عدم تقارن انتقال قیمت در بازارهای گوشت مرغ ایران

نوع مقاله : مقاله پژوهشی

نویسندگان

• سید مجتبی مجاوریان ¹
• مسعود تقی پور کندسر ²
• حمید امیرنژاد ³

¹ گروه اقتصاد کشاورزی- دانشکده مهندسی زراعی- دانشگاه علوم کشاورزی و منابع طبیعی ساری- ساری- ایران

² گروه اقتصاد کشاورزی- دانشکده مهندسی زراعی- دانشگاه علوم کشاورزی و منابع طبیعی ساریٰ- ساری- ایران

³ گروه اقتصاد کشاورزی، دانشکده مهندسی زراعی، دانشگاه علوم کشاورزی و منابع طبیعی ساری، ساری، ایران

10.30495/jae.2023.27657.2233

چکیده

مقدمه: اعتبار الگوی TAR در متغیر سری­زمانی دارای روند، بعلت وجود تورم دائمی در سطح عمومی قیمت­ها با یک آستانه ثابت، خدشه دار می­شود، اغلب مطالعات در ایران به این موضوع توجهی ندارند، هدف تحقیق بررسی انتقال قیمت بین بازارهای فضایی با دو نوآوری است؛ نخست، استفاده از حد آستانه متغیر (اما برون­زا)، دوم، استفاده از داده­های ترکیبی است که امکان آشکار سازی ناهمگنی الگوهای انتقال قیمت بین بازارهای مختلف را نشان می­دهد.
مواد و روشها: داده­ها شامل قیمت ماهانه خرده­فروشی مرغ در تهران، اصفهان، مازندران و گلستان طی سالهای 1382 تا 1397 می­باشد. برای نشان دادن رابطه بین قیمتها در بازارهای مختلف از مدل خود رگرسیونی آستانه­ایی استفاده شد. در این الگو آستانه ثابت نبوده و تابعی از هزینه حمل در هر دوره می­باشد.
یافته ها: نتایج نشان داد انتقال قیمت گوشت مرغ بین چهار بازار نامتقارن و در حالتی که اختلاف قیمت بیش از هزینه حمل است باشد  انتقال قیمت به سرعت اتفاق افتاده  و ناپایدار است. در حالت دیگر هنگامیکه اختلاف قیمت کمتر از هزینه حمل باشد  انتقال قیمت پایدار است  آزمون هاسمن نشان داد که انتقال قیمت دارای جزء تصادفی اما بر پارامترها موثر نیست و تغییر رژیم مبتنی بر هزینه حمل می­باشد.
نتیجه­ گیری: سیاستهای دولت در بازار گوشت مرغ باعث انتقال کندتر قیمت بین آنها شده است. همچنین با استفاده از الگوهای آستانه ایی که نقطه آستانه ثابت نباشد به تبیین بهتر بازار کمک می می کند

کلیدواژه‌ها

• پیوستگی بازار
• بازار فضایی
• داده‌های ترکیبی
• رگرسیون آستانه ای
• گوشت مرغ

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عنوان مقاله [English]

Asymmetry in Chicken Meat Spatial Price Transmission in Iran

نویسندگان [English]

• Seyed Mojtaba Mojaverian ¹
• Masoud Taghipou kandsar ²
• hamid amirnejad ³

¹ Department of Agricultural Economics, Faculty of Agricultural Engineering, Sari Agricultural Sciences and Natural Resources University, Sari, Iran

² Department of Agricultural Economics, Faculty of Agricultural Engineering, Sari Agricultural Sciences and Natural Resources University , Sari, Iran

³ Department of Agricultural Economics, Faculty of Agricultural Engineering, Sari Agricultural Sciences and Natural Resources University, Sari, Iran

چکیده [English]

Introduction: The validity of the TAR model with a fixed threshold in a time series variable wich has a trend, is misleading due to the existence of permanent inflation in the general level of prices. Most studies in Iran do not pay attention to this issue. in this paper we apply two innovations; First, the use of a variable (but exogenous) threshold point, second, the use of pannel data that shows the possibility of revealing the heterogeneity of price transfer patterns between different markets.
Materials and methods: The data includes the monthly retail price of chicken in Tehran, Isfahan, Mazandaran and Golestan during the years 2003 to 2018. A threshold autoregression model was used to show the relationship between prices in different markets. In this model, the threshold is not fixed and is a function of the transportation cost in each period and each two markets.
Findings: The results showed that the price transmission of chicken meat between the four markets is asymmetric and in the case where the price gap is more than the cost of transportation, the price transmission is fast and unstable. In another case, when the price difference is less than the transportation cost, the price transmission is stable. Hausman test showed that the price transmission has a random component, but it does not affect the parameters and the regime change is based on the transportation cost.
Conclusion: Government policies in the chicken meat market have caused a slower price transfer between them. It also helps to explain the market better by using threshold patterns that do not have a fixed threshold point.

کلیدواژه‌ها [English]

• Chicken Meat
• Price Transmission
• Panel Data
• Space Market
• Threshold Regression

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