آزمون تقارن اثر نرخ ارز واقعی بر ارزش افزده بخش ‏کشاورزی در ایران (کاربردی از روش چرخه ای مارکوف)‏

نوع مقاله : علمی

نویسندگان

1 استاد گروه اقتصاد، دانشکده علوم اقتصادی و اداری، دانشگاه مازندران، بابلسر، ایران

2 دانشجوی دکتری اقتصاد- دانشکده علوم اقتصادی و اداری- دانشگاه مازندران- بابلسر

چکیده

هدف از پژوهش حاضر، آزمون تقارن نرخ ارز واقعی بر ارزش افزوده بخش کشاورزی در ایران است. دوره مورد بررسی مربوط به سالهای 1353 تا 1394 است. برای این منظور از الگوی چرخه­ای مارکوف استفاده شد. همچنین با استفاده از روش هودریک- پرسکات تکانه­های مثبت( افزایش نرخ ارز واقعی) و تکانه های منفی( کاهش نرخ ارز واقعی) به دست آمد. بر اساس یافته­های پژوهش، افزایش نرخ ارز واقعی در رژیم یک، اثر مثبت و معنی­داری بر ارزش افزوده بخش کشاورزی داشته است. به­نظر می­رسد، اثر نرخ ارز از مسیر تقاضا بیش­تر از مسیر عرضه و افزایش هزینه بوده است. همچنین اثر گذاری نرخ ارز در رژیم صفر از مسیر هزینه­ای بیش­تر بوده به­طوری که موجب کاهش تولید بخش کشاورزی شده است. بر اساس نتایج آزمون والد اثرات تکانه­ها نامتقارن و تایید­کننده نتایج الگوی چرخه­ای مارکوف است. با توجه به این که بر اساس یافته های پژوهش، اثرات افزایش و کاهش نرخ ارز واقعی بر تولید بخش کشاورزی نامتقارن است، پیشنهاد می‌شود، مقام سیاست­گذار ارزی از سیاست­های خطی بپرهیزد. از آن­جا که اثر نرخ ارز واقعی مورد بررسی است، باید یک هماهنگی بین سیاست­های پولی و ارزی برقرار شود.

کلیدواژه‌ها

عنوان مقاله [English]

The Symmetric Test of the Impact of the Real Exchange Rate on the Value-added of the Agriculture Sector in Iran: Application of the ‎Markov Switching Method‎

نویسندگان [English]

  • Ahmad Jafari Samimi 1
  • Yalda Mostafapour 2
1 Professor of Economics, Department of Economics, Faculty of Economics and Administrative Sciences, University of Mazandaran, Babolsar, Iran
2 PhD student, Economics Department,, University of Mazandaran, Babolsar, Iran
چکیده [English]

The purpose of this study is to test the real exchange rate symmetry impact of the real exchange rate ‎on the value-added of the agriculture sector in Iran from 1974-2015. Markov switching model was used for this purpose. ‎Also, using the Hodrick-Prescott method, positive impulses (real ‎exchange rate increase) and negative impacts (real exchange rate cuts) ‎were obtained. According to the research findings, the increase in the real ‎exchange rate in regime 1 has had a positive and significant effect on ‎the agricultural sector added value. It seems that the effect of the exchange ‎rate on the demand side has been more than the supply route and ‎increased costs. Also, the effect of the exchange rate on the zero ‎regimes was greater than the coast path, which reduced the production ‎of the agricultural sector. According to Wald's results, impulse effects are ‎asymmetric and confirm the results of the Markov shifting pattern. ‎According to the findings, the effects of the real exchange rate ‎increases and decreases in production agriculture are asymmetric. It is ‎suggested that the policymaker of the currency should avoid linear ‎policies. Since the effect of the real exchange rate is being examined, ‎there must be a synchronization between monetary and currency ‎policies.‎

کلیدواژه‌ها [English]

  • Real exchange rate
  • Agriculture sector
  • Markov switching model
  • Linear ‎policies

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پژوهشنامه اقتصاد کلان Macroeconomics Research Letter
دوره 14، شماره 28
اسفند 1398
صفحه 39-60

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سابقه مقاله

  • تاریخ دریافت: 08 خرداد 1397
  • تاریخ بازنگری: 15 مرداد 1397
  • تاریخ پذیرش: 21 دی 1397

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