بررسی اثر سیاست ارزی بر مازاد رفاه صادرکنندگان پسته ایران

فصلنامه علمی -پژوهشی تحقیقات اقتصاد کشاورزی

مقاله 5، دوره 4، شماره 13، فروردین و اردیبهشت 1391، صفحه 87-103   

نویسندگان

سیدابولقاسم مرتضوی¹؛ حامد نجفی ‌علمدارلو^{* 2}؛ محمد خداوردیزاده²

¹استادیار اقتصاد کشاورزی دانشگاه تربیت مدرس

²دانشجوی دکترای اقتصاد کشاورزی دانشگاه تربیت مدرس

تاریخ دریافت: 26 آذر 1394،  تاریخ پذیرش: 26 آذر 1394 

چکیده

در این تحقیق ابتدا عوامل موثر بر صادرات پسته ایران با استفاده از رهیافت ARDL در دو حالت نظام نرخ ارز ثابت و شناور تخمین زده شد. نااطمینانی نرخ ارز با استفاده از مدلGARCH(1,1) به دست آورده و به عنوان یک متغیر در مدل استفاده شد. نتایج نشان داد که کشش قیمتی در مدلی که با استفاده از نرخ ارز حقیقی و نوسانات آن تخمین زده شد، برابر با 1/1 و در مدل با نرخ ارز ثابت برابر با 6/1 بود. در ادامه تغییرات مازاد رفاه صادرکنندگان پسته با توجه به دو نوع کشش قیمتی به دست آورده شد و نتایج حاکی از آن بود که مازاد رفاه صادرکنندگان پسته در صورت اتخاذ سیاست نرخ ارز شناور مقدار بیشتری خواهد بود. همچنین نوسانات نرخ ارز در بلندمدت اثر منفی بر صادرات محصول داشته است. درنهایت پیشنهاد می گردد که در جهت حمایت از صادرات و افزایش مازاد رفاه صادرکنندگان پسته ایران، سیاست نرخ ارز شناور اتخاذ گردد، اما راهکاری نیز برای خنثی کردن نوسانات آن اتخاذ شود، تا از اثر منفی آن بر صادرات جلوگیری به عمل آید.
 

کلیدواژه‌ها

پسته؛ سیاست ارزی؛ مازاد رفاه صادرکننده؛ ARDL؛ GARCH

عنوان مقاله [English]

The Effect of Exchange Rate Policy on the IRAN’s Exporter Surplus of Pistachio

نویسندگان [English]

S. A. Mortazavi¹؛ H. Najafi²؛ M. Khodavardizadeh²

چکیده [English]

The type of foreign policy affect on a country's economic variables and exporter surplus. Also, Pistachio is one of the most important export products and studying these markets have an important role on the earnings of exporters. In this study, factors on the export of Iran pistachios were estimated by using the ARDL approach and in Real Exchange and Nominal exchange rate. In this study, volatility of real exchange rate estimated in GARCH (1, 1) model. Result showed that the price elasticity was 1.1 and 1.6 in the real exchange rate and nominal exchange rate models, respectively. Changes in welfare surplus pistachio exporters, according to two types of price elasticity were obtained, fhich showed a surplus of pistachio exporters in the floating exchange rate policy would be much greater. Also, in log run, exchange rate volatility had a negative effect on the export product. Finally, it is suggested that floating exchange rate policy should be adopted, but the volatility of exchange rate must be reduced.
 

کلیدواژه‌ها [English]

Pistachio, Exchange Rate Policy, Exporter Welfare Surplus, ARDL, GARCH

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