جستجوی مقالات مرتبط با کلیدواژه « var model » در نشریات گروه « اقتصاد کشاورزی »

Considering the importance of rice and the significant share of its consumption in the household basket, the correct policy to control its price in the market will play a chief role in the well-being and food security of households. Therefore, checking the price trend and providing price forecasts for this product is significant. Hence, the present study aims to identify the influencing variables and investigate their impact on the price of rice and provide out-of-sample forecast (2023:05-2024:03) using vector autoregression method. Estimation of two models for Iranian Caspian rice and foreign Thai rice; using up-to-date and monthly data; Also, price forecasting of these two rice is one of the innovations of this study. Johanson-Jusilius's cointegration test confirmed the existence of a long-term relationship between variables. Then, the long-term and short-term (VECM) models were estimated and the error correction coefficients for the first and second models were -0.300 and -0.309, respectively, which are significant at the 1% level. Next, according to the results of impulse response functions, the shocks exchange rate and the price of the substitute product in model 1, and the shocks price of the substitute product and the global price index in model 2, have been more effective than other variables on the price fluctuations of Caspian and Thai rice. Finally, we estimated out-of-sample forecasts (with two currency scenarios). Based on the prediction evaluation criteria, the research models can accurately predict the price trend of Iranian and foreign rice.

Given the importance of important economic variables, examining the relationship between these variables and their interaction with each other is one of the research priorities of economists and economic policy makers.
In this study, using the vector auto regression method (VAR) in which all variables are endogenous and do not emphasize any specific economic theory, we examine the relationship between economic variables such as gasoline, diesel, bread, rice and exchange rate.
According to the results obtained from the study of Response functions and Variance Decomposition, the variables are affected by gasoline and diesel and since these goods are essential and basic goods consumed by society and also part of diesel And the gasoline needed by the society is supplied through imports and because the import prices are affected by the exchange rate.
It is proposed to reduce the import of petroleum products, increase the supply of petroleum products through the construction of new refineries, production capacity to reduce the impact of shocks on petroleum products and consequently reduce price fluctuations in consumer goods.

In the second half of 2010, the severe fluctuation of food prices has increased the number of poor people in the world. Therefore, the food prices have become important matter for many developing countries over the past decade. This study investigates how food commodities global prices are passed on to domestic prices in Iran. For this purpose, the Markov Switching Vector Autoregressive (MS-VAR) method and regime dependent impulse response functions and quarterly data for rice, wheat, sugar and vegetable oils were used. The results show that the MS-VAR model provides a suitable framework for modeling the price pass-through of these products. According to the findings, there is a considerable difference in the pass-through magnitude between the regimes. The pass-through extent in second regime is much higher than first regime for all products. In other words, the substantial change in the price pass-through mechanism has occurred with global food price crisis. Therefore, it is suggested that the relevant policies such as import tariffs and restrictions implement with respect to world prices and domestic prices reaction.

The distribution of wealth and income is one of the main concerns of any economic system. Therefore, the purpose of this paper is to investigate the effect of banking facilities granted to agricultural sector on income distribution in Iran during the period of 1370-91. For this purpose, in this paper, after verifying the reliability of variables and determining the causal relationships between variables, the VAR method is used to estimate the model. The results showed that banking facilities and per capita income had positive and inflation had negative effects on income distribution in Iran during the studied period.

Financial markets are considered because of their role in acquiring small and large savings of national economy, optimizing the flow of financial resources and distributing these resources to consumption and investment needs of economic sectors. The aim of this study was investigating the influence of financial market extension on agricultural sector’s development of Kohgilouye and Boyer Ahmad province using VAR. The results of this study showed the effect of financial markets on agriculturalsector’s development is positive. Therefore, extending the financial markets of this province through the extension of bank credits and establishment of agricultural commodity exchange has undeniable effect on agricultural development.

Unlike other studies in which the autours have focused on testing the existence of an environmental Kuznets Curve، in this study، causality relationship between the energy consumption (oil equivalent)، carbon emissions، gross domestic production، total labor force and fixed capital formation is investigated during 1960 to 2007 in Iran. Following an examination of stationary tests for all the variables، Vector Autoregressive (VAR) is employed to analyze the relationships existing among all the variables. Results revealed that Gross Domestic Production accompanied by energy consumption led to carbon emission. In addition، carbon emissions in Iran، as compared with other countries respond to shocks in energy consumption relatively quickly. Results of Variance Decomposition Analysis indicate that energy consumption has a greater share، in variance residual prediction of carbon emission، as compared with that of GDP. So، it is concluded that carbon emission could be controlled with decrease in energy consumption، through either price policy or fuel quota in Iran.

Unlike other studies in which the autours have focused on testing the existence of an environmental Kuznets Curve، in this study، causality relationship between the energy consumption (oil equivalent)، carbon emissions، gross domestic production، total labor force and fixed capital formation is investigated during 1960 to 2007 in Iran. Following an examination of stationary tests for all the variables، Vector Autoregressive (VAR) is employed to analyze the relationships existing among all the variables. Results revealed that Gross Domestic Production accompanied by energy consumption led to carbon emission. In addition، carbon emissions in Iran، as compared with other countries respond to shocks in energy consumption relatively quickly. Results of Variance Decomposition Analysis indicate that energy consumption has a greater share، in variance residual prediction of carbon emission، as compared with that of GDP. So، it is concluded that carbon emission could be controlled with decrease in energy consumption، through either price policy or fuel quota in Iran.