THE EFFECTS OF MACROECONOMIC VARIABLES ON PRICE OF AGRICULTURAL PRODUCTS IN IRAN: STRUCTURAL VECTOR AUTOREGRESSIVE MODEL (SVAR) AND DIRECTED ACYCLIC GRAPHS (DAG)

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PISHBAHAR E.; DASHTI G.; KHALILI MALEKSHAH S.

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Journal: Journal of Agricultural Economics and Development Year:2016 | Volume:24 | Issue:95 Page(s): 25-47

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Title

THE EFFECTS OF MACROECONOMIC VARIABLES ON PRICE OF AGRICULTURAL PRODUCTS IN IRAN: STRUCTURAL VECTOR AUTOREGRESSIVE MODEL (SVAR) AND DIRECTED ACYCLIC GRAPHS (DAG)

Author(s)

PISHBAHAR E. | DASHTI G. | KHALILI MALEKSHAH S. | Issue Writer Certificate

Keywords

AGRICULTURAL PRICEQ3

STRUCTURAL AUTOREGRESSIVE MODELQ1

DIRECTED ACYCLIC GRAPHS (DAG)Q1

IRANQ2

Abstract

Because the critical role of agriculture in providing food, produce raw materials and inputs required, prices control of these products have been considered by policy makers and with the various tools try to control the price of agricultural. Agricultural sector as one of the sections of the macroeconomic sector affected by macroeconomic variables. The purpose of this study is to investigate the effect of macroeconomic variables such as liquidity, interest rate, real exchange rate of market and industrial price on price of agricultural products. Therefore, Structural Vector Autoregressive Model (SVAR) was used. In order to identify the structural shocks Directed Acyclic Graphs (DAG) was used. The results show that liquidity effects on AGRICULTURAL PRICE in the short-term, although this effect is less in the long run. In addition, real exchange rate of market in the long run and industrial price in short-term and in long-run are the most important factor that affecting AGRICULTURAL PRICE. Therefore, in order to avoid the change of AGRICULTURAL PRICE uses tightening monetary, control the change of markett real exchange rate and prevent the formation of black market of exchange rate and control industrial price by controlling change in the market exchange rate as the most important factors affecting industrial price.

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APA: Copy

PISHBAHAR, E., DASHTI, G., & KHALILI MALEKSHAH, S.. (2016). THE EFFECTS OF MACROECONOMIC VARIABLES ON PRICE OF AGRICULTURAL PRODUCTS IN IRAN: STRUCTURAL VECTOR AUTOREGRESSIVE MODEL (SVAR) AND DIRECTED ACYCLIC GRAPHS (DAG). EQTESAD-E KESHAVARZI VA TOWSE'E, 24(95), 25-47. SID. https://sid.ir/paper/24561/en

Vancouver: Copy

PISHBAHAR E., DASHTI G., KHALILI MALEKSHAH S.. THE EFFECTS OF MACROECONOMIC VARIABLES ON PRICE OF AGRICULTURAL PRODUCTS IN IRAN: STRUCTURAL VECTOR AUTOREGRESSIVE MODEL (SVAR) AND DIRECTED ACYCLIC GRAPHS (DAG). EQTESAD-E KESHAVARZI VA TOWSE'E[Internet]. 2016;24(95):25-47. Available from: https://sid.ir/paper/24561/en

IEEE: Copy

E. PISHBAHAR, G. DASHTI, and S. KHALILI MALEKSHAH, “THE EFFECTS OF MACROECONOMIC VARIABLES ON PRICE OF AGRICULTURAL PRODUCTS IN IRAN: STRUCTURAL VECTOR AUTOREGRESSIVE MODEL (SVAR) AND DIRECTED ACYCLIC GRAPHS (DAG),” EQTESAD-E KESHAVARZI VA TOWSE'E, vol. 24, no. 95, pp. 25–47, 2016, [Online]. Available: https://sid.ir/paper/24561/en

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