, K., & Tayebi, S.K. (2014).  The Impacts of Tariff and Non-Tariff Barriers on Manufacturing Trade in Iran Journal of Economic Modeling, 1(3), 1-24. (In Farsi)  
  11. Edwards,.S.(1997). Openness, trade liberalization, and growth in developing countries, Journal of Ecinomic Literature 31:135
  12. Edwards, S. (1988). Real and Monetary Determinants of Real Exchange Rate Behaviour: Theory and Evidance From Developing Countries. Natinal Bureau of Economic Research. Massachusetts Avenue Cambridge. 29. 311-341
  13. Fang, W., Lai, Y., & Miller, S. (2009). Does exchange rate risk affect exports asymmetrically?Asian evidence. Journal of International Money and Finance.28 (2009).215-239.
  14. Ferto, I., & Fogarasi, F. 2012. On trade impact of exchange rate volatility and institutional quality: the case of central European countries. Paper prepared for the 123rd EAAE Seminar, 23-24 Feb2012, Dublin .pp:1-13.
  15. Ghahremanzadeh, M., p               ishbahar, E.,& khalili, S     . (2016). The Effect of Macroeconomic Variables on Food Inflation in Iran: An ‎Application of Structural Vector Error Correction Model (SVECM)‎. Iranian Jurnal of Agricultural Economics and Development Research, 47(4), 773-784.(In Farsi)  
  16. Heidary, H., Davoodi, N,. & Pasha, M.(2014).The Effects of Reducing Agricultural Tariffs on Macroeconomic Variables(Using Global Trade Analysis Project).Journal of Agricultural Economics and Development.23(9). 308-318. (In Farsi)  
  17. Jayachndran,G. & seilan,A. (2010). A causal Relationship between Trade,foreign direct investment and economic Growth for india. international research journal of finance and economics,issue 42.
  18. Khan, I. U. &  Kalirajan, K. (2011). The impact of trade costs on exports: An empirical modeling. Economic Modelling, 28(3): 1341–1347.
  19. Kohansal,M., Shahnoushi, Ziaei.,Z .(2009).Examination the Impact of Public Infrastructure Investment in Iranian Agriculture Sector on Agriculture Productivity Growth. Jurnal of Development .15(17),79-97. (In Farsi)  
  20. Khosravi, M. & Mohseni, R. (2014). Investigating the effect of exchange rate uncertainty on trade balance of Iranian agricultural sector. Jurnal of Agricultural Economics, 8(2),69-86. (In Farsi)  
  21. Khosravi, M., Ahmadian, A. &  Esfandabadi, A. (2017). Simulating the Effects of Macroeconomic Shocks on Agricultural Sector: Dynamic Stochastic General Equilibrium (DSGE) model approach. Iranian Jurnal of Agricultural Economics and Development Research, 48(4), 573-587.(In Farsi)  
  22. Pesaran, H.M. & B. Pesaran (1997), Generalized impulse response analysis in linear multivariate models, Economics Letters 58 (1998) 17–29.
  23. Nikravesh, S., Yazdani, S., Yavari, GH., & Kazemnejad, M. (2017). The Growth of  Agricultural Sector and Marginal Propensity to Trade. Iranian Agricultural Economics Society, 11(4), 127-141. (In Farsi)  
  24. Noferesti,M. (2012). Unite Root in Econometrics,Publisher: Rasa
  25. Santos-Paulino, A. U., & Thirlwall, A. P. (2004). The Impact of Trade Liberalization on Exports, Imports and the Balance of Payments of Developing Countries, The Economic Journal, 114, 50–72.
  26. Sun, C., Kim, M., Koo, W., Cho, G. & Jin, H. (2002) The Effect of Exchange RateVolatility on Wheat Trade Worldwide, Working Paper, Center for Agricultural
  27. Souri, A. (2015), Econometrics(2). (4th ed.)
  28. Zamani, F., & Mehrabi Boshrabadi, H. (2012). An Investigation of the Foreign Exchange Shock Symmetry and Its Effect upon Export and Import of Agricultural Crops in Iran

Iranian Jurnal of Agricultural Economics and Development Research, 43(2), 165-174.(In Farsi)  

Zamani, F., & Mehrabi Boshrabadi, H. (2014). The Effects of Exchange Rate Volatility on Agricultural Trade in Iran. Jurnal of Agricultural Economics Research, 6(22), 13-28.(In Farsi)

تحقیقات اقتصاد و توسعه کشاورزی ایران
دوره 49، شماره 4
دی 1397
صفحه 573-586

فایل ها

هم رسانی

ارجاع به این مقاله

آمار