بررسی عدم تقارن داخل رژیم‌ها در قانون اوکان: رهیافت چرخشی مارکوف

نوع مقاله : مقاله پژوهشی

نویسندگان

1 کارشناس ارشد علوم اقتصادی گروه اقتصاد دانشکده علوم اقتصادی و اداری دانشگاه مازندران، بابلسر، ایران

2 دانشیار گروه اقتصاد دانشکده علوم اقتصادی و اداری دانشگاه مازندران، بابلسر، ایران

10.29252/ecoj.10.3.231

چکیده

بیکاری یکی از مشکلات مهم اقتصادی کشورها بوده و یافتن راه‌های کاهش آن همواره مورد توجه محققین و سیاستگذاران بوده است.  "اوکان" به رابطه تجربی منفی میان تولید و بیکاری دست یافت. از آن زمان مطالعات متعددی پیرامون چگونگی اثرگذاری بیکاری بر تولید در چارچوب قانون اوکان انجام گرفته؛ ولی نتایج میان کشورها و در زمان­های رونق یا رکود متفاوت است. از آن­جایی که هر  نتیجه با دلالت­ سیاستی مجزایی همراه هست، بازبینی مجدد این قانون تجربی با به کارگیری روش­های نوین اقتصادسنجی ضروری به نظر می­رسد. این پژوهش با به­کارگیری رهیافت چرخشی مارکوف اعتبار قانون اوکان در اقتصاد ایران را بر پایه داده‌های سال‌های 1396:4 – 1357:1 از منظر نا متقارنی درون رژیم­ها بررسی کرده است. نتایج نشان می­دهند که اثرگذاری بیکاری بر تولید نامتقارن و غیرخطی است؛ به گونه­ای که در دوره­ی رونق، تغییرات بیکاری بر شکاف تولید اثرگذار نیست؛ ولی در هنگام رکود، تکانه­ی مثبت و منفی اثری معنا­دار و نامتقارن بر شکاف تولید دارند؛ به این معنی که کاهش بیکاری با شدت بیش‌تری شکاف تولید را تحت تأثیر قرار می‌دهد.

کلیدواژه‌ها

عنوان مقاله [English]

Investigating Asymmetry Inside the Regimes in Okun's Law: The Markov Switching Approach

نویسندگان [English]

  • Khaled Kordi Tamandani 1
  • Mohammad Ali Ehsani 2
  • Vahid Tagh Nezhad 2
1 MA in Economics, Faculty of Economics and Administrative Sciences, University of Mazandaran, Babolsar, Iran
2 Associate Professor of Economics, Faculty of Economics and Administrative Sciences, University of Mazandaran, Babolsar, Iran
چکیده [English]

Unemployment is one of the major economic problems of countries and its decline is always on the focus of researchers and policy makers. Okun found a negative relationship between production and unemployment. Since then, there have been many studies about how unemployment affects production within Okun's law framework; but the results vary in different countries and in different times (boom or recession). Since the results are accompanied with distinct policy implication, a reexamination of this empirical law using a new econometric method seems necessary. This study, using Markov switching approach, examines the validity of Okun's law from the asymmetry perspective across the regimes based on Iran’s data 2018:1-1978:1. The results show that the effect of unemployment on production is asymmetric and nonlinear; so that changes in unemployment do not affect production gap during the boom, but during the recession, positive and negative shocks have a significant effect on the production gap. That is, the reduction in unemployment will more severely affect the production gap in recession.

کلیدواژه‌ها [English]

  • Okun's law
  • Markov Switching
  • Unemployment
  • Iran

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