بررسی تأثیر نوسانات نرخ ارز بر ارزش صادرات محصولات کشاورزی (پرتقال، انگور، خرما)

مجله اقتصاد و توسعه کشاورزی

مقاله 2، دوره 30، شماره 1، فروردین 1395، صفحه 10-18   

نوع مقاله: مقالات پژوهشی

شناسه دیجیتال (DOI): 10.22067/jead2.v30i1.44750

نویسندگان

محسن جمالی پور^* ؛ محمد مهدی فارسی؛ محمد قربانی

دانشگاه فردوسی مشهد

چکیده

با توجه به اهمیت تجارت محصولات کشاورزی برای رهایی از اقتصاد تک‌محصولی، این مطالعه به بررسی ارتباط کوتاه ‌مدت و بلند مدت بین صادرات محصولات انگور، پرتغال، خرما و نوسانات نرخ ارز می‌پردازد. بدین منظور ابتدا شاخص نوسانات نرخ ارز با استفاده از الگوی واریانس ناهمسانی شرطی اتورگرسیو تعمیم‌ یافته (GARCH) محاسبه گردید. سپس به‌منظور بررسی رابطه میان نوسانات نرخ ارز و ارزش صادراتی محصولات کشاورزی از آزمون ریشه واحد و آزمون همجمعی مربوط به داده‌های تابلویی طی دوره 1391- 1348 استفاده ‌شده است. نتایج حاصل از برآورد مدل نشان می‌دهد که نوسانات نرخ ارز در کوتاه ‌مدت اثر مثبت و در بلند مدت اثر منفی بر ارزش صادراتی انگور، پرتغال و خرما می‌گذارد. همچنین نوسانات نرخ ارز در بلند مدت، روی کالاهایی که از ارزش صادراتی بیشتری برخوردارند، نسبت به کالاهایی که ارزش صادراتی کمتری دارند، تأثیر منفی بیشتری می‌گذارد.

کلیدواژه‌ها

آزمون همجمعی؛ الگوی GARCH؛ داده‌های تابلویی

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