اثر اعتبارات بر متغیرهای کلان بخش کشاورزی در ایران

نویسندگان

1 کارشناس ارشد اقتصادکشاورزی دانشگاه آزاد اسلامی واحد مرودشت

2 استاد گروه اقتصادکشاورزی دانشگاه آزاد اسلامی واحد مرودشت

چکیده

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.
 

کلیدواژه‌ها


عنوان مقاله [English]

Effects of Credit on Agricultural Major Variables in Iran

نویسندگان [English]

  • M. Mir Ahmadi 1
  • J. Torkamani 2
چکیده [English]

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.
 

کلیدواژه‌ها [English]

  • Agricultural Credit
  • Agricultural Export
  • Producer Gross Income
  • Price of Fertilizer
  • Producer Price Index
  • VAR Model
  • ECM Model
1- Abadri K. and Tzavalis S. 1999. The influence of VAR dimension on
estimator biases. Econometrica. 67: 163-181.
2- Ahmadpour M. 2002. Factors effecting demand for agricultural credit in
Sistan. Research project. Zabol University.
3- Akbarian R. and Zarepour A. 2004. Effects of investment and credit on
agricultural development. Journal of Agricultural Bank. 7: 51-67.
4- Amini A. and Falihi N. 1998. Survey of Investment in the agricultural sector
of Iran. Journal of Planning and Budget. 3: 82-98.
5- Bidram . R .2002 . Consistent with Eviews econometrics . Publication
Productivity Charter . First Printing . Page 45.
6- Carter R. 1998. Equilibrium credit rationing of small farm agricultural.
Journal of Development Economics. 28: 83-103.
7- Carter R. and Keith D. 1990. Access to capital and its impact on agrarian
structure and productivity in Kenya. American Journal of Agricultural
Economics. 72: 1146-1152.
8- Chizari A. and Zare A. 2000. Effects of credit allocated from the national and
agricultural banks to the agricultural sector in Fars province. Journal of
Agricultural Economics and Development. 29: 69-92.
9- Foltz J.D. 2004. Credit market access and profitability in Tunisian
agriculture. Journal of Economics. 30: 229-240. 
10- Ghorbani M. 2003. Effects of government budget on agricultural
production. Thesis submitted for the degree of M.S in Agricultural Economics.
Agricultural Department. University Shiraz.
11- Granger G.W.J. 1980. Testing for causality: A personal view point, Journal
of Economics Dynamics and Control. 41: 329-352.
12- Kaabia M.B. and Gill J.M. 2000. Short and logn run effect of
macroeconomic variables on the Spain agricultural sector. European Review of
Agricultural Economics. 27(4): 449-471.
13- Karami A. 2000. Credit and its effects on farmer's performance in
Kohgiluyeh and Boyer Ahmad province. Thesis submitted for the degree of M.S
in Agricultural Economics. Faculty of Agriculture. University Shiraz.
14- Noferesti M. 1999. Unit root and cointegration in econometrics. Rasa
Publication. First Printing.
15- Odedokun M. 1996. International evidence on the effects of directed credit
programmers on efficiency of resource allocation in developing countries.
Journal of
16- Qavami M. 1995. Review of credit agriculture in Iran. Masters thesis
department of Economics. Islamic School of Economics and University of
Tehran. Emam Sadeqh.
17- Rasoolof J. 2003. Introduction Proceedings of Conference on Financing
Agriculture (experiences and lessons). Research and Development Center of
Agricultural Bank. University Tarbiat Modarres. Tehran.
18- Sadr K. 2003. Measuring the effects of credit on agricultural value added.
Proceeding of Conference on Financing Agriculture (experiences and lessons).
Research and Development Center of Agricultural Bank. Tarbiat Modarres
University .Tehran.
19- Saghaiyan H. and Heydarian H. 2000. Determine the relationship between
exports and growth economic by using VAR model. Journal of Social Sciences
and Humanities. Shiraz University. 1: 97-120.
20- Singh R.D. and Verma K.K. 1972. Production possibilities and resource use
pattern on small farms: A comparative study in three regions of Utter Pradesh.
Indian Journal of Agricultural Economics. 27: 126-134.
21- Soleimanipour A. and Najafi B. 1996. Impact of wage rate, inputs and
outputs price on agricultural credit demand . Journal of Agricultural Economics
and Development. 20: 82-94.
22-Tansend S. and Nitrite B. 1998. The effect of macroeconomic policies on
north African Agriculture. Journal of International Development. 32: 51-64.
23- Tavakoli A. 1997. Time series analysis. Institute for Trade Studies and
Research. First Printing. 
24- Torkamani J. and Ahmadpour M. 1998 . Agricultural credit demand
function Estimation : A case study of date producer of Bushehr province.
Journal of Rural and Development. 12: 32-47.
25- Yazdani S. and Ekhlaspour R. 1998. Survey factors effecting access to
credit in plain Arzouiyeh Kerman. Proceedings of the first Conference of
Agricultural Economics. Faculty of Agriculture. University Zabol.