اثر اعتبارات بر متغیرهای کلان بخش کشاورزی در ایران

فصلنامه علمی -پژوهشی تحقیقات اقتصاد کشاورزی

مقاله 1، دوره 2، شماره 6، خرداد و تیر 1389، صفحه 1-16   

نویسندگان

محبوبه میر احمدی^{* 1}؛ جواد ترکمانی²

¹کارشناس ارشد اقتصادکشاورزی دانشگاه آزاد اسلامی واحد مرودشت

²استاد گروه اقتصادکشاورزی دانشگاه آزاد اسلامی واحد مرودشت

تاریخ دریافت: 29 آذر 1394،  تاریخ پذیرش: 29 آذر 1394 

چکیده

هدف از این مطالعه، بررسی اثر اعتبارات، بر متغیرهای عمده ی بخش کشاورزی از جمله، صادرات محصولات کشاورزی، درآمد ناخالص تولیدکنندگان، اعتبارات اختصاص یافته در دوره ی بعد به بخش کشاورزی، قیمت نهاده ی کود و شاخص قیمت تولیدکننده است. بدین منظور، از یک الگوی خود رگرسیون برداری (VAR) استفاده شد. با استفاده از این روش، روابط تعادلی و بلندمدت مورد بررسی قرار گرفت و ضرایب بلندمدت بدست آمد. همچنین، تاثیر تکانه ها با استفاده از معیار تابع واکنش ضربه ای ارزیابی شد. سپس، از معیار تجزیه ی واریانس جهت تعیین سهم هر متغیر در خطای پیش بینی سایر متغیرهای مدل استفاده شد. پس از تایید رابطه ی تعادلی و بلند مدت، روش تصحیح خطای برداری (ECM)، بمنظور ایجاد ارتباط بین روابط تعادلی بلندمدت میان متغیرها با نوسان های کوتاه مدت بکار گرفته شد. داده های مورد نیاز این مطالعه، برای دوره ی زمانی 1386-1360 از نشریات و سایت بانک مرکزی جمهوری اسلامی ایران، بانک اطلاعات اقتصادی PDS و پایگاه اینترنتی صندوق بین المللی پول بدست آمد. نتایج بدست آمده نشان داد که در بلندمدت، اعتبارات بخش کشاورزی بر شاخص قیمت تولیدکننده، صادرات محصولات کشاورزی، درآمد ناخالص تولیدکننده و اعتبارات اختصاص یافته به بخش کشاورزی در دوره ی بعد، تاثیر مثبت و بر قیمت نهاده ی کود تاثیر منفی دارد. همچنین، در کوتاه مدت، افزایش اعتبارات بخش کشاورزی بر صادرات این بخش، شاخص قیمت تولیدکننده و اعتبارات دوره ی بعد تاثیر مثبت و بر قیمت نهاده (کود) و درآمد ناخالص تولید کننده اثر منفی نشان داد.
 

کلیدواژه‌ها

اعتبارات بخش کشاورزی؛ صادرات؛ درآمد ناخالص تولیدکننده؛ قیمت نهاده (کود)؛ شاخص قیمت تولیدکننده

عنوان مقاله [English]

Effects of Credit on Agricultural Major Variables in Iran

نویسندگان [English]

M. Mir Ahmadi¹؛ J. Torkamani²

چکیده [English]

The purpose of this study is to examine the effect of credit on major agricultural variables such as agricultural exports, producer gross income, cost of fertilizers and the producers price index using Vector Auto-Regressive model. Balanced and long run relations were examined and the long run coefficient ware calculated. Also, the effects of impulses were analyzed using Impulse Response Function. Variance decomposition criterion was used to determine contribution of each variable to changes of other variables in the model. After confirming the balance and the long run relations, the Vector Error Correction method was used to make a link between the long run balanced relations among variables with short run fluctuation. Data for the period of 1981-2007 were collected from various publications of Central Bank of Iran, PDS economical data base, and International Monetary Fund. Results indicated that, in the long run. Agricultural credit had positive effect on producer price index, agricultural export, and the amount of credit allocated to the agricultural sector for the next period. However, agricultural credit had negative effect on the price of fertilizer in the long run. In addition, in the short run, an increase in agricultural credit had positive influence on the export of agricultural products and producer price index while, it had negative effect on fertilizer price and producer gross income.
 

کلیدواژه‌ها [English]

Agricultural Credit, Agricultural Export, Producer Gross Income, Price of Fertilizer, Producer Price Index, VAR Model, ECM Model

مراجع

1- Abadri K. and Tzavalis S. 1999. The influence of VAR dimension on

estimator biases. Econometrica. 67: 163-181.

2- Ahmadpour M. 2002. Factors effecting demand for agricultural credit in

Sistan. Research project. Zabol University.

3- Akbarian R. and Zarepour A. 2004. Effects of investment and credit on

agricultural development. Journal of Agricultural Bank. 7: 51-67.

4- Amini A. and Falihi N. 1998. Survey of Investment in the agricultural sector

of Iran. Journal of Planning and Budget. 3: 82-98.

5- Bidram . R .2002 . Consistent with Eviews econometrics . Publication

Productivity Charter . First Printing . Page 45.

6- Carter R. 1998. Equilibrium credit rationing of small farm agricultural.

Journal of Development Economics. 28: 83-103.

7- Carter R. and Keith D. 1990. Access to capital and its impact on agrarian

structure and productivity in Kenya. American Journal of Agricultural

Economics. 72: 1146-1152.

8- Chizari A. and Zare A. 2000. Effects of credit allocated from the national and

agricultural banks to the agricultural sector in Fars province. Journal of

Agricultural Economics and Development. 29: 69-92.

9- Foltz J.D. 2004. Credit market access and profitability in Tunisian

agriculture. Journal of Economics. 30: 229-240. 

10- Ghorbani M. 2003. Effects of government budget on agricultural

production. Thesis submitted for the degree of M.S in Agricultural Economics.

Agricultural Department. University Shiraz.

11- Granger G.W.J. 1980. Testing for causality: A personal view point, Journal

of Economics Dynamics and Control. 41: 329-352.

12- Kaabia M.B. and Gill J.M. 2000. Short and logn run effect of

macroeconomic variables on the Spain agricultural sector. European Review of

Agricultural Economics. 27(4): 449-471.

13- Karami A. 2000. Credit and its effects on farmer's performance in

Kohgiluyeh and Boyer Ahmad province. Thesis submitted for the degree of M.S

in Agricultural Economics. Faculty of Agriculture. University Shiraz.

14- Noferesti M. 1999. Unit root and cointegration in econometrics. Rasa

Publication. First Printing.

15- Odedokun M. 1996. International evidence on the effects of directed credit

programmers on efficiency of resource allocation in developing countries.

Journal of

16- Qavami M. 1995. Review of credit agriculture in Iran. Masters thesis

department of Economics. Islamic School of Economics and University of

Tehran. Emam Sadeqh.

17- Rasoolof J. 2003. Introduction Proceedings of Conference on Financing

Agriculture (experiences and lessons). Research and Development Center of

Agricultural Bank. University Tarbiat Modarres. Tehran.

18- Sadr K. 2003. Measuring the effects of credit on agricultural value added.

Proceeding of Conference on Financing Agriculture (experiences and lessons).

Research and Development Center of Agricultural Bank. Tarbiat Modarres

University .Tehran.

19- Saghaiyan H. and Heydarian H. 2000. Determine the relationship between

exports and growth economic by using VAR model. Journal of Social Sciences

and Humanities. Shiraz University. 1: 97-120.

20- Singh R.D. and Verma K.K. 1972. Production possibilities and resource use

pattern on small farms: A comparative study in three regions of Utter Pradesh.

Indian Journal of Agricultural Economics. 27: 126-134.

21- Soleimanipour A. and Najafi B. 1996. Impact of wage rate, inputs and

outputs price on agricultural credit demand . Journal of Agricultural Economics

and Development. 20: 82-94.

22-Tansend S. and Nitrite B. 1998. The effect of macroeconomic policies on

north African Agriculture. Journal of International Development. 32: 51-64.

23- Tavakoli A. 1997. Time series analysis. Institute for Trade Studies and

Research. First Printing. 

24- Torkamani J. and Ahmadpour M. 1998 . Agricultural credit demand

function Estimation : A case study of date producer of Bushehr province.

Journal of Rural and Development. 12: 32-47.

25- Yazdani S. and Ekhlaspour R. 1998. Survey factors effecting access to

credit in plain Arzouiyeh Kerman. Proceedings of the first Conference of

Agricultural Economics. Faculty of Agriculture. University Zabol.