تعیین دوره بهینه تاثیر تسهیلات مبتنی بر مجموعه عقود بانکداری اسلامی بر ارزش افزوده بخش کشاورزی در ایران در چارچوب الگوی BVAR با کاربرد پیشینِ SSVS-Wishart

فصلنامه علمی -پژوهشی تحقیقات اقتصاد کشاورزی

مقاله 5، دوره 14، شماره 3، آبان 1401، صفحه 77-94   

نوع مقاله: مقاله پژوهشی

شناسه دیجیتال (DOI): 10.30495/jae.2022.22335.2061

نویسنده

مهدی قائمی اصل^*

استادیار، عضو هیئت علمی دانشکده اقتصاد دانشگاه خوارزمی

تاریخ دریافت: 22 مرداد 1398،  تاریخ بازنگری: 11 اسفند 1399،  تاریخ پذیرش: 07 دی 1401 

چکیده

در این پژوهش با هدف تعیین دوره بهینه تاثیرگذاری حمایت‌های اعتباری سیستم بانکی از بخش کشاورزی در ایران، از یک الگوی خودرگرسیون برداری بیزین (BVAR) با پیشینِ SSVS-Wishart در دوره 1350:1-1396:4 استفاده شده است. نتایج پژوهش نشان می‌دهد دوره بهینه تاثیرگذاری مثبت تسهیلات اعطایی سیستم بانکی، بین 3 تا 5 دوره فصلی است. بنابراین تاثیر تسهیلات بانکی بر بخش کشاورزی نه تنها پایدار نیست، بلکه با توجه به دوره کوتاه تنفس، لزوم بازپرداخت اصل و سود تسهیلات و جرایم احتمالی نکول و دیرکرد در بازپرداخت اقساط، این تسهیلات می‌تواند به تعدیل تولید و ارزش افزوده بخش کشاورزی در بلندمدت (پس از شش دوره فصلی) نیز منجر شود. از این رو پیشنهاد می‌شود با توجه به محوریت تسهیلات بانکی در حمایت‌های اعتباری بازارهای مالی در ایران، ساختار ارائه تسهیلات بانکی (اعم از میزان تسهیلات، دوره بازپرداخت، دوره تنفس، نرخ سود تسهیلات و نوع وثایق و تضامین) به گونه‌ای تنظیم شود منجر بر افزایش دوره تاثیرگذاری مثبت تسهیلات بانکی بر ارزش افزوده بخش کشاورزی شود.

کلیدواژه‌ها

حمایت‌های اعتباری؛ تحلیل بیزین غیراطلاعات‌محور؛ ارزش‌افزوده کشاورزی. خودرگرسیون برداری مقید

عنوان مقاله [English]

Determining the Optimal Period of Islamic Banking Contract-Based Facilities Impact on Agricultural Value Added in Iran in the Framework of BVAR Model and SSVS-Wishart Prior

نویسندگان [English]

Mahdi Ghaemi asl

Assistant Professor, Faculty of Economics, Kharazmi University, Tehran, Iran

چکیده [English]

In this study, a Bayesian Vector Auto Regression (BVAR) model with SSVS-Wishart prior in the period 1971:1-2017:4 was used to determine the optimal period of credit impact of banking system on agricultural sector in Iran. The results show that the optimal period of positive impact of banking system facilities is between 3 to 5 seasonal periods. Therefore, the impact of banking facilities on the agricultural sector is not sustainable, but due to the short grace period, necessity of repay the principal and interest of the facility and probable default and late payment fees, these facilities can also modify agricultural production and value added in the long run (after six seasonal periods). Therefore, given the centrality of banking facilities in financial markets in Iran, it is suggested that the structure of bank facilities (including facility rate, repayment period, grace period, interest rate and type of collateral and guarantees) should be specified in a way that increase the period of positive impact of banking facilities on agricultural value added

کلیدواژه‌ها [English]

Banking Facilities, Value Added, Agriculture, Bayesian Analysis, SSVS-Wishart

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