بررسی اثر سیاست ارزی بر مازاد رفاه صادرکنندگان پسته ایران

محورهای موضوعی : فصلنامه علمی -پژوهشی تحقیقات اقتصاد کشاورزی

سیدابولقاسم مرتضوی ¹ (استادیار اقتصاد کشاورزی دانشگاه تربیت مدرس)
حامد نجفی ‌علمدارلو ² (دانشجوی دکترای اقتصاد کشاورزی دانشگاه تربیت مدرس)
محمد خداوردیزاده ³ (دانشجوی دکترای اقتصاد کشاورزی دانشگاه تربیت مدرس)

تاریخ دریافت : 1394/09/26 تاریخ پذیرش : 1394/09/26 تاریخ انتشار : 1391/01/01

کلید واژه: ARDL, GARCH, پسته, سیاست ارزی, مازاد رفاه صادرکننده,

چکیده مقاله :

در این تحقیق ابتدا عوامل موثر بر صادرات پسته ایران با استفاده از رهیافت ARDL در دو حالت نظام نرخ ارز ثابت و شناور تخمین زده شد. نااطمینانی نرخ ارز با استفاده از مدلGARCH(1,1) به دست آورده و به عنوان یک متغیر در مدل استفاده شد. نتایج نشان داد که کشش قیمتی در مدلی که با استفاده از نرخ ارز حقیقی و نوسانات آن تخمین زده شد، برابر با 1/1 و در مدل با نرخ ارز ثابت برابر با 6/1 بود. در ادامه تغییرات مازاد رفاه صادرکنندگان پسته با توجه به دو نوع کشش قیمتی به دست آورده شد و نتایج حاکی از آن بود که مازاد رفاه صادرکنندگان پسته در صورت اتخاذ سیاست نرخ ارز شناور مقدار بیشتری خواهد بود. همچنین نوسانات نرخ ارز در بلندمدت اثر منفی بر صادرات محصول داشته است. درنهایت پیشنهاد می گردد که در جهت حمایت از صادرات و افزایش مازاد رفاه صادرکنندگان پسته ایران، سیاست نرخ ارز شناور اتخاذ گردد، اما راهکاری نیز برای خنثی کردن نوسانات آن اتخاذ شود، تا از اثر منفی آن بر صادرات جلوگیری به عمل آید.  

چکیده انگلیسی:

The type of foreign policy affect on a country's economic variables and exporter surplus. Also, Pistachio is one of the most important export products and studying these markets have an important role on the earnings of exporters. In this study, factors on the export of Iran pistachios were estimated by using the ARDL approach and in Real Exchange and Nominal exchange rate. In this study, volatility of real exchange rate estimated in GARCH (1, 1) model. Result showed that the price elasticity was 1.1 and 1.6 in the real exchange rate and nominal exchange rate models, respectively. Changes in welfare surplus pistachio exporters, according to two types of price elasticity were obtained, fhich showed a surplus of pistachio exporters in the floating exchange rate policy would be much greater. Also, in log run, exchange rate volatility had a negative effect on the export product. Finally, it is suggested that floating exchange rate policy should be adopted, but the volatility of exchange rate must be reduced.  

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