اندازه‏گیری اثر عبور قیمت جهانی به قیمت داخلی مواد غذایی منتخب در ایران

نوع مقاله: مقاله پژوهشی

نویسندگان

1 دانشجوی دکتری گروه اقتصاد کشاورزی دانشگاه تبریز

2 دانشیار گروه اقتصاد کشاورزی دانشگاه تبریز

3 استاد گروه اقتصاد دانشگاه تبریز

چکیده

در نیمة دوم دهة 2010 میلادی، افزایش شدید قیمت جهانی مواد غذایی منجر به افزایش شمار فقرا در جهان شد. بنابراین در دهة گذشته، قیمت مواد غذایی به موضوعی مهم برای اغلب کشورهای در حال توسعه تبدیل شد. بر همین اساس، در مطالعة حاضر چگونگی انتقال قیمت جهانی به قیمت داخلی مواد غذایی منتخب در ایران بررسی شد‏. به این منظور، الگوی خودتوضیح برداری مارکوف سوئیچینگ (MS-VAR)، توابع عکس‏العمل آنی وابسته به رژیم و داده‏های سری زمانی فصلی محصولات برنج، گندم، شکر و روغن‏های نباتی به‏کار رفتند. نتایج نشان داد الگوی MS-VAR چارچوب مناسبی برای الگوسازی اثر عبور قیمت[1]جهانی این محصولات فراهم می‏کند. با توجه به نتایج، تفاوت قابل توجهی در میزان عبور قیمت بین رژیم‏های دوگانه وجود دارد. مقدار عبور قیمت در رژیم دوم هر محصول در مقایسه با رژیم اول به مراتب بیشتر است؛ به عبارت دیگر، با وقوع بحران جهانی قیمت مواد غذایی، تغییر قابل توجهی در فرایند عبور قیمت رخ داده است. بنابراین، پیشنهاد می‏شود که سیاست‏های مرتبط از قبیل اعمال تعرفه و محدودیت واردات با در نظر گرفتن قیمت‏های جهانی و واکنش قیمت‏های داخلی اجرا شوند.



5. Price Pass-ThroughEffect

کلیدواژه‌ها


عنوان مقاله [English]

Measuring the Pass-through Effect of Global Prices to Domestic Prices of Selected Food Products in Iran

نویسندگان [English]

  • A. Javdan 1
  • A. Pishbahar 2
  • J. Haghighat 3
  • R. Mohammadrezaei 2
1 PhD Student of Agricultural Economics, University of Tabriz, Tabriz, Iran
3 Professor of Economics, University of Tabriz, Tabriz, Iran
چکیده [English]

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.

کلیدواژه‌ها [English]

  • Domestic Prices
  • Food Products
  • Global Prices
  • MS-VAR Model
  • Pass-through
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