برنامه درسی

ندارد

- Ellis, Frank, 1996. Agricultural Policies in Developing Countries. Cambridge: Cambridge University Press.

1- موسسه پژوهش‌های برنامه‌ریزی و اقتصاد کشاورزی. 1384. "فرآیند تحول سیاست‌های کشاورزی در ایران (به انضمام تجارب سایر کشورها)". وزارت جهاد کشاورزی، تهران.                          www.Agri-peri.ir  

2-  حسینی، س. ص. 1385 . الگوهای اقتصادی تحلیل قیمت و سیاست­های کشاوری. انتشارات دانشگاه تهران.

3- اکبری، ن و م. شریف. 1387 . اقتصاد کشاورزی. انتشارات دانشگاه علامه طباطبائی، چاپ سوم (فصل هفتم).

4- مجموعه مقالات فارسی و لاتین.

ندارد

1- Goodwin, J. W. 1994. Agricultural Price Analysis and Forecasting. John Wiley and Sons, New York.

2- Hudson, D. 2007. Agricultural Markets and Prices. Blackwell Publishing.

3- Philip Hans Franses, P. H. and D. V. Dijk. 2000. Non-Linear Time Series Models in Empirical Finance. Cambridge University Press.

Course Outline:

1. Introduction to Agricultural Price Analysis

• Role of Price (Ch.1 in Goodwin)   
• Price Determination and Price Discovery. (Ch. 2 in Goodwin)

2- Product Quality (Ch.8 in Hudson)

• The Impacts of Quality on Price
• Utility Differences
• Implicit Prices: Data, Model and Estimation

3- Price Movement over time (Ch.7 in Hudson)

• Analysis of trend
• Cycles Variation
• Seasonality
• Supply and Demand relationships: Price flexibility

4. Market Integration and Price Transmission (The Articles)

• Vertical and Horizontal Integration
• Law of One Price (LOP)
• Agricultural Price Transmission
• Symmetric and Asymmetric Price Transmission
• What Causes Asymmetric Price Transmission?
• Testing for Asymmetric Price Transmission (APT): Wollfarm-Houck model and Ward model
• Tests for APT based on cointegration analysis:
• Von Cramon-Taubadel (1996)
• Balk and Fomby Approach: Threshold Autoregressive (TAR)
• Lo and Zivot (2001) Approach: Threshold Error – Correction models (TVECM)
• Hansen and Seo (2002) Approach
• Seo (2006) Approach

5. Price Volatility Spillover Effect (Ch.4 in Franses & Dijk and Some Articles)

Price Volatility

Volatility Spillover Effect  

Regime-Switching Models for Price Volatility Spillover Effect:

Linear GARCH Models

ARCH and GRACH Models

Integrated GARCH(IGARCH) Model

Fractionally Integrated GARCH(FIGARCH) Model

GARCH in mean

Stochastic Volatility

Nonlinear GARCH Models

Exponential GRACH Model

GJR-GARCH Model

Smooth Transition GRACH

Volatility –Switching GARCH

Asymmetric Nonlinear Smooth Transition GRACH

Quadratic GARCH

Testing for Linear and Nonlinear GARCH Models

ندارد

Textbooks:

- Ellis, Frank, 1996. Agricultural Policies in Developing Countries. Cambridge: Cambridge University Press.

-     OECD, 2010. OECD’S PRODUCER SUPPORT ESTIMATE AND RELATED INDICATORS OF AGRICULTURAL SUPPORT: Concepts, Calculations, Interpretation and Use (The PSE Manual).

- Philip Hans Franses, P. H. and D. V. Dijk. 2000. Non-Linear Time Series Models in Empirical Finance. Cambridge University Press.

- Mas-Colell, A., M. D. Whinston, and J.  R. Green. 1995. Microeconomic Theory. Oxford University Press.

Additional Texts:

- موسسه پژوهش‌های برنامه‌ریزی و اقتصاد کشاورزی. 1384. " فرآیند تحول سیاست‌های کشاورزی در ایران (به انضمام تجارب سایر کشورها)". وزارت جهاد کشاورزی، تهران.                          www.Agri-peri.ir  

-  حسینی، س. ص. 1385 . الگوهای اقتصادی تحلیل قیمت و سیاست­های کشاوری. انتشارات دانشگاه تهران

Course Outline:

1. Introduction to Agricultural Policy (ch. 1,2,3 in Ellis)
   1. Market, State and Policy
   2. Market Failure
   3. Framework of Policy Analysis: Objectives, constraints, instruments

2. Identifying, distinguishing and classifying policies (ch. 4, 6 in Ellis and OECD (2010))
   1. Agricultural Price Supports

• • Farm output price policy
  • Impact and effectiveness of price policy

1. 2. Input Policy

• • Variable input policies
  • Instruments of input policy

1. 3. Classifying and labeling policies that support producers individually (PSE) .
   4. Classifying policies that support producers collectively (GSSE)
   5. Classifying policies that support consumers (CSE)

3. Calculating Support Indicators and PAM (OECD, 2010)

3.1. Estimating policy transfers: price transfers

3.2. Estimating policy transfers: Budgetary transfers

3.3 Support based on revenue foregone

3.4. Calculating indicators of support to producers:

3.5. Market Price Support (MPS)

3.6. Producer Support Estimate (PSE)

3.7. Producer Nominal Protection Coefficient (producer NPC)

3.8. Calculating indicators of support to consumers

 3.9. Consumer Support Estimate (CSE)

3.10. Consumer Nominal Protection Coefficient (consumer NPC)

3.11. Total Support Estimate (TSE)

3.12. Interpreting the level of support

3.13. Interpreting the composition of support

3.14.PAM

4.  Measuring Welfare effects of Agricultural policies (Mas-Colell et. al.)

5.1. Producer Surplus

5.2. Consumer Surplus

5.3. CV & EV Measures (Indirect utility function, Hicks and Marshal Demand)

5. Market Integration and Price Transmission (The Articles)

5.1. Vertical and Horizontal Integration

5.2. Law of One Price (LOP)

5.3. Agricultural Price Transmission

5.4. Symmetric and Asymmetric Price Transmission

5.5. Testing for Asymmetric Price Transmission (APT): Wollfarm-Houck model and Ward model

5.6. Tests for APT based on cointegration analysis:

• Von Cramon-Taubadel (1996)
• Balk and Fomby Approach: Threshold Autoregressive (TAR)
• Lo and Zivot (2001) Approach: Threshold Error – Correction models (TVECM)
• Hansen and Seo (2002) Approach
• Seo (2006) Approach

6. Food Policy and Food Security