ارزیابی همزمانی سیکلهای قیمت مواد غذایی با قیمت نفت و طلا

نوع مقاله : علمی

نویسندگان

1 استاد اقتصاد گروه اقتصاد دانشکده اقتصاد دانشگاه بهشتی

2 دانشگاه علامه طباطبایی

3 دانشگاه فردوسی

چکیده

ارتباط متغیرها یکی از موضوعات مهم در ادبیات اقتصادی است. بررسی اثر قیمت جهانی نفت و قیمت فلزات بر افزایش قیمت مواد غذایی در سالهای اخیر، توجه سیاستگذاران را به خود جلب کرده است. از این رو، این مقاله به تحلیل سیکلهای مواد غذایی، نفت و طلا با استفاده از الگو‏های مارکف-سوئیچینگ می‌پردازد و همبستگی میان سیکلهای موردنظر در دوره 1995 تا 2022 را تعیین می کند. بر اساس نتایج ، همبستگی میان قیمت مواد غذایی، قیمت طلا و قیمت نفت مثبت است. همچنین ارتباط میان قیمت مواد غذایی و قیمت طلا در رژیم صفر (رونق) و میان قیمت مواد غذایی با قیمت نفت در رژیم یک (رکود) دارای پیوند قوی تری است. در مدلهای قیمت نفت طول دوره های افزایشی طولانی تر از دوره های کاهشی بوده اما در مدلهای طلا، برعکس است. با توجه به نتایج مدل ها و ملاحظه دنیای واقعی، رابطه قیمت مواد غذایی از یک سو و قیمت نفت و طلا از سوی دیگر، نتایج این مطالعه می تواند کارسازی معناداری در سیاست گذاری بخش عمومی و خصوصی داشته باشد. ‌‌‌

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

Evaluating the simultaneity of cycles of food prices, with oil and gold prices

نویسندگان [English]

  • Yadollah Dadgar 1
  • Fatemeh Fahimifar 2
  • rouhollah nazari 3
1 professor of economics, economics department, Beheshty University
2 Alameh Tabatabaei University
3 ferdowsi university
چکیده [English]

The relationship between economic variables is one of the most important topics in economic literature. Investigating the effect of global oil prices and metal prices on the increase in food prices in recent years has attracted the attention of policymakers and economic researchers as well. Therefore, by using Markov-switching models, this article analyzes food, oil and gold cycles. It determines the correlation between the cycles in question in the period from 1995 to 2022. Based on the results, the correlation between food prices, gold prices and oil prices is positive. Also, the relationship between food prices and gold prices in regime zero (boom) and between food prices and oil prices in regime one (recession) has a more vital link. In oil price models, the length of increasing periods is longer than decreasing periods, but in gold models, it is the opposite. According to the results of the estimated models and the related method, this article indicates the meaningful relationship between the economic variables in the period in question. Hence, considering the relationship between food prices on the one hand and oil and gold prices on the other hand, the results of this article does have significant implication both for the public and private sectors.

کلیدواژه‌ها [English]

  • Markov-switching models with component structure
  • food price
  • oil price
  • gold price
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