جستجوی مقالات مرتبط با کلیدواژه « الگوی خود توضیح برداری » در نشریات گروه « اقتصاد کشاورزی »

The issue of food self-sufficiency is one of the most important and strategic issues in our country.With the introduction of the model of resistance economy in recent years, this has become more important. Self-sufficiency in the production of agricultural products, especially wheat, is very important as the most basic product needed by society. The aim of this study was to investigate the factors affecting the self-sufficiency coefficient of Iranian wheat with respect to the resistance economy during the period 1989 -2017 in Iran, using the VAR. The results of estimating the self-explanatory model show that the value-added variables of agricultural sector (as an indicator of resilient economy), mechanization coefficient of agricultural sector, facility rate of agricultural bank and guaranteed price of wheat have a positive and significant effect on wheat self-sufficiency coefficient. There is a causal and positive relationship between the added value of the agricultural sector. Also, the change by the value-added variable has positive and decreasing effects on the self-sufficiency coefficient during a ten-year period, and at the end of the shock, the effect of this shock is adjusted with a slight decreasing effect in the corresponding region. Therefore, considering the positive relationship between self-sufficiency coefficient and value added as an indicator of resilient economy, it is suggested to increase the facilities and credits required to improve the wheat self-sufficiency coefficient.

Considering the effect of money supply increase on agricultural prices، Identification of the relationships between variables plays an important role in the implementation of appropriate economic policies. This research attempts to probe the equilibrium relationship between money supply increase and the prices of economic sectors focusing on Iran’s agricultural sector based on the quarterly time series data set during the period of 1991-2010. For this reason the relationship between variables is analyzed using Johansen’s cointegration test along with a vector error correction model (VECM) and later the relationship between variables is extracted using the impulse response functions (IRF). Estimation results indicate that supply money increase has a stronger influence on agricultural prices in the short-run، while industrial and services prices are fixed. In addition، the changes of supply of money in the long-run has direct effect on agriculture، industry and services price، but the strongest impact on agricultural prices is caused by industrial price variability.

The main objective of this study was to evaluate the response of consumers to changes in income and prices of chicken meat in the short run and long run. In order to achieve this goal, Vector Auto Regression (VAR) and Vector Error Correction Model (VECM) have been applied to data since 1974 to 2007. Impulse response function (IRF) calculation indicated that past and present consumption of chicken have the grates impact on this variable in future periods. Also, on price momentum in the first period clearly reduce the consumption of these products; however, effect of this shock is decreasing in the second and third period and finally it tends to zero. Plus, long run results indicate that red meat is not suitable substitute for chicken; hence, meat price adjustment cannot be a useful tool to be considered for regulation of poultry price in market. Moreover, price elasticity of chicken showed that poultry is an essential commodity and increase in its price doesn’t have a significant impact on its consumption.

Agriculture has always been considerd as one of the important sectors in domestic and international economy. Based on the Central Bank Statistics; agriculture’s share in the Iranian GDP at the constant price of the year 1998 was 13 percent of the GDP in the year 2007. Therefore، studies on the role of agriculture in an economy and its interactions with other economic sectors should be considered with a special attention. This paper aimed at surveying the effects of growth of value-added in agriculture on the value-added of different sectors of industry، services as well as subordinate sectors of transportation، communication and commerce. In this regard، the status of the period between 1967 to 2009 is used. To determine the relationship among the study variables، some econometric techniques such as VAR were used. The results of VAR technique proves that there is a positive relation among the growth of value-added in the agricultural sector with the growth of industrial sector and the growth of sub-sectors of communication، transportation and commerce. Among the mentioned sectors and sub-sectors، the growth of commerce has maximum effect on the agricultural growth. Furthermore، in the short term، the growth variant of trading sector presented the largest share in explaining the variants of the agriculture sector. The growth variant of communication sector is trivial.

One of Iran’s major lucrative export products, offered by a limited number of countries in the world, yet having a large range of customers is pistachios. The study taking advantage of the statistics from 1980 to 2010 and with Vector Auto Regression approach (VAR), Impulse Response Analysis and forcast error variance decomposition, factors affecting Iran’s export supply and demand were analyzed. The results of co-integration model reveals the fact that each of the variables of average income of importing countries, the real exchange rate and domestic production of pistachios has a significant as well as positive relation in long-term while production in other countries in addition to the domestic price of the product has a significant and negative relation with supply and demand of the exporting product in long-term. The analysis of forecast error variance decomposition, additionally, manifests the most effect on the fluctuations of supply of pistachios export in Iran is due to the variable itself, while the most effective factor on fluctuations of the global demand of the export, is the variable of Iran’s exporting supply factor, after which the same is true for the exporting price in long-term.

The purpose of doing this study was forecasting liquidity and inflation for the period 1352-1387. After that surveyed unit root and Wallis-Moore nonparametric and Durbin-Watson parametric tests, we used Harmonic; ARMA and ARCH patterns for forecasting and finally the best models were selected for prediction. Results showed that ARMA (2, 1) and GARCH (1, 1) are more efficient models for prediction inflation rate and liquidity, respectively. One of the Iran's economic problems in the past decades is increases liquidity volume that cause raises the price index and therefore, it will create inflation. In the other, agriculture sector is one of the major sectors of economy that influenced by macro-economic policies. Accordingly the second aim of this study is survey impacts of inflation rate and liquidity on agriculture value added. The results of this part showed that there is a direct relation between liquidity, inflation rate and agriculture value added.

The main objective of this study is to investigate factors affecting price stability in different sectors of Iranian economy. Data set including variables of exchange rate, interest rate, liquidity and price indices of agriculture, industry and services sectors for 1971-2003 obtained from socio-economic time series database known as PDS, published by Management and Planning Organization. In order to trace response of endogenous variables to imposed shocks to error term, Vector Autoregressive method was used. The results showed that monetary variables including exchange rate, interest rate and money volume as well as price of service sector affect agricultural prices positively. Increment of industry prices would increase agricultural prices. In case of industry sector, it was found that increase in interest rate, money volume and agricultural prices had negative impact on agricultural prices and only service sector prices rose industry prices. Prices of service sector were affected by agricultural prices and exchange rate negatively, while interest rate, money volume and industry prices had positive impact on them.