دوره 10، شماره 37 - ( 7-1398 )
سال10 شماره 37 صفحات 103-69 |
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Chashti M, Lotfalipour M R, Behname M, Enrahimi Salari T. Evaluating the Impacts of Balance of Payments Variables Shock on Selected Macroeconomic Variables Using FAVAR. jemr 2019; 10 (37) :69-103
URL: http://jemr.khu.ac.ir/article-1-1882-fa.html
URL: http://jemr.khu.ac.ir/article-1-1882-fa.html
چشتی مرتضی، لطفعلی پور محمدرضا، بهنامه مهدی، ابراهیمی سالاری تقی. ارزیابی اثرات شوک متغیرهای تراز پرداخت‌ها بر متغیرهای کلان اقتصادی منتخب با استفاده از الگوی خودرگرسیون برداری عامل افزوده (FAVAR). تحقیقات مدلسازی اقتصادی. 1398; 10 (37) :69-103
1- پردیس بین الملل دانشگاه فردوسی مشهد
2- دانشکده علوم اداری و اقتصادی دانشگاه فردوسی مشهد ،lotfalipour@um.ac.ir
3- دانشکده علوم اداری و اقتصادی دانشگاه فردوسی مشهد
2- دانشکده علوم اداری و اقتصادی دانشگاه فردوسی مشهد ،
3- دانشکده علوم اداری و اقتصادی دانشگاه فردوسی مشهد
چکیده: (4221 مشاهده)
تراز پرداختهای بین المللی یکی از رایجترین معیارهای سنجش و اندازه¬گیری جریان مبادلات تجاری و انتقال سرمایه در یک اقتصاد باز است. سه جزء اساسی این تراز عبارتند از: تراز تجاری، حساب جاری (یا تفاضل بین صادرات و واردات کالا و خدمات) و حساب سرمایه. در این مطالعه جهت ارزیابی اثرات شوک های تراز پرداخت ها بر متغیرهای کلان اقتصادی در اقتصاد ایران از مدل خودرگرسیون برداری عامل افزوده FAVAR در دوره زمانی 1396-1368 استفاده شده است، فاکتورهای مورد استفاده در این مطالعه شامل رشد اقتصادی، درآمدهای نفتی، رشد حجم پولی، تورم، نرخ ارز و نرخ بهره است. نتایج بدست آمده بیانگر این بود که شوک وارد شده از ناحیه حساب جاری و حساب سرمایه منجر به افزایش در تولید، مصرف و سرمایه گذاری در اقتصاد شده است. همچنین واکنش متغیرهای بخش اسمی اقتصاد از قبیل نرخ تورم و نرخ بهره به شوک وارد شده مثبت بوده است. مقایسه نتایج بدست آمده از این مطالعه بیانگر این است که وارد کردن متغیرهای پنهان و فاکتورها در مدل منجر به واکنش سریع تر متغیرهای کلان اقتصادی به شوک وارد شده از ناحیه اجزاء تراز پرداخت ها بوده است.
واژه‌های کلیدی: تراز پرداخت ها، حساب جاری، حساب سرمایه، نرخ ارز، مدل خودرگرسیون برداری عامل افزوده FAVAR
نوع مطالعه: كاربردي |
موضوع مقاله:
تجارت و مالیه بین الملل
دریافت: 1398/4/17 | پذیرش: 1398/9/25 | انتشار: 1398/10/3
دریافت: 1398/4/17 | پذیرش: 1398/9/25 | انتشار: 1398/10/3
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