اثر شوک‌های ساختاری نرخ ارز حقیقی بر تراز تجاری بخش کشاورزی ایران با استفاده از مدل SVAR

محورهای موضوعی : فصلنامه علمی -پژوهشی تحقیقات اقتصاد کشاورزی

مصطفی بنی اسدی ¹ (گروه ترویج و آموزش کشاورزی (زیرگروه اقتصادکشاورزی)، دانشکده کشاورزی، دانشگاه بوعلی سینا، همدان، ایران.)
سحر احمدی ² (گروه ترویج و آموزش کشاورزی (زیرگروه اقتصادکشاورزی)، دانشکده کشاورزی، دانشگاه بوعلی سینا، همدان، ایران.)

تاریخ دریافت : 1398/09/05 تاریخ پذیرش : 1401/12/07 تاریخ انتشار : 1401/12/01

کلید واژه: بخش کشاورزی, تراز تجاری, شوک‌های ساختاری, مدل SVAR,

چکیده مقاله :

مقدمه و هدف: با توجه به اهمیت شناسایی ارتباط بین نرخ ارز حقیقی و تراز تجاری در تدوین و اجرای دقیق سیاست‌های تجاری در بخش کشاورزی، در این مطالعه، تأثیر شوک‌های ساختاری نرخ ارز حقیقی بر تراز تجاری بخش کشاورزی ایران مورد بررسی قرار گرفت. مواد و روش­ها: به‌منظور بررسی الگوی سیستماتیک واکنش تراز تجاری به شوک نرخ ارز حقیقی از روش خود رگرسیون برداری ساختاری در دوره زمانی (1395-1371) استفاده شد.. یافته­ها: نتایج حاصل از برآورد مدل نشان می‌دهد که شوک‌های نرخ ارز حقیقی ابتدا و در سال اول باعث بهبود اندک در تراز تجاری بخش کشاورزی می‌شود اما در سال‌ دوم و سوم بعد از بروز شوک، سبب وخیم‌تر شدن تراز تجاری بخش کشاورزی می‌شود. هم‌چنین، اثر شوک نرخ ارز حقیقی از سال ششم به بعد به‌طور کامل تعدیل شده و تراز تجاری بخش کشاورزی به روند تعادلی خود باز می‌گردد. بنابراین شوک‌های ارزی و کاهش ناگهانی ارزش پول ملی، تاثیر چندانی در بهبود تراز تجاری بخش کشاورزی در بلندمدت ندارد. بحث و نتیجه­گیری: پیشنهاد می‌شود برای بهبود تراز تجاری بخش کشاورزی، به‌جای تکیه بر افزایش توان رقابتی ناشی از افزایش نرخ ارز، به سایر متغیرهای اثرگذار نظیر سرمایه‌گذاری و تولید در بخش کشاورزی، انتقال دانش و فناوری و تعدیل محدودیت‌های ناشی از تغییرات اقلیمی توجه شود.

چکیده انگلیسی:

Introduction: Given the importance of identifying the relationship between real exchange rate and trade balance in the elaboration and accurate implementation of trade policies in the agricultural sector, in this study, the effect of real exchange rate structural shocks on the balance of trade in Iranian agricultural sector was studied. Materials and Methods: In order to examine the systematic pattern of trade balance reaction to real exchange rate shock, Structural Vector Autoregressive method was used during the period (1992-2016). Findings: The results of the model estimation show that real exchange rate shocks initially and in the first year have a slight improvement in the agricultural trade balance. But in the second and third year after the shock, the agricultural sector trade balance worsens. Also, the effect of the shock of the real exchange rate has been fully adjusted since the sixth year onwards and the trade balance of the agricultural sector returns to its equilibrium trend. Therefore, exchange rate shocks and a sudden decline in the value of the national currency do not have a significant effect on the improvement of the long-term trend of the trade balance of the agricultural sector. Conclusion: It is suggested to improve the trade balance of the agricultural sector, instead of relying on the increase in competitiveness due to the increase in the exchange rate, attention should be paid to other influencing variables such as investment and production in the agricultural sector, transfer of knowledge and technology, and adjustment of restrictions caused by climate changes.

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