فهرست مطالب حبیبه شرافتمند

Tea is one of strategic products in north of Iran with a history of 120 years. However, Per capita consumption of tea in Iran from 1977 to 2016 reached from 2.1 kg to 5.1 kg. Increasing consumption lead to accurate estimation of tea demand and supply and would help to adopt effective policies.

annual prices and demand data is used for estimation Threshold regression model. The supply elasticities are calculated by original Nerlovian partial adjustment framework.

The Hansen test showed that per capita income had two regimes (one threshold) in this study. The level of income threshold is about 20 million rials. This study, with the estimation of nonlinear structure in tea demand, showed that, income elasticity for both high and low income level is positive and significant

For low-income groups, tea is an inelastic and essential commodity that tends to become more elastic as income increases. Income elasticity of demand is positive and significant for both high and low income groups. The results showed that the possibility of increasing production by increasing the cultivation area is limited.

Rice is one of the most important and strategic cereal in human consumption. Because of population growth and instability in rice price, household’s rice demand subject is important. This study investigate the effect of price and income changes on rice consumption in different level (threshold level) of income. This paper uses time series data from 1991-2014 and two regime threshold regression model. This paper with exploring nonlinearity in the rice demand structure shows that income elasticity for the income level less than 15 Million Rial is positive and negatively significant income elasticity for the income level greater than 15. Results of price elasticity shows that it is constant to -0.25 for all income level. This paper suggests the use of threshold regression may be necessary in situation of changing demand structure.

Agricultural prices are one of the most important tools for resource allocation in an economy. Evidence suggests that, agricultural prices in comparison with other goods prices have more volatility. If these volatility leads to asymmetric price transmission, this subject will be very important. In other words, if changes in the market price are not absolutely transferred between levels, asymmetric price transmission has occurred, which is leading to increased marketing margin. Price transmission in different market levels related to the marketing efficiency, which also affected the welfare of producers and consumers. Dates, among all horticultural crops, with a share of 10% of the planted area in our country, after the pistachios and grapes were located in the third highest level, and with 6.5 percent of the total horticulture products after grapes, apples and oranges, are in the fourth highest level. Iran Dates from global production share is 14% in 2012. Despite of important Dates, Dates producers, suffer from volatility and low price of this product. Dates owners considerable expenses for crop production, including purchasing, supply of fertilizers and pesticides, irrigation (water and electricity costs) and the cost of labor in planting and harvesting spent, but in most cases they not only benefit from production, but also sell it below cost. According to the phenomena that Dates owners are not marketed through cooperatives, so farmers are the victims and intermediaries benefited. In such an environment, the marketing of dates, have a significant impact on how prices transmitted. In policy debates, asymmetric price transmission is a phenomenon that arises from imperfect competition in the market and it would be imposing additional costs to consumers. Having this information will help policy makers to adopt the correct policies.
To achieve the aims of this study which determines the mechanism of price transmission in dates market bivariate GARCH model was used. Developments of ARCH and GARCH models take into account the nature of the phenomenon Volatility in financial and prices error component regression equations. ARCH model was first introduced by Engle and augmented GARCH model was first introduced by Bollerslev. Due to Conditional variance Heteroscedasticity, ARCH and GARCH models are widely used but little attention has been to this interaction. For this purpose, bivariate GARCH models developed. This study determined the mechanism of price transmission in date's market, over the period 1361: 1-1391: 4 with Diagonal VECH Bivariate GARCH model.
With the implementation of augmented Dickey-Fuller test, it was found that the time series producer price index and the consumer price index over the period 1361:1-1391:4 are stationary in first difference. In this study, also Hegy test used for stationary of variables. In this test the unit root hypothesis tested with different periods (for the monthly data used in this study up to 12 repetitions will examined). Next, Johansen co-integration test results showed that there was a long-term relationship between the producer price index and the consumer price index. Granger causality test results indicated that there was a one-way causal relationship from consumer price index to producer price index. The results of this study indicated that the producer price index volatility with one lag has a positive and significant impact on its current volatility. As the results indicated, the covariance coefficient is statistically significant, indicating the volatility spillover between the two levels of the market. The spillover of volatility indicated uncertainty in the retail market and in producers market. The results also indicated that a one unit increase in the consumer price index cause an increase in producer price index less than unity (0.003).
the price transmission in Dates market is incomplete. So it is recommended to policy makers and government for reducing price risk and producers stabilize income, perform market regulation policies and protection policies like as steward devices on the market to buy dates at harvest time and, it needed structural support like appropriate and timely packaging and ware housing which Can lead to an increase in the welfare of producers and consumers as well as reforms in incomplete dates market.

Agricultural activity is full of risks. In this activity, various natural, social and economic risks have created a fragile and vulnerable situation for producers. Price risk in agricultural products has caused financial problems for many producers and farmers. To deal with these price risks and price fluctuations, there are a variety of tools. This study focused on futures markets instruments as risk management tools for date's price risks. This study uses monthly futures prices of dates and using mean-variance framework, the optimal hedge ratio with OLS method would determined. Due to The conditional variances autocorrelated in residuals in regression models time varying hedge ratios with Bivariate GARCH models is determined. Bivariate GARCH model is used in this study to determine hedge ratios. Therefore, first the time varying conditional variance covariance matrix with using multivariate models based on heterogeneous variance BEKK (1, 1) is estimated. Then, using the results of this matrix, the optimal time varing hedge ratios were calculated. Dates future price is predicted using artificial neural networks pattern and the GARCH model. The results of hedge performance show that time varying hedge ratios are eliminated more price risk than the OLS method. The results show that the averaged hedge ratios of Bivariate GARCH model is 0.7, meaning that about 70% of the date's price risk, could be reduced with sales in the futures market.

Almost Ideal Demand System (AIDS) and Rotterdam Model have been employed to (by means of Seemingly Unrelated Regression (SUR) estimate the function related to milk and dairy products in the urban societies of Iran for years 1982 to 2009. Cross and cross price elasticities have been evaluated too. Results indicated that during the study period, share of milk products in household budget was more than that of milk in that budget. Calculation of milk and dairy product's price elasticity implies that milk price elasticity exceeds unity, so price instrument seems suitable for changing the quantity of demand in a way that consumers would profusely react to price fluctuations. Ultimately with respect to economic theories and some statistical tests it has been proven that AIDS is more applicable than Rotterdam model as regards milk and dairy products during the mentioned test periods.

Abstract This paper examines the impact of economic, social and political indices of globalization on promotion of agricultural sector based of pool data for 20 Asian developing countries. Hoedrick Prescott filter is used to calculate the agricultural promotion index. Results show that economic globalization index has positive and significant effect on economic promotion in agriculture; however, social and political globalization indices have negative impact on economic promotion in agricultural sector in selected countries.

Based on classic models of Dutch Disease, it has been forecasted that production in traditional and agricultural sector would decrease with an increase in oil price and income. In this paper, the impact of oil income shocks on agriculture sector of Iran was studied applying Hedrick Prescott filter, and also Two Stage least Square (2SLS) and simultaneous equation system was applied for analyzing oil income shocks during 1966-2007. The results indicated that the impact of oil income shocks on agricultural product is asymmetric. it means that negative shocks of oil income do not have a significant effect on agricultural production, but positive shocks of oil income has a negative and significant effect on agriculture sector.

Because of the increasing limitations of production factors, productivity improvement is known as an effective method for obtaining production growth. So, in this paper, we applied GAP method for calculating average capital productivity during 1959-2006 in sub-agricultural sectors, and Panel Data method for determining effective factors on capital productivity. Results showed that the amount of labor used for each unit of capital and human capital have positive effects on capital productivity in sub-agricultural sectors of Iran. Results also showed that fishery and forestry sectors have had maximum capital productivity during this period. So, with respect to the result that, human capital for each unit has a positive effect on capital productivity, it is suggested that using specialist labor will help efficient use of production techniques.

Study of price trend in Iran, showed that general level of prices is rising continually during time. An inflation situation has effect on most economic variables. Therefore investigation of effective factors and variables on inflation is important. Exchange rate and Gap in product are factors which affect inflation. In this paper the impact of exchange rate shocks and GAP on inflation in Iran’s economy with use of Hoderik Prescott filter and Kalman filter for analyzing exchange rate shocks and GAP during the time 1998:1-2007:4 in Johanson Cointegration test and VECM Model has studied. Main results indicated that, positive exchange rate shock has a negative effect and negative exchange rate shocks has a positive effect on inflation in the long run and sustainability in inflation in long run is less depended to exchange rate rather than short run. Also the Gap in gross domestic product and liquidity has a positive effect on inflation. So taking suitable exchange rate policy could be one way for controlling inflation.

Comparison of food prices in different periods, indicates fluctuations and continually upward trend. Any change in agricultural sector variables, as main food supplier, will affect food price. Productivity shocks and production gap are examples of such variables. In this paper, Hodrick Prescott and Kalman filters are used as generators of productivity shocks and production gap series. Also for analyzing the impact of these variables on food prices growth during the 1976-2007 Johansen Cointegration test and VECM Model are applied. Main results indicated that, productivity shocks have a reverse effect while production gap has a positive and significant effect on food price. Also among all surveyed variables, the effect of negative productivity shock on food price is the greatest. Therefore more attention should be paid to management of negative shocks in comparison with positive ones. Productivity promotion and bridging the gap between actual and potential production can lead to control of agricultural prices.

Liberalization of international markets affects level of pollution in developing countries more than in developed countries. Therefore the impact of trade liberalization on environmental pollution is a challenge for policy makers. In this paper Auto Regressive Distributed Lags (ARDL) and Error Correction Model (ECM) methods are employed for a study of the relationship between trade liberalization and environmental pollution in Iran, in the long run as well as in the short run. Results indicate that pollution is negatively related to trade intensity and openness, while capital to labor ratio and Gross Domestic Product (GDP) are positively related to pollution. Results also show that trade liberalization in the long run can solve environmental problems. At last, the paper analyzes the Environmental Kuznets Curve as regards Iranian economies.

Capital is one of the most limited inputs in agriculture of Iran, which impacts creating value added process. Capital rate of return is an index of capital productivity, therefore, in this paper, capital rate of return in sub agricultural sectors by use of capital stock time series during 1959-2005 and production function technique was determined. Results show that the best form of production function for Agronomy and Horticultural sub sectors is Cobb-Douglas, for Husbandry sub sector is Transcendental and for Fishery and Forestry sub sectors is Cobb-Douglas. Results also show that average capital rate of return in Agronomy and Horticultural sub sectors, Husbandry sub sector, Forestry and Fishery sub sectors is 1.7, 3.8, 0.42 and 0.21 respectively.

The water crisis has become a serious issue in Iran in recent years due to the arid and semi arid nature of the country. The water issued in the production processes is called "Virtual Water", some of it remaines in the product. When these products enter the international markets, virtual water trade happens. Virtual water trade is expected to decrease water use in national and international levels due to the efficient and specialized use of water. Nowadays, the concept of virtual water is an important issue in water resource management. In this study, a method is introduced for quantification and evaluation of water hidden in the agricultural products exported from and imported to Iran during the period of 1996 to 2006. Results indicate that the imported virtual water was more than the exported portion and Iran can be called an importer of virtual water for the study period.

Climatic diversity and natural hazards as well as majority of small farmers underline the need for practice of agriculture insurance system. Insurance of crops is part of agricultural products insurance system which is being practiced with an aim to decrease impacts of natural hazards and thereby support farmers. Within this context, the present study, while examining parts of the performance of Agriculture Insurance Fund in Iran in the area of agricultural products, has studied effects caused by payments of the Fund and facilities offered by Bank Keshavarzi to cultivation sub-sector for its development in 1984-2007 by applying Vector Autoregressive model. Results indicated that Fund payments and Bank Keshavarzi facilities have significant positive effects on development of cultivation and horticulture sub-sectors. However, facilities of Bank Keshavarzi seem to have more direct effects on the development of cultivation and horticulture sub-sectors.

One of the obvious problems in developing countries that caused inefficiency in forecasting is the inaccurate of statistical information about capital stock. In this research in deal with the problem of lack of statistical information about net investment, a model has estimated that can calculate capital depreciation rate and capital stock simultaneously in Iran's sub-agricultural sectors was estimated. Required data and information were gathered from statistical year's books. In this research capital stock has formulated in form of a function which has unknown depreciation rate, then this estimated capital stock substituted in production function, while production function and depreciation rate would estimate simultaneously. So capital stock time series in sub agricultural sectors establish. Results show that the best form of production function for Agronomy and Horticultural sectors is Cobb-Douglas, for Husbandry sector is Transcendental and for Fishery and Forestry sectors is Cobb-Douglas. Results show also Agronomy and Gardening sectors have the maximum share of capital stock among other sectors. At end it suggested during investment and credit allocation, should pay lot attention on capital stock trend and its depreciation rate.