بررسي اثر انتقال قيمت‏هاي جهاني به بازارهاي داخلي براي محصولات خاص بخش كشاورزي ايران

Examining the Effect of World Price Transfer to Domestic Markets for Sensitive and Certain Agricultural Products in Iran

جهانی سازی و رشد سریع تجارت منافع بالقوه تجاری بخش كشاورزی را از جنبه‏های مختلف افزایش می‏دهد. اما طی فرآیند جهانی سازی، نحوة اثرگذاری قیمت‏های جهانی بر قیمت‏های داخلی از مباحث مهم در تجزیه و تحلیل سیاست‏های تجاری است. چرا كه طی این فرآیند قیمت‏های داخلی در ارتباط مستقیم با قیمت‏های جهانی قرار می‏گیرند. با این رویكرد هدف اصلی مطالعه حاضر بررسی انتقال قیمت‏های جهانی به بازارهای داخلی برای محصولات خاص بخش كشاورزی ایران طی دوره 91-1360 می‏باشد. جهت رسیدن به این هدف در مطالعه حاضر كشش آرمینگتون و ارزی مربوط به ۱0 قلم گروه كالای منتخب بخش كشاورزی ایران شامل گندم، جو، برنج، ذرت، كنجاله سویا، روغن (سویا و آفتابگردان)، شكر، تخم مرغ، گوشت مرغ و گوشت قرمز با استفاده از الگوی خود توضیح با وقفه‏های توزیعی (ARDL) برآورد و مورد بررسی قرار گرفته است. نتایج حاصل از برآورد كشش آرمینگتون و ارزی نشان می‏دهد كه نوسان قیمت‏های جهانی طی دوره بلندمدت بیشتر از دوره كوتاه‏مدت به بازار داخلی محصولات انتقال می‏یابد. همچنین چنان چه محصول تولیدی با شكاف تقاضای داخل مواجه باشد و یا تعداد جانشین‏های آن در بازار داخلی اندك باشد بیش‌تر از قیمت‏های جهانی متاثر خواهد شد. نتایج حاصل از الگوی تصحیح خطلا نیز بیان‏گر آن است كه سرعت تعدیل به سمت تعادل بلندمدت برای اكثر محصولات به كندی صورت میگیرد به طوری‌كه اگر چنان چه به بازار هر یك از محصولات تحت بررسی شوكی وارد شود جهت تصحیح عدم تعادل كوتاه‌مدت و بازگشت مدل به تعادل بلندمدت به زمان نسبتا زیادی نیاز است.

Introduction: Agriculture as one of old sectors of economy has been important role in the supply food for peoples and raw materials. Globalization causes rapid growth of world trade and reduces information and communications costs. Globalization and rapid growth of trade increases the potential benefits of trade for agriculture from various aspects. The potential benefits of trade for agriculture increases from three aspects. Direct increase in the domain of agricultural sector activities for competition in the global market results in the benefits of access to global markets. This is especially true in cases where there is comparative advantage and the indirect effects of increased global trade on non-agricultural sectors that cause the domestic demand for food change from qualitative and quantitative aspects, are the benefits of this event. However, during the process of globalization, how to influence prices in different markets, including the impact of world prices on domestic prices is an important issue in trade policy analysis. During this process domestic prices are directly related to world prices. With this approach, the main objective of this study is to examine the effect of world price transfers to domestic markets for sensitive and certain agricultural products in Iran during 1360-91. Materials and Methods: To achieve this goal in this study, the Armington and the foreign currency elasticity of ten selected agricultural products in Iran including wheat, barley, rice, corn, soybean meal, vegetable oil (soybean and sunflower), sugar, eggs, poultry and beef, have been estimated and examined using Autoregressive Distribution lag Model (ARDL). In order to investigate speed of adjustment or in other words the speed of movement towards equilibrium, typically the error correction model (ECM) is used. Existence of cointegration or in other words, long term relationship between a set of economic variables provide the basis for the use of error correction model. In fact, error correction model links the short term fluctuations of the variables to their long term equilibrium values and shows adjustment speed and long term movement towards equilibrium. Results and Discussion: The results of the present study show transfer of the world price fluctuations to the domestic market in the long run is more than in the short run. Moreover, if the products face a gap in domestic demand, and the local production is so limited that it cannot limit the import of that product, the products would be more affected by fluctuations in world prices. The results of ECM model reveal that the speed of adjustment towards long run equilibrium for most products is low such that if the shock enters the market of each product a long time is required for correcting the short-run and long-run imbalance equilibrium and bring it back to the first equilibrium. Conclusion: The results showed that most of the crops under review (e.g. corn) face with the low gap of demand and the ability of domestic production in limiting the imports is low. Therefore, a significant portion of these products are imported from abroad. Given that the country is faced with a crisis of drought and water shortage problems, the price policies cannot eliminate this problem and help stabilize the market by encouraging increased production Thus, they lead to increased demand for imports. Under such circumstances, the only way to increase production in the country is enhancement of productivity in the agricultural sector. Of course, this is only possible in the long run. For products such as rice and meat the elasticity of substitution of domestic production with imports is small. In other words, if a policy is adopted that results in an increase in the price of these products, the share of these products of the total imports does not increase that much in comparison with other products. To support these products, policies can be used such as import tariffs in the short run. Since in the ECM model for the majority of products, the adjustment speed or the speed to move to the long-run equilibrium is slow, it is necessary to consider the harmful effects and consequences of shocks in the economy. Because if a shock is entered into the model, to correct the imbalance between short-run and long-run equilibrium and come back to long-run equilibrium needs a long time. Keywords: Armington Elasticity, Autoregressive Distribution lags Model (ARDL), Currency Elasticity, Price Transfer