اثر نوسان نرخ ارز بر صادرات صنایع غذایی ایران(رهیافت پانل دیتا)

محورهای موضوعی : فصلنامه علمی -پژوهشی تحقیقات اقتصاد کشاورزی

امه هانی موسوی خالدی ¹ , ابوالقاسم مرتضوی ² , صادق خلیلیان ³

1 - دانشگاه تربیت مدرس
2 - تربیت مدرس
3 - دانشیار

تاریخ دریافت : 1396/04/26 تاریخ پذیرش : 1398/10/22 تاریخ انتشار : 1398/10/01

کلید واژه: نوسان نرخ ارز, صادرات صنایع غذایی ایران, پانل ARDL,

چکیده مقاله :

توسعه صادرات غیرنفتی به‌خصوص کالاهای صنعتی به‌عنوان یکی از راهبردهای توسعه اقتصادی، یک تعیین‌کننده اصلی در راستای افزایش توان تولیدی، اشتغال و تأمین درآمدهای ارزی برای سرمایه‌گذاری در فناوری‌های نو محسوب می‌شود. ازجمله عوامل مؤثر بر صادرات غیرنفتی، نرخ ارز و ریسک ناشی از نوسانات غیرمنتظره آن است، این پژوهش به ارزیابی اثر نوسانات نرخ ارز بر صادرات صنایع غذایی ایران به‌عنوان حلقه تکمیلی زنجیره کشاورزی در دوره زمانی 1394-1380 با استفاده از رویکرد پانل دیتا پرداخته است. برای بررسی اثر نوسان نرخ ارز بر صادرات صنایع غذایی از تکنیک ARDL پانل استفاده‌شده است. نتایج پژوهش نشان داد در بلندمدت و کوتاه‌مدت بین صادرات صنایع غذایی و متغیرهای در نظر گرفته‌شده رابطه معنی‌داری وجود دارد و نوسان نرخ ارز در بلندمدت با مقدار ضریب 96/6تأثیر منفی بر صادرات صنایع غذایی داشته است. توصیه می‌گردد با ایجاد محیط باثبات اقتصادی و ارائه اطلاعات شفاف درباره‌ روند تغییرات نرخ ارز، ابزارهای پولی و مالی جهت تأمین ریسک نرخ ارز صادرکنندگان به کار گرفته شود.

چکیده انگلیسی:

Developing the export of industrial goods as one of the strategies for economic development is a major determinant for the provision of foreign exchange earnings. One of the factors affecting exports, exchange rate and the risk of unexpected volatility is the study of the effect of exchange rate Volatility on exports of Iranian food industry as a supplementary chain of the agricultural chain during the period of 2001-2015 using the panel data approach. The ARDL panel technique has been used to examine the effect of exchange rate Volatility on the export of food industry. The results of the study showed that the exchange rate Volatility in the long run with a coefficient of 96/6 had a negative effect on the export of food industry. It is recommended that monetary and fiscal instruments be used to assure exporters' exchange rate risk.

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