چکیده مقاله :
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.
چکیده انگلیسی:
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.
منابع و مأخذ:
1- Bakhshi H. 2002. Inflation and Relative Price Variability. Economics Letters,
76: 27-33.
2- Balk, B.M. 1983. Does There Exist a Relation Between Inflation and
Relative Price Change Variability? The Effect of Aggregate Level. Economics
Letters, 13: 173–180.
3- Ball, L., N.G Mankiw. 1995. Relative Price Changes as Aggregate Supply
Shocks. Quarterly Journal of Economics, 110: 161–193.
4- Barro, R.J. 1976. Rational Expectations and the Role of Monetary Policy.
Journal of Monetary Economics, 2: 1–32.
5- Banerjee A. , P.Mizen ,Russell B. 2007. Inflation, Relative Price Variability
and the Markup:Evidence from the United States and the United Kingdom.
Economic Modeling, 24: 82-100.
1
-Chaotic
6- Caporale, T., B. McKiernan. 1997. High and Variable Inflation: Further
Evidence on the Friedman Hypothesis. Economics Letters, 54: 65–68.
7- Caglayan M., A.Filiztekin. 2003. Nonlinear Impact of Inflation on Relative
Price Variability. Economics Letters, 79: 218-231.
8- Chang E.C, J.W. Cheng. 2000. Further Evidence on the Variability of
Inflation and Relative Price Variability. Economics Letters, 66: 71–77.
9- Cukierman, A., 1982. Relative Price Variability, Inflation and the Allocative
Efficiency of the Price System. Journal of Monetary Economics, 9: 131–162.
10- Cukierman, A.,.1979. The Relationship Between Relative Prices and the
General Price Level. A Suggested Interpretation. American Economic Review,
69: 444–447.
11- Debelle, G., O. Lamont, 1997. Relative Price Variability and Inflation:
Evidence from US Cities. Journal of Political Economy, 105 (1): 132–152.
12- Den Haan, W.J., 2000. The Co Movement Between Output and Prices.
Journal of Monetary Economics, 46 (1): 3–30.
13- Fielding, D., P. Mizen, 2000. Relative Price Variability and Inflation in
Europe. Economica, 67: 57–78.
14- Fischer,S. 1981.Relative Shocks, Relative Price Variability and Inflation.
Brookings Papers on Economic Activity, 2: 381–431.
15- Franses P.H., B. Hobijn .1997.Critical Values for Unit Root Tests in
Seasonal Time Series. Journal of Applied Statistics, 24: 25-46.
16- Goel, R.K., R. Kam, 1993. Inflation and Relative Price Variability: The
Effect of Commodity Aggregation. Applied Economics, 25: 703–709.
17- Hartman, R., 1991. Relative Price Variability and Inflation. Journal of
Money, Credit and Banking, 23: 185–205.
18- Hylleberg, S., R.F. Engle, Granger C.W.J., Yoo, B.S. 1990. Seasonal
Integration and Cointegration. Journal of Econometrics, 44: 215-238.
19- Hercowitz, Z., 1981. Money and the Dispersion of Relative Prices. Journal
of Political Economy, 89: 328–356.
20- Kyetsou C,W.C. Labys .2006. Evidence for Chaotic Dependence Between
US Inflation and Commodity Prices. Journal of Macroeconomics, 28: 256-266.
21- Labys, W.C. 2000. Can World Market Volatility Upset the US Economy?
Prepared for the forty-eighth lecture in the Alex G. McKenna Economic
Education Series, St. Vincent College.
22- Marquez, J., D. Vining, 1983. A Note on the Variability of Inflation and the
Dispersion of Relative Price Changes. Economics Letters, 12: 243–249.
23- Mizon, G.E., J.C. Safford, Thomas, S.H., 1991. The Distribution of
Consumer Prices in the UK. Economica, 57: 249–262.
24- Mojaverian, M., A. Amjadi. 1999. Comparison of the Forecasting Power of
Trigonometric and Common Methods :Case of Citrus Prices Time Series Data.
Agricultural Economics and Development, No 25. (In Farsi).
25- Moghaddasi, R., A, Bakhshi. 2009. Harmonic Analysis of Agricultural
Products Prices Fluctuations: Case study of Potato and Onion. Journal of Trade
Research, 47: 205-233. (In Farsi).
26- Najafi, B., M. Haji Rahimi. 2000. Agricultural Products Prices Fluctuations:
Causes and Welfare Implications. 3
th Biennial Conference of Iranian
Agricultural Economics Society. Agricultural Economics and Planning
Researches Institute. Tehran. (In Farsi).
27- Nath H.K. (2004). Inflation and Relative Price Variability: Short-Run vs.
Long-Run. Economics Letters, 82: 363-369.
28- Parks, R.W., 1978. Inflation and Relative Price Variability. Journal of
Political Economy, 86: 79–96.
29- Parsley, D.C., 1996. Inflation and Relative Price Variability in the Short and
Long Run: New Evidence from the United States. Journal of Money, Credit and
Banking, 28 (3): 323–341.
30- Reinsdorf, M., 1994. New Evidence on the Relationship Between Inflation
and Price Dispersion. American Economic Review, 84: 720–731.
31- Silver, M.S., C. Ioannidis, 2001. Inter-Country Differences in the
Relationship Between Relative Price Variability and Average Prices. Journal of
Political Economy, 109: 355–374.
32- Vining, D.R., T.C. Elwertowski, 1976. The Relationship Between Relative
Prices and the General Price Level. American Economic Review, 66 (4): 699–
708.
