انتقال قیمت در بازار گوشت مرغ ایران: به‌کارگیری مدل مارکوف سوئیچینگ خودرگرسیو (MSAR)

نوع مقاله: مقاله پژوهشی

نویسندگان

1 دانشیار گروه اقتصاد کشاورزی، دانشکده کشاورزی، دانشگاه تبریز، تبریز، ایران

2 دانشجوی دکتری گروه اقتصاد کشاورزی، دانشکده کشاورزی، دانشگاه تبزیز، تبریز، ایران

3 دانشجوی دکتری گروه اقتصاد کشاورزی، دانشکده کشاورزی، دانشگاه تبریز، تبریز، ایران

چکیده

مطالعه حاضر به بررسی چگونگی انتقال قیمت گوشت مرغ در ایران می‌پردازد. برای این منظور از آمار هفتگی قیمت مرغ در کشتارگاه و قیمت جوجه یک‌روزه و قیمت کنجاله سویا در سال­های 1391-1386 استفاده شده است. با توجه به اینکه سری­های زمانی متغیرهای مورد مطالعه غیرخطی هستند، نمی­توان از مدل­های خطی برای آزمون انتقال قیمت استفاده کرد. بنابراین باید از مدل­های غیرخطی نظیر مدل­های آستانه­ای یا مدل مارکوف سوئیچینگ بهره جست. که به دلیل انعطاف­پذیری مدل مارکوف سوئیچینگ و اینکه انتقال رژیم­ها به صورت احتمالی و برون‌زا تعیین می­گردد، در این پژوهش مدل مارکوف سوئیچینگ به کار گرفته شده است. نتایج حاصل از برآورد مدل انتخابی (MSMAH(3)-AR(2)) با سه رژیم (کاهش قیمت، کاهش ملایم قیمت و افزایش قیمت) و دو وقفه نشان می­دهند که تمامی متغیرها معنی­دار می­باشند. انتقال قیمت نامتقارن بوده و افزایش قیمت نهاده­های تولیدی گوشت مرغ نسبت به کاهش قیمت نهاده­ها سریع­تر به قیمت گوشت مرغ منتقل می­شود. به احتمال 46 درصد شرایط کاهش قیمت بر گوشت مرغ حاکم خواهد بود، به احتمال 71 درصد قیمت گوشت مرغ افزایش می‌یابد. رژیم غالب اقتصادی رژیم کاهش ملایم قیمت است و از این رو به احتمال 90 درصد قیمت گوشت مرغ به طور ملایم در حال کاهش خواهد بود. با توجه به یافته‌ها پیشنهاد می‌گردد که سیاستگذاران بخش طیور عدم تقارن در انتقال قیمت در این بخش را در سیاستگذاری‌های خود مد نظر قرار دهند.

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