Predicting and Studying the Effect of Uncertainty in the Real Exchange Rate on the Agricultural Department Imports of Iran

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SHAFEI SIMA; Bostan Yadollah; Fatahiardakani Ahmad; jahangirpor DORNA; Erfani Rahman

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Journal: JOURNAL OF AGRICULTURAL ECONOMICS RESEARCH Year:2020 | Volume:12 | Issue:3 (47) Page(s): 125-150

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Title

Predicting and Studying the Effect of Uncertainty in the Real Exchange Rate on the Agricultural Department Imports of Iran

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ANNQ2

Exchange RateQ2

ImportsQ2

IranQ1

PredictionQ1

Abstract

The purpose of this study was to investigate the effect of real Exchange Rate uncertainty on Iran's agricultural Imports for the period of 1977-1389 and predict the level of Iranian agricultural Imports by 1404 using GARCH, VAR, VECM and ANN methods. For this purpose, a generalized autoregressive conditional heterogeneity variance model was used to index the real Exchange Rate uncertainty, using autoregressive patterns and vector error correction for estimating co-integration and short-term and long-term coherent relationships and finally for Prediction of artificial neural network method. The results showed that there is an indirect relationship between the real Exchange Rate fluctuations and consumption pattern of the society on agricultural Imports and the direct relation between oil revenue variable and the absorption variable on agricultural Imports. Then, comparing the efficiency of self-regression models and Vector Error Correction Model and artificial neural network, a neural network designed to predict the import of Iranian agricultural sector for the period 1396 to 1404 was used under a scenario and exogenous Predictions were. . . . .

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APA: Copy

SHAFEI, SIMA, Bostan, Yadollah, Fatahiardakani, Ahmad, jahangirpor, DORNA, & Erfani, Rahman. (2020). Predicting and Studying the Effect of Uncertainty in the Real Exchange Rate on the Agricultural Department Imports of Iran. JOURNAL OF AGRICULTURAL ECONOMICS RESEARCH, 12(3 (47) ), 125-150. SID. https://sid.ir/paper/399761/en

Vancouver: Copy

SHAFEI SIMA, Bostan Yadollah, Fatahiardakani Ahmad, jahangirpor DORNA, Erfani Rahman. Predicting and Studying the Effect of Uncertainty in the Real Exchange Rate on the Agricultural Department Imports of Iran. JOURNAL OF AGRICULTURAL ECONOMICS RESEARCH[Internet]. 2020;12(3 (47) ):125-150. Available from: https://sid.ir/paper/399761/en

IEEE: Copy

SIMA SHAFEI, Yadollah Bostan, Ahmad Fatahiardakani, DORNA jahangirpor, and Rahman Erfani, “Predicting and Studying the Effect of Uncertainty in the Real Exchange Rate on the Agricultural Department Imports of Iran,” JOURNAL OF AGRICULTURAL ECONOMICS RESEARCH, vol. 12, no. 3 (47) , pp. 125–150, 2020, [Online]. Available: https://sid.ir/paper/399761/en

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