تحلیل اقتصادی آثار کوتاه‌مدت و بلندمدت نا اطمینانی نرخ ارز بر صادرات زعفران ایران

نوع مقاله : مقاله علمی پژوهشی

نویسندگان

1 استادیار بخش اقتصاد کشاورزی دانشگاه شیراز

2 دانشجوی دکتری گروه اقتصاد کشاورزی دانشگاه علوم کشاورزی و منابع طبیعی ساری

10.22048/jsat.2017.83397.1226

چکیده

تجارت محصولات کشاورزی باهدف رهایی از اقتصاد تک‌محصولی، در اسناد بالادستی کشور مورد تأکید قرارگرفته است. در این راستا، تحلیل اثر عوامل مؤثر بر صادرات محصول راهبردی زعفران ایران به‌عنوان بزرگ­ترین تولید­کننده و صادر­کننده‌ی این محصول در جهان، می‌تواند منجر به کسب بینش به‌منظور سیاست‌گذاری بهتر گردد. بر این اساس، مطالعه‌ی حاضر باهدف بررسی آثار کوتاه‌مدت و بلندمدت نوسانات نرخ ارز در کنار سایر عوامل مؤثر بر صادرات این محصول، داده­های پانل مربوط به شرکای عمده تجاری ایران را در طی دوره 93-1371 به­کار بست. بدین منظور و برای ممانعت از محدودیت‌ روش‌های متقارن محاسبه‌ی شاخص‌های بی‌ثباتی، ابتدا شاخص نوسانات نرخ ارز با استفاده از روش نامتقارن الگوی واریانس ناهمسانی شرطی خود رگرسیونی تعمیم‌یافته نمایی (EGARCH) محاسبه گردید. سپس با ورود این شاخص در کنار سایر متغیرهای الگو، روش حداقل مربعات معمولی کاملاً تعدیل‌شده (FMOLS) جهت برآورد الگوی پیشنهادی، مورداستفاده قرار گرفت. نتایج حاکی از آن است که در بلندمدت، علی­رغم تأثیر مثبت و معنی‌دار متغیرهای درآمد کشورها و نرخ ارز واقعی بر صادرات محصول زعفران، متغیر نوسانات نرخ ارز دارای تأثیر منفی و معنی‌داری بر صادرات این محصول می­باشد. از این ‌رو، چنانچه هدف دولت حمایت از صادرات این محصول باشد، برقراری ثبات در بازار نرخ ارز امری ضروری است. همچنین نتایج برآورد الگوی تصحیح خطا نشان­دهنده­ی سرعت قابل‌ملاحظه‌ی تعدیل خطای عدم تعادل و گرایش به سمت روابط تعادلی بلندمدت بوده و  از این ‌رو می‌توان به تأثیر سیاست‌گذاری در کوتاه‌مدت به‌منظور مدیریت مسائل مورد بحث امیدوار بود.

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

Economic analysis of short-term and long-term effects of exchange rate uncertainty on the export of iranian saffron

نویسندگان [English]

  • Esmaeil Fallahi 1
  • Fatemeh Mazraeh 2
1 Assistant Professor of Agricultural Economics, Shiraz University
2 PhD Student of Agricultural Economics, Sari University of Agricultural Sciences and Natural Resources, Sari, Iran
چکیده [English]

In order to get rid of single-product economy, trade of agricultural products is emphasized by the government. As Iran is the biggest producer and exporter of this strategic product in the world, the analysis of factors affecting export of Iran's saffron, can result in better policy making. Accordingly, this study is aim to investigate the short-term and long-term effects of exchange rate volatility beside the other factors affecting the export of this product using panel data for Iran's major trading partners during 1992-2014. For this purpose and to avoid the limitation of symmetric approaches to calculate instability indices, the exchange rate volatility index was firstly calculated by using asymmetric method of Exponential Generalized Auto-Regressive Conditional Heteroskedasticity (EGHARCH). Then, this index was used along with other variables to estimate of proposed model using the Fully Modified Ordinary Least Squares (FMOLS) method. The results showed that although countries income and real exchange rate have positive and significant effects on saffron export, exchange rate volatility has a negative and significant effect on export of this product. Therefore, if the government’s goal is to support the export of this product, it is vital to achieve stability in exchange rate market. Moreover, the results of estimating error correction model indicate that the speed of disequilibrium adjustment towards long-run equilibrium relationships is substantial. Therefore, policy-making would be hopeful in the short-term.

کلیدواژه‌ها [English]

  • Exchange Rate Volatility
  • Non-oil Export
  • Saffron
  • panel data
  • Fully Modified Ordinary Least Squares (FMOLS) Method
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