بررسی رابطه علیت بین نرخ ارز و حجم تجارت کودهای شیمیایی در ایران با رویکرد مارکف سوئیچینگ

نوع مقاله : مقاله پژوهشی

نویسندگان

1 استادیار پژوهشی موسسه پژوهش‌های برنامه‌ریزی، اقتصاد کشاورزی و توسعه روستایی

2 پژوهشگر موسسه پژوهش‌های برنامه‌ریزی، اقتصاد کشاورزی و توسعه روستایی

چکیده

نرخ ارز به دلیل ارتباط متقابل آن با دیگر متغیرهای کلان اقتصادی، یک متغیر کلیدی به شمار می‌رود و نقش مؤثری در صادرات و واردات کالاها و نهاده‌های کشاورزی دارد. بخش کشاورزی ایران یکی از بخش‌های وابسته به نرخ ارز بوده و درنتیجه تغییرات نرخ ارز می‌تواند بر صادرات و واردات نهاده‌های بخش کشاورزی مانند کودهای شیمیایی اثرات قابل توجه داشته باشد. با توجه به اثر بحران‌های کووید-19 و جنگ اوکراین بر نرخ ارز و اهمیت تجارت کودهای شیمیایی در شرایط کنونی، هدف از این پژوهش بررسی علیت غیر خطی بین نرخ ارز و حجم واردات و صادرات کودهای شیمیایی با استفاده از داده‌های فصلی در دوره 1401-1393 با استفاده از رویکرد مارکف سوئیچینگ است. نتایج به‌دست آمده از آزمون غیر خطی نشان داد که رابطه میان نرخ ارز آزاد و حجم صادرات کودهای ازته و نیز ارتباط «شکاف نرخ ارز آزاد با نرخ ارز رسمی» با حجم واردات کودهای فسفاته و پتاسه غیر خطی است. همچنین بر اساس علیت گرنجر در مدل مارکف سوئیچینگ، رابطه علیت یک سویه‌ای از طرف نرخ ارز آزاد به سمت حجم صادرات کودهای ازته وجود دارد. همچنین، رابطه علیت یک سویه‌ای از «شکاف نرخ ارز آزاد با نرخ ارز رسمی» به سمت حجم واردات کودهای فسفاته و پتاسه برقرار است. بنابراین، برای کاهش اثرات نرخ ارز طراحی الگوی جامع تجارت، تنوع‌بخشی به مبادی وارداتی و مقصدهای صادراتی کودهای شیمیایی و نیز ایجاد رابطه‌های تعاملی دوجانبه و سازنده با کشورهای هدف به منظور دستیابی به توافق برد-برد پیشنهاد و تأکید می‌شود.

کلیدواژه‌ها

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