مطالعه ی رابطه ی میان تورم و تغییرپذیری قیمت نسبی کالاهای کشاورزی در ایران

فصلنامه علمی -پژوهشی تحقیقات اقتصاد کشاورزی

مقاله 2، دوره 2، شماره 6، خرداد و تیر 1389، صفحه 17-30   

نویسندگان

رضا مقدسی¹؛ علی اکبر باغستانی^{* 2}

¹استادیار گروه اقتصادکشاورزی، دانشگاه آزاد اسلامی واحد علوم و تحقیقات تهران

²دانشجوی دکتری اقتصادکشاورزی، دانشگاه آزاد اسلامی واحد علوم و تحقیقات تهران.

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

چکیده

تورم و تغییرپذیری مداوم قیمت کالاهای کشاورزی، از جمله عامل‌هایی هستند که می‌توانند اثرات منفی بر هر دو گروه تولید‌کننده و مصرف کننده داشته باشند. از این رو، شناسایی ارتباط میان این متغیرها، نقشی مهم در اتخاذ سیاست‌های مناسب اقتصادی ایفا می‌کند. بمنظور بررسی ارتباط علی میان تغییرپذیری قیمت‌های نسبی کالاهای کشاورزی و نرخ تورم، طی دوره ی 1387- 1369، از آزمون‌ علیت گرنجر و بمنظور شناسایی رابطه ی میان متغیرها، از آزمون جوهانسون و مدل تصحیح خطای برداری استفاده شده است. نتایج بدست آمده نشان می‌دهد که در کوتاه‌مدت، ارتباط دو طرفه ی مثبت و معنی‌داری میان تورم و تغییرپذیری قیمت نسبی کالاهای کشاورزی وجود دارد، اما در بلندمدت، تنها متغیر تورم تاثیری مثبت و معنی‌دار بر تغییرپذیری قیمت‌های نسبی داشته است.
 

کلیدواژه‌ها

نرخ تورم؛ تغییرپذیری قیمت نسبی؛ کشاورزی؛ تصحیح خطای برداری؛ ایران

عنوان مقاله [English]

Relationship between Agricultural Price Variability and Inflation in Iran

نویسندگان [English]

R. Moghaddasi¹؛ A. A. Baghestany²

چکیده [English]

Continued inflation and relative price variability could have negative impacts on both groups of producers and consumers. Examination of the relationship between relative price variability and inflation plays a vital role in setting appropriate economic policies. To study the causal relationship between agriculture relative price variability and inflation during 1369-1387, Granger causality test was used. Also the existence of long-run relationship between variables was examined using Johansen Cointegration test and vector error correction model. Results indicated that there was bilateral positive relation between inflation and agriculture relative price variability in the short–run, but in the long-run there was unidirectional causality from inflation to relative price variability.
 

کلیدواژه‌ها [English]

Inflation, Relative price variability, Agriculture, Vector Error Correction Model, Iran

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