ARDL اثر تغييرات نرخ ارز بر قيمت صادراتي پسته كاربرد روش خود توضيح با وقفه هاي گسترده

The effects of exchange rate fluctuations on pistachio export price: An application of the autoregressive distributed lag method

The main purpose of this study is to analyze the short- run and lone- run effect of exchange rate fluctuations on the pistachio export price of Iran. For study the relationship between export price and other variable, the Autoregressive Distributed Lag model (ARDL) was used. Data set were obtained from different issues of Central Bank of Iran over 1971-2000 . The results show that an exchange rate fluctuation, in short and long- run, is the most important factor affecting pistachio export price. In addition, the exporting amount of pistachio affects pistachio export price. In short-run, the relationship between export price and domestic production is significant and negative.