Stadying the influentionl Factors on Pistachio Export Prices in Major Exporters (Application of GVAR Model)

The aim of doing this research is to examine factors affecting exporting prices of major countries exporting pistachio; the major countries exporting pistachio include Iran, USA, Turkey, Syria, Italy, Greece and China. In this study, a new approach, Global Vector Auto Regression, was used. The necessary statistics and information were extracted from the database of FAO and the International Monetary Fund over the period 1984-2012. The results indicated that the positive shock of Iran’s exchange rate in the short term has the greatest impact on the export price of Syria’s pistachio and the least impact on the export price of the US’s pistachio. Moreover, in the long term, this shock has the greatest impact on the export price of Italia’s pistachio and the least impact on the export price of US’s pistachio. The shock of the global price of oil in the short term and long term has the greatest impact on the export price of China’s pistachio. The positive shock of the export price of Iran’s pistachio in the short term and long term has the greatest impact on the export price of China and Greece, respectively. Furthermore, the results indicated that the positive inflation shock of Iran in the short term had the most impact 13.5 percent on the export price of China’s pistachio and in the long term the most impact 16 percent on the export price of Iran’s pistachio.