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تحلیل و بررسی پاسخ تورم و نرخ ارز به شوکهای سیاست مالی | ||
توسعه و سرمایه | ||
مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 21 فروردین 1403 اصل مقاله (972.06 K) | ||
نوع مقاله: مقاله پژوهشی | ||
شناسه دیجیتال (DOI): 10.22103/jdc.2024.22053.1429 | ||
نویسندگان | ||
حسین سامانپور؛ مهرزاد ابراهیمی* ؛ هاشم زارع | ||
گروه اقتصاد، واحد شیراز، دانشگاه آزاد اسلامی، شیراز، ایران. | ||
چکیده | ||
هدف: هدف مطالعه حاضر تحلیل و بررسی پاسخ تورم و نرخ ارز به شوکهای سیاست مالی است. روش: پژوهش حاضر به تحلیل و بررسی پاسخ تورم و نرخ ارز به شوکهای سیاست مالی برای سالهای 1400-1370 با استفاده از مدل خودرگرسیون برداری ساختاری (SVAR) میپردازد. یافتهها: مطابق نتایج، پاسخ تورم (و نرخ ارز واقعی) به تکانههای وارده از جانب مخارج عمرانی دولت به ترتیب از کران بالا تا دو دوره روند صعودی و سپس نزولی (برای نرخ ارز واقعی از کران بالا تا دو دوره روند نزولی و سپس تا یک دوره نزولی) و در نهایت در بلندمدت به سمت صفر تعدیل میشود. مشاهده میشود مخارج عمرانی دولت بیشتر از ناحیه نرخ ارز واقعی نسبت به تورم از تکانهها در اقتصاد ایران اثر میپذیرد. همچنین پاسخ تورم (و نرخ ارز واقعی) به تکانههای وارده از جانب مخارج مصرفی دولت به ترتیب از کران پایین و بالا تا دو دوره صعودی (برای نرخ ارز واقعی از کران بالا تا دو دوره نزولی و کران پایین تا یک دوره صعودی) میشود. نتیجهگیری: مطابق نتایج برای اقتصاد ایران، شوکهای مخارج دولت، تورمی هستند و نرخ واقعی ارز را افزایش میدهند، این عوامل منجر به بدتر شدن تراز تجاری میشود و مصرف خصوصی را کاهش میدهد. این پویاییها با پیشبینیهای نظری استاندارد، چرخه تجاری واقعی و تئوریهای قدیمی و جدید کینزی همسو هستند. | ||
کلیدواژهها | ||
سیاست مالی؛ تورم؛ نرخ ارز؛ خودرگرسیون برداری ساختاری | ||
مراجع | ||
خدایی، مهدی؛ جعفری، محمد و فتاحی، شهرام (1397). بررسی اثرات سیاستهای مالی بر رشد اقتصادی در اقتصاد ایران: مدلهای حالت-فضا. پژوهشهای رشد و توسعه اقتصادی، 8(31)، 79-92. https://egdr.journals.pnu.ac.ir/article_4008.html.
غفاری، هادی؛ پورکاظمی، محمدحسن؛ خداداد کاشی، فرهاد و یونسی، علی (1396). تعیین مقادیر بهینه ابزارهای سیاست مالی با استفاده از رهیافت تئوری کنترل بهینه پویا. سیاستگذاری اقتصادی، 9(17)، 81-118. https://ep.yazd.ac.ir/article_1050.html.
ذریه محمدعلی، فائزه؛ ناهیدی امیرخیر، محمدرضا؛ پایتختی اسکویی، سیدعلی و رنجپور، رضا (1401). تحلیل تأثیر شوکهای کلان اقتصادی بر متغیرهای سیاستی پولی و مالی در ایران با رویکرد قاعده تیلور: روش BVAR. مجله توسعه و سرمایه، 7(2)، 21-48. https://jdc.uk.ac.ir/article_3299.html.
ذریه محمدعلی، فائزه؛ ناهیدی امیرخیر، محمدرضا؛ پایتختی اسکویی، سیدعلی و رنجپور، رضا (1400). واکنش سیاستهای پولی و مالی به شکاف تولید در ایران با رویکرد قاعده تیلور: روش کوانتایل. پژوهشهای اقتصادی، ۲۱(۴)، ۱۲۲-۸۷. https://ecor.modares.ac.ir/article-18-52428-fa.html.
کاویانی میثم (1400). رفتار تورم در اقتصاد ایران تحت شوکهای کلان اقتصادی: رویکرد DSGE. فصلنامه سیاستهای مالی و اقتصادی، ۹(۳۳)، ۱۳۷-۱۷۷. https://qjfep.ir/article-1-1191-fa.html.
گلدوست، محمدجلال؛ نجفیزاده، سیدعباس؛ فخرحسینی، سیدفخرالدین و سرلک، احمد (1398). تاب آوری متغیرهای اقتصاد کلان ایران در برابر شوک سیاست پولی و ارزی در مدل DSGE. نظریههای کاربردی اقتصاد، 6(2)، 1-28. https://ecoj.tabrizu.ac.ir/article_9127.html.
محمدی خیاره، محسن (1399). سیاست پولی و پویاییهای تورم در ایران: ارائه شواهدی جدید. مجله توسعه و سرمایه، 5(1)، 111-130. https://jdc.uk.ac.ir/article_2443.html.
مهدوی عادلی، محمدحسین؛ قزلباش، اعظم و دانشنیا، محمد (1391). اثر تغییرات قیمت نفت بر متغیرهای عمده کلان اقتصاد ایران. پژوهشنامه اقتصاد انرژی ایران، 1(3)، 131-170. https://jiee.atu.ac.ir/article_2634.html.
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