چکیده مقاله :
هدف از این مطالعه، بررسی اثر اعتبارات، بر متغیرهای عمده ی بخش کشاورزی از جمله، صادرات محصولات کشاورزی، درآمد ناخالص تولیدکنندگان، اعتبارات اختصاص یافته در دوره ی بعد به بخش کشاورزی، قیمت نهاده ی کود و شاخص قیمت تولیدکننده است. بدین منظور، از یک الگوی خود رگرسیون برداری (VAR) استفاده شد. با استفاده از این روش، روابط تعادلی و بلندمدت مورد بررسی قرار گرفت و ضرایب بلندمدت بدست آمد. همچنین، تاثیر تکانه ها با استفاده از معیار تابع واکنش ضربه ای ارزیابی شد. سپس، از معیار تجزیه ی واریانس جهت تعیین سهم هر متغیر در خطای پیش بینی سایر متغیرهای مدل استفاده شد. پس از تایید رابطه ی تعادلی و بلند مدت، روش تصحیح خطای برداری (ECM)، بمنظور ایجاد ارتباط بین روابط تعادلی بلندمدت میان متغیرها با نوسان های کوتاه مدت بکار گرفته شد. داده های مورد نیاز این مطالعه، برای دوره ی زمانی 1386-1360 از نشریات و سایت بانک مرکزی جمهوری اسلامی ایران، بانک اطلاعات اقتصادی PDS و پایگاه اینترنتی صندوق بین المللی پول بدست آمد. نتایج بدست آمده نشان داد که در بلندمدت، اعتبارات بخش کشاورزی بر شاخص قیمت تولیدکننده، صادرات محصولات کشاورزی، درآمد ناخالص تولیدکننده و اعتبارات اختصاص یافته به بخش کشاورزی در دوره ی بعد، تاثیر مثبت و بر قیمت نهاده ی کود تاثیر منفی دارد. همچنین، در کوتاه مدت، افزایش اعتبارات بخش کشاورزی بر صادرات این بخش، شاخص قیمت تولیدکننده و اعتبارات دوره ی بعد تاثیر مثبت و بر قیمت نهاده (کود) و درآمد ناخالص تولید کننده اثر منفی نشان داد.
چکیده انگلیسی:
The purpose of this study is to examine the effect of credit on major agricultural variables such as agricultural exports, producer gross income, cost of fertilizers and the producers price index using Vector Auto-Regressive model. Balanced and long run relations were examined and the long run coefficient ware calculated. Also, the effects of impulses were analyzed using Impulse Response Function. Variance decomposition criterion was used to determine contribution of each variable to changes of other variables in the model. After confirming the balance and the long run relations, the Vector Error Correction method was used to make a link between the long run balanced relations among variables with short run fluctuation. Data for the period of 1981-2007 were collected from various publications of Central Bank of Iran, PDS economical data base, and International Monetary Fund. Results indicated that, in the long run. Agricultural credit had positive effect on producer price index, agricultural export, and the amount of credit allocated to the agricultural sector for the next period. However, agricultural credit had negative effect on the price of fertilizer in the long run. In addition, in the short run, an increase in agricultural credit had positive influence on the export of agricultural products and producer price index while, it had negative effect on fertilizer price and producer gross income.
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