اثر قیمت حامل‌های انرژی بر قیمت مواد غذایی: رویکرد خودرگرسیونی با وقفه های توزیعی

نوع مقاله : مقاله پژوهشی

نویسندگان

• حمید بلالی ¹
• نادر مهرگان ²
• اکبر باجلان ³

¹ عضو هیئت علمی اقتصاد کشاورزی/ دانشگاه بوعلی سینا

² همدان -دانشگاه بوعلی سینا- گروه اقتصاد

³ همدان -دانشگاه بوعلی سینا- دانشکده کشاورزی

چکیده

افزایش قیمت حامل‌های انرژی با توجه به سهم آن‌ها در هزینه‌های تولید، بطور مستقیم شاخص بهای تولیدی بخش‌های مختلف اقتصاد را متأثر ساخته و سطح رفاه جامعه را کاهش می دهد. بطوریکه روند افزایشی قیمت های جهانی حامل های انرژی و مواد غذایی در سال های اخیر، باعث علاقمندی اقتصاد دانان به بررسی ارتباط بین این دو متغیر شده است. همچنین ضریب جمله تصحیح خطا، ECM(-1) در الگوی برآورد شده عدد 0.76- برآورد گردید، که نشان می-دهد در هر دوره (سال) 0.76 از عدم تعادل کوتاه‌مدت شاخص قیمت مواد غذایی به جهت رسیدن به تعادل بلندمدت تعدیل می‌شود. نتایج نشان داد که در بلندمدت با افزایش قیمت حامل های انرژی و به خاطر همسو شدن تولیدکننده با افزایش قیمت حامل‌های انرژی و اثر سایر زیر بخش‌هایی که از این افزایش قیمت متأثر شده‌اند و بر مقدار تولید مؤثر هستند، قیمت مواد غذایی افزایش چشمگیری می یابد.

کلیدواژه‌ها

• شاخص قیمت‌ها
• حامل‌های انرژی
• مواد غذایی
• الگوی خود توضیح با وقفه های گسترده(ARDL)

20.1001.1.20086407.1399.12.48.8.4

---

عنوان مقاله [English]

The impact of energy prices index on food prices index: Application of Auto-Regressive Distributed Lag Model

نویسندگان [English]

• Hamid Balali ¹
• nader mehrgan ²
• Akbar Bajelan ³

¹ Associate Professor of of Agricultural Economics, Bu Ali Sina University, Hamedan. Iran.

² Professor of Agricultural Economics, Bu Ali Sina University, Hamedan. Iran.

³ Master of Science of Agricultural Economics, Bu Ali Sina University, Hamedan. Iran.

چکیده [English]

Increasing the price of energy carriers, due to their contribution to production costs, directly affects the production price index of different sectors of the economy and reduces the welfare of the society. The rising trend of global prices for energy and food suppliers in recent years has made economists interested in examining the relationship between these two variables. In this study the effects of energy prices on the food price index was investigated by using of Atou-Regressive Distributed Lag model at the years of 1980- 2016. Also, the error correction term, ECM (-1) was estimated in the estimated model of 0.76, which indicates that in e The results showed that in the long run, with the rise in the price of energy carriers and because of the manufacturer's alignment with the rise in the price of energy carriers and the effect of other sub-sectors that have been affected by this rise in prices, and they affect the amount of production, the price of food increases dramatically.

کلیدواژه‌ها [English]

• Price Index
• Enerpy Price
• Food
• Auto Regressive Distributed Lag Model

مراجع

- Abdullah, M. & Kalim, R. (2012). Emprical analysis of food price inflation in Pakistan. World Applied Sciences Journal. 16 (7): 933-939.

- Ahmadpour Kkak, A. (2003). Assess the food security situation in Iran(the current challenges, the investment). Journal of Jihad, 22,36-47.

- Akbari, A.H. & Rankaduwa, W. (2005). Determinants of Inflation and Feasibility of Inflation Targeting in a Small Emerging Market Economy: The Case of Pakistan, Meeting of the Atlantic Canada Economics Association, Halifax, Nova Scotia, November 15-16, 2005.

- Alderman, H. & Shively, G. (1998). Economic Reform and Food Prices: Evidence from Markets in Ghana. World Development. 24(3): 521-534.

- Alghalith, M.(2010). The Interaction Between Food Prices and Oil Prices, Energy Economics, 32,1520-1522.

- Allegret, J. P. & Benkhodja, M. T. (2015). External shocks and monetary policy in an oil exporting economy (Algeria). Journal of Policy Modeling, 37(4), 652-667.

- Amadeh, H. (2010). Analyze the price changes of chicken meat using ARDL pattern: Case study of Tehran province. Economic Research, No. 2.

- Anand, R. Ding, D. & Tulin, V. (2014). Food inflation in India: The role for monetary policy. IMF Working paper. 14/178. Asia and Pacific Department. September 2014.

- Asafu, J. A. (2000). The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries. Energy Economics, 22 (2000). 615 - 625.

- Baffes, J. (2012). A framework for analyzing the interplay among food, fuels, and biofuels. Global Food Security, 2(2013)110–116.

- Baier, S. Clements, M. Griffiths, C. & Ihrig, J. (2009). Biofuels Impact on Crop and Food Prices: Using an Interactive Spreadsheet. International Finance Discussion Papers. 967.

- Chen, S.T. Kuo, H.I. & Chen, C.C. (2010). Modeling the Relationship Between the Oil Price and the Global Food Prices, Applied Energy, 87, 2517-2525.

- Cho, G. Kim, M. & Koo, W.W. (2005). Macro Effects on Agricultural Prices in Different time Horizons. Meeting of the American Agricultural Economics Association. Providence, Rhode Island. July 24-27, 2005.

- Ciaian, P. & Kancs, D.A. (2011). Interdependencies in the energy–bioenergy–food price systems: A cointegration analysis. Resource and Energy Economics, 33 (2011) 326–348.

- Dabagh & Rangraz (2015). Investigation of the factors affecting the export and import of metal industries in Iran in the period 1392-1358. Journal of Economics and Taxation. 1 (2).

- Du, X. Yu, C.L. & Hayes, D.J. (2010). Speculation and Vioatility Spillover in the Crude Oil and Agricultural Commodity Markets: A Bayesian Analysis, Energy Economics, 33, 497-503.

- Esfandiari, S. Sepahvand, A. & Mehrabi BasharAbadi, H. (2016). Investigating the effect of agricultural mechanization On the food security of rural households in Iran. Research in Iranian Economics and Agricultural Development. 2-47 (3): 618-609.

- Eslmi, A. M. Sadeghi, M. & Mohammadi, Kh. M. (2011). The effects of correction energy prices on economic sectors by using Input - Output table. EconomicResearchs (Stable growth & development) Quarterly, 13(1), 85-106.

- Esmaeili, A. & Shokoohi, Z. (2010). Assessing the Effect of Oil Price on  World Food Prices: Application of Principal Components Analysis, Energy Policy, 32, 1022-1025.

- Gardebroek, C. & Hernandez, M. (2013). Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets. Energy Economics, 40 (2013) 119–129.

- GhahremanZade, M. PishBahar, A. & Khalili Malekshah, S. (2016). The effect of macroeconomic variables on food inflation in the country: Approach to structural error correction model (SEFCM). Journal of  Research in Iranian Economics and Agricultural Development. 2 (47): 773-784.

- Ghetmiri, M. & Harati, J. (2005). Exploring the effects of macro variables on a food price index using a self-explanatory model with the interruptions distributed about Iran. Journal of Iranian Economic Research. 23.

- Gol Khandan. (2017). The relationship between oil prices and food prices in Iran under uncertain conditions. Journal of Research in Economic Development and Planning Economics. 6 (1).

- Gozgor, G. & Kalamaci, B. (2014). The linkage between oil and agricultural commodity prices in the light of the perceived global risk. Agric. Econ. – Czech, 60, 2014 (7): 332–342.

- Iran Central Bank Website, Statistics and Data (www.cbi.ir)

- Kargbo, J. M. (2005). Impacts of Monetary and Macroeconimic Factors on Food Prices in West Africa. Agrekon, 44(2): 205-224.

- Moghadasi, R., Sherafatmand, H,. Baghestani, A. (2010). Investigating the effect of productivity shocks and production gap on food prices in Iran. Journal of Economics and Agricultural Development. 4: 509-517.

- Orden, D. & Fackler, P.L. (1989). Identifying Impacts on Agricultural Prices in VAR Models. American Journal of Agricultural Economics. 71(2): 495-502.

- Permeh. Z. (2004). Investigation of energy subsidies and the effects of the rising cost of energy on price levels in Iran. Commerce Bulletin Quarterly, 34, 117-147.

- Pesaran, M. H. Shin, Y. & Smith, R. J. (1999). Bounds Testing Approaches to the Analisis of Level Relationships. Journal of Applied Econometrics, 16: 289–326 (2001).

- Pulford, A.L. (2012). Monetary Factors and the U.S. Retail Food Price Level. A Thesis Presented for the Degree Master of Science in Agribusiness. Faculty of the Agribusiness Department California Polytechnic State University, San Luis Obispo.

- Ranjbarpour, R. Haghighat, J. Karimi Takanel, Z. & Mardi Biveh Rah, R. (2014). Investigating the effect of investment in the agricultural sector on food prices in Iran. Journal of Agricultural Economics Research. 6 (6): 91-71.

- Samadi, A. & Behpoor, S. (2013). Investigating the effect of oil price fluctuations on food price index in Iran. Journal of Applied Economic Research. 1 (2): 89-106.

- Sayadi, F. & Moghadasi, R. (2015). The effect of energy prices on grain prices using regression patterns with mixed data (OLS-based ARDL learning method). Journal of Applied Economic Research. 4 (15): 160-149.

- Setyawan, Dh. (2013). The Impacts of the Domestic Fuel Increases on Prices of the Indonesian Economic Sectors. Energy Procedia, 47 (2014) 47 – 55.

- Shabanzadeh, M. Mahmoudi, A. Esfnjari kenari, R. (2014). Investigating the effect of transferring global prices to domestic markets for specific products of Iran's agricultural sector. Journal of Agricultural Economics and Development. 29 (1): 67-55.

- Tashkini, A. (2014). Applied Econometrics with Microfit. Noor Elm incidences.

- Udoh, E. & Egwaikhide, F.(2012). Does International Oil Price Volatility Complement Domestic Food Price Instability in Nigeria? An empirical Enquiry, International Journal of Economics and Finance, 4.

- Ziotis, N. & Papadas, T.T. (2011). Supply of Money and Food Prices: The Case of Greece. Agricultural Economics Review. 12(1): 36-44.