NON-LINEAR LIQUIDITY EFFECTS ON THE AGRICULTURE SECTOR VALUE ADDED; A THRESHOLD APPROACH-BASED

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MEHDIZEDE MOHAMMAD DJAVAD; MOHAMMADI HAMID; SALARPOUR MASHALLAH; KEYKHA ALIREZA

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Journal: JOURNAL OF THE MARCO AND STRATEGIC POLICIES Year:2017 | Volume:5 | Issue:17 Page(s): 121-138

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Title

NON-LINEAR LIQUIDITY EFFECTS ON THE AGRICULTURE SECTOR VALUE ADDED; A THRESHOLD APPROACH-BASED

Author(s)

MEHDIZEDE MOHAMMAD DJAVAD | MOHAMMADI HAMID | SALARPOUR MASHALLAH | KEYKHA ALIREZA | Issue Writer Certificate

Keywords

VALUE ADDEDQ1

LIQUIDITYQ2

NONLINEAR RELATIONSHIPQ1

STAR MODELQ1

Abstract

In this article, the NONLINEAR RELATIONSHIP between LIQUIDITY and VALUE ADDED of agriculture sector is investigated based on STAR method during 1960-2011. The results of nonlinear STAR method suggest that the estimated value of threshold parameter and transfer rate parameter are -0.0309 and 11.7424 respectively. The high value of parameter shows the high transfer rate from regime one to two. As can be seen, the effectiveness of variables in regime one is different from regime two. In regime one and two, the coefficient of the value of agricultural exports' variable, are 0.1447 and 0.2093, respectively. In other words, the increase in the value of agricultural exports in both regimes causes the increase in VALUE ADDED of the agriculture sector. The general coefficient (the coefficient of the variable plus the coefficient of the first lag of that variable) of real exchange rate variable in regime one and two is 0.3025 and 0.1575, respectively. Based on these results, the real exchange rate in both regimes has a positive effect on VALUE ADDED of the agriculture sector. The general coefficient of LIQUIDITY variable in regimes one and two is 0.2142 and 0.6424, respectively. The general coefficient of the variable of the price index of agricultural products is not of the same sign in two regimes unlike the other three variables, and is -0.2587 and 0.30722, in regimes one and two respectively.

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APA: Copy

MEHDIZEDE, MOHAMMAD DJAVAD, MOHAMMADI, HAMID, SALARPOUR, MASHALLAH, & KEYKHA, ALIREZA. (2017). NON-LINEAR LIQUIDITY EFFECTS ON THE AGRICULTURE SECTOR VALUE ADDED; A THRESHOLD APPROACH-BASED. JOURNAL OF THE MARCO AND STRATEGIC POLICIES, 5(17 ), 121-138. SID. https://sid.ir/paper/244332/en

Vancouver: Copy

MEHDIZEDE MOHAMMAD DJAVAD, MOHAMMADI HAMID, SALARPOUR MASHALLAH, KEYKHA ALIREZA. NON-LINEAR LIQUIDITY EFFECTS ON THE AGRICULTURE SECTOR VALUE ADDED; A THRESHOLD APPROACH-BASED. JOURNAL OF THE MARCO AND STRATEGIC POLICIES[Internet]. 2017;5(17 ):121-138. Available from: https://sid.ir/paper/244332/en

IEEE: Copy

MOHAMMAD DJAVAD MEHDIZEDE, HAMID MOHAMMADI, MASHALLAH SALARPOUR, and ALIREZA KEYKHA, “NON-LINEAR LIQUIDITY EFFECTS ON THE AGRICULTURE SECTOR VALUE ADDED; A THRESHOLD APPROACH-BASED,” JOURNAL OF THE MARCO AND STRATEGIC POLICIES, vol. 5, no. 17 , pp. 121–138, 2017, [Online]. Available: https://sid.ir/paper/244332/en

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