بررسی انتقال قیمت در سطوح قیمت های برنج وارداتی و داخلی کشور
آرشیو
چکیده
امروزه، نظر به نقش به سزای نوسان های قیمتی در رفاه مصرف کنندگان و نارسایی بازار محصولات کشاورزی، تحلیل انتقال قیمت در بازارهای کشاورزی بسیار اهمیت دارد. از این رو، با توجه به اهمیت محصول برنج در سبد کالایی مصرف کنندگان و سهم بالای این محصول در واردات کالاهای اساسی کشور، در مطالعه حاضر، به بررسی انتقال قیمت در سطوح قیمت های برنج وارداتی و داخلی کشور پرداخته شد. داده های مطالعه مربوط به قیمت های هفتگی بانک مرکزی ایران در خلال سال های 1401 و 1402 بود و برای دستیابی به هدف اصلی مطالعه، از الگوی تصحیح خطا با رویکرد انگل- گرنجر (ECM-EG) استفاده شد. نتایج نشان داد که در کوتاه مدت، کارآیی بازار برنج مناسب بوده و انتقال قیمت بین برنج وارداتی و داخلی متقارن است. از این رو، از آنجا که تنظیم قیمتی بازار برنج خارجی در نهایت می تواند به نتایج یکسان در بازار برنج داخلی منجر شود، پیشنهاد می شود که دولت از مداخله غیرضروری در بازار این محصول خودداری کند. به دیگر سخن، با توجه به انتقال متقارن قیمت در کوتاه مدت، نیازی به سیاست گذاری متفاوت برای تنظیم قیمت ها در دو بازار برنج خارجی و داخلی نخواهد بود. همچنین، بر اساس نتایج به دست آمده، با توجه به رد فرض صفر مبنی بر وجود تقارن در انتقال قیمت از سطوح قیمت های برنج خارجی به داخلی، انتقال قیمت در بلندمدت نامتقارن بوده است. از این رو، به منظور بالا بردن کارآیی انتقال مداخلات و سیاست های دولت در بلندمدت، ضمن توجه به انتخاب ابزار سیاستی مناسب در دوره های افزایش و کاهش قیمت ها، عدم برنامه ریزی در راستای سیاست گذاری های یکسان مبتنی بر تنظیم بازار در این گونه دوره ها پیشنهاد می شود.Investigating the Price Transmission between Imported and Domestic Rice Price Levels in Iran
Introduction: Nowadays, due to significant role of price fluctuations and asymmetric price transmission on the welfare of consumers and the failure of agricultural products market, the analysis of price transmission in agricultural markets is of great importance. In addition, given its important role in the food supply chain, the price of agricultural products directly affects the purchasing power of consumers and the food security of countries. One of the key factors affecting the price and market of agricultural products is the impact of domestic and imported product prices, which are influenced by global market trends, exchange rates, trade agreements and international competition, so that domestic product prices being lower compared to the imported ones, likely leading to a decrease in imports and providing a competitive advantage to domestic producers. Therefore, understanding the impact of domestic and imported product prices is very important for policymakers, farmers, consumers and other stakeholders in the agricultural sector. Materials and Methods: Considering the importance of rice crop in the consumer's commodity basket and the high share of this product in the import of basic goods, this study aimed at investigating the price transmission in the levels of imported and domestic prices of rice. The studied data included the weekly prices of the Central Bank of I.R. of Iran during 2022 and 2023; and to achieve the main objective of the study, the Error Correction Model (ECM) with Engel-Granger (EG) model within an approach of so-called ECM-EG were used. So, firstly, stationarity, cointegration and determination of causality between the variables were investigated and finally, to achieve the desired results based on the obtained results, the appropriate model was determined and estimated. Results and Discussion: According to the obtained results, the examination of the equality of positive and negative coefficients of the imported rice price variable showed that in the short term, the symmetry test in the speed of price transmission was statistically significant, indicating that the increases and decreases in imported rice price changes were equally transmitted to the domestic rice price in all periods. In other words, the speed of price transmission from the level of imported rice to domestic rice prices would be symmetrical as well as in the short term, the increase and decrease of domestic rice prices would equally be transferred to the price of domestic rice. Therefore, based on the results obtained in the short term, the rice market has been performing well. The results related to the evaluation of the price transmission between imported and domestic rice, according to the null hypothesis based on the equality of positive and negative intercept coefficients of disturbance components using Wald's test, also showed that the coefficients were significantly different. So, considering the rejection of the null hypothesis proposing that there is symmetry in the price transmission from the imported to domestic rice price levels, the price transmission would be asymmetric in the long run. This asymmetric transmission of the price would be negative, indicating a stronger reaction of the domestic rice price to the decrease in the imported rice prices, compared to its increase. Conclusion and Suggestions: The study results showed that in the short term, the rice market had a good efficiency and the price transmission between imported and domestic rice prices was symmetric. Therefore, it is suggested to avoid unnecessary intervention of the government in the market of this product; and considering the symmetrical transmission of the price in the short term, since the price regulation of the imported rice market can eventually lead to the same results in the domestic rice market, there will be no need for different policies to regulate prices in both imported and domestic rice markets. Also, based on the obtained results, according to the rejecting the null hypothesis, suggesting that there is symmetry in price transmission from the imported to domestic rice price levels, the price transmission was asymmetric in the long term. Therefore, it is suggested that in order to increase the transmission efficiency of interventions and policies of the government in the long term, while paying attention to the selection of appropriate policy tools in the periods of increasing and decreasing prices, there should never be planned those policies based on the market regulation in the same periods of increasing and decreasing prices.
تبلیغات
