بررسی رابطه تورم با نوسانات قیمت محصولات کشاورزی در ایران

نوع مقاله : مقاله پژوهشی

نویسندگان

• محمد جواد مهدی زاده راینی ¹
• حمید محمدی ²
• سامان ضیائی ³
• محمود احمدپور ²
• ماشاالله سالارپور ²

¹ دانشجوی دکتری اقتصاد کشاورزی، دانشکده کشاورزی، دانشگاه زابل، زابل، ایران.

² استادیار اقتصاد کشاورزی، دانشکده کشاورزی، دانشگاه زابل، زابل، ایران.

³ دانشیار اقتصاد کشاورزی، دانشکده کشاورزی، دانشگاه زابل، زابل، ایران

10.30495/jae.2022.23025.2080

چکیده

ثبات قیمت محصولات کشاورزی با ثبات و توسعه بازار محصولات کشاورزی مرتبط است. از طرفی تورم در ایران، بی توجه به مبارزه شدیدی که با آن می شود، با نرخ نگران کننده ای در حال افزایش است، و به مهم ترین مشکل اقتصادی کشور تبدیل شده است. این تحقیق به بررسی رابطه تورم و تورم انتظاری با نوسانات قیمت محصولات کشاورزی در ایران با استفاده از روش خودتوضیح برداری و آزمون علیت گرانجر طی دوره زمانی 1398-1370 به صورت داده های فصلی پرداخته است. نتایج نشان داد نرخ تورم تاثیر مثبت و معنی داری بر نوسانات قیمت محصولات کشاورزی طی دوره زمانی مورد مطالعه دارد. متغیر تورم انتظاری نیز تاثیر مثبت و معنی داری بر نوسانات قیمت محصولات کشاورزی دارد. همچنین نتایج آزمون علیت گرانجر نشان داد که یک رابطه علت و معلولی دو طرفه بین تورم انتظاری و نوسانات قیمت محصولات کشاورزی برقرار است. رابطه علیت دو طرفه نیز بین دو متغیر تورم و تورم انتظاری وجود دارد. و همچنین یک رابطه علی یک طرفه بین تورم و نوسانات قیمت محصولات کشاورزی وجود دارد.

کلیدواژه‌ها

• قیمت محصولات کشاورزی
• تورم
• تورم انتظاری
• الگوی خودتوضیح برداری
• ایران

---

عنوان مقاله [English]

Investigating the Relationship between Inflation and Price Fluctuations of Agricultural Products in Iran

نویسندگان [English]

• Mohammad Javad Mehdizadeh Rayeni ¹
• Hamid Mohammadi ²
• Saman Ziaee ³
• mahmoud ahmadpour ²
• Mashaallah Salarpour ²

¹ Ph.D student in Agricultural Economics, Faculty of Agriculture, University of Zabol, Zabol, Iran.

² Assistant Professor of Agricultural Economics, Faculty of Agriculture, University of Zabol, Zabol, Iran.

³ Associate Professor of Agricultural Economics, Faculty of Agriculture, University of Zabol, Zabol, Iran.

چکیده [English]

Price stability of agricultural products is related to the stability and development of the agricultural products market. Inflation in Iran, despite the intense fight against it, is increasing at a worrying rate, and has become the most important economic problem in the country. This study investigates the relationship between inflation and expected inflation with price fluctuations of agricultural products in Iran using self-explanatory method and Granger causality test during the period 1991-2019 in the form of quarterly data.The results showed that the inflation rate has a positive and significant effect on price fluctuations of agricultural products during the study period. Expected inflation variable also has a positive and significant effect on price fluctuations in agricultural products. The results of Granger causality test also showed that there is a two-way cause and effect relationship between expected inflation and price fluctuations in agricultural products. There is also a two-way causality relationship between inflation and expected inflation. There is also a one-way causal relationship between inflation and agricultural price fluctuations.

کلیدواژه‌ها [English]

• Agricultural Prices
• Inflation
• Expected Inflation
• Vector Error Correction Model
• Iran

مراجع

1. Ajuwon OS, Ogwumike FO. Uncertainty and Foreign Direct Investment: A Case of Agriculture in Nigeria. Mediterranean Journal of Social Sciences. 2013; 4 (1):155-165. https://www.semanticscholar.org/paper/Uncertainty-and-Foreign-Direct-Investment%3A-A-Case-Ajuwon-Ogwumike/57834371e8c46397b8da0f0522aeaeca5092fca8
2. Baniasadi M, Mohseni R. Impact of inflation Uncertainty on Agricultural Investment in Iran. Journal of Agricultural Economics Research. 2017; 9 (35):37-56. https://jae.marvdasht.iau.ir/article_2379.html?lang=en
3. Davis GK, Hineline D, Kanago BE. inflation and real sectoral output shares: Dynamics panel model evidence from seven OECD countries. 2011; Journal of Macroeconomics. 33 (4): 607-619. https://ideas.repec.org/a/eee/jmacro/v33y2011i4p607-619.html
4. Dickey DA, Fuller WA. The likelihood ratio statistics for autoregressive time series with a unit root. Econometrica. 1981; (49): 1057–1072.https://www.jstor.org/stable/1912517
5. Friedman M. Nobel lecture: inflation and unemployment. Journal of political economy. 1977; (85): 451-472. https://www.jstor.org/stable/1830192
6. Gou GH. The Study on the Relationship between Agricultural Product Price Fluctuation and Inflation Journal of Service Science and Management. 2017; (10): 166-176. https://www.scirp.org/pdf/jssm_2017041813510920.pdf
7. Harvey A. The econometric analysis of time series. Handbook in Economics. 1990; USA. https://books.google.com/books/about/The_Econometric_Analysis_of_Time_Series.html?id=yKQN62Itmg0C
8. Ivanova N, Peneva M. Agricultural policy impact on major farm products prices development in Bulgaria up to 2020. Econ. Manag. 2011; (7): 39–53. https://ideas.repec.org/a/neo/journl/v7y2011i2p39-53.html
9. Kyetsou C, Labys WC. Evidence for Chaotic Dependence between US Inflation and Commodity Prices. Journal of Macroeconomics. 2016; (28): 256-266. https://ideas.repec.org/a/eee/jmacro/v28y2006i1p256-266.html
10. Mohammadi M, Mohammadi H, Fakari B. The Impact of Macroeconomic Variables on the Volatility of Agricultural Prices in the Iran Mercantile Exchange (The Case of Barley). Journal of Agricultural Economics and Development. 2017; 24(95):1-23. https://www.sid.ir/paper/142139/fa
11. Pishbahar E, Gahremanzadeh M, Farhadi A. The Effects of Inflation on Iranian Economic Sectors. Journal Iranian Association of Agricultural Economics. 2015; 9(1):19-41. http://www.iranianjae.ir/article_12375.html?lang=en
12. Seyed aziz A, Mirabizadeh Analyzing the Asymmetric Effects of Inflation on Real Investment in Iran. Journal of Economic Modeling Research Kharazmi University. 2012; 2 (8):141-158. https://jemr.khu.ac.ir/article-1-345-en.html
13. Sims Ch. Macroeconomics and reality. Econometrica. 1980; 48 (1): 1-48. https://www.pauldeng.com/pdf/Sims%20macroeconomics%20and%20reality.pdf
14. Soheili K, Almasi M, Saghaee M. Assessing the effect of expected inflation, liquidity growth, imported inflation, output gap and exchange rate on inflation in Iran. Iranian Economic Journal: Macroeconomics (IEJM). 2012; 13 (7): 39-60. https://jqe.scu.ac.ir/article_16700.html?lang=en
15. Souri A. Econometrics. 2018; Tehran. https://profile.ut.ac.ir/en/~alisouri/publications
16. Xie H, Wang B. An Empirical Analysis of the Impact of Agricultural Product Price Fluctuations on China’s Grain Yield. Sustainabilit 2017; (9): 906. file:///C:/Users/javad-2021/Downloads/sustainability-09-00906.pdf
17. Xie HL, He YF, Xie X. Exploring the factors influencing ecological land change for China’s Beijing-Tianjin-Hebei Region using big data. 2017; (142): 677–687. https://www.cabdirect.org/cabdirect/abstract/20173056942
18. Zhao L, Zhang X, Wang S, Xu S. The effects of oil price shocks on output and inflation in China. Energy Econ.2017, 53: 101–110. https://ideas.repec.org/a/eee/eneeco/v53y2016icp101-110.html