ORIGINAL_ARTICLE
تحلیل رفاهی تعامل بین دولت و بانک مرکزی در چارچوب بازیهای سیاستی
هماهنگی میان سیاستهای پولی و مالی، به جهت وجود اثرات بازخوردی سیاستها و یا بیندورهای بودن تصمیمگیریها، امری ضروری است. زیرا ممکن است سیاستهای اجرا شده توسط یک نهاد، سیاستهای اتخاذ شده از سوی نهاد دیگر را به شکلی زیانبار تحت تأثیر قرار داده و در نهایت رفاه جامعه کاهش یابد. از اینرو دستیابی به اهداف مطلوب اقتصادی، منوط به وجود ترتیبات نهادی و سازوکاری مناسب برای هماهنگی میان مقامات سیاستگذار است. در این پژوهش، پس از الگوسازی معادلات ساختاری اقتصاد ایران، قاعده بهینه برای سیاستگذار پولی و مالی، در قالب بازیهای سیاستی مختلف استخراج شد؛ سپس معادلات پایه به کمک روش گشتاورهای تعمیم یافته، برای دورهزمانی 1395-1384، تخمین زده شد و پارامترهای آن در شبیهسازی بازیها (در سه وضعیت: بازی نرمال، بازی رهبری استاکلبرگ و بازی همکارانه) مورد استفاده قرار گرفت. شبیهسازی بازیها به کمک نرم افزارصورت گرفت و ارزشحداقل زیانایجادشدهبرایهر بازیکن و جامعه محاسبه گردید. تحلیل نتایج نشان داد که بهترین شرایط رفاهی در حالت همکاری دو نهاد پولی و مالی ایجاد خواهد شد. اما چنانچه امکان ایجاد نهادی هماهنگ کننده میان این دو نهاد وجود نداشت، رهبری بانک مرکزی به عنوان بهترین تعامل پیشنهاد میگردد.
https://ecoj.sbu.ac.ir/article_100969_fba142ed409551ee8cf75a7912a2f6f7.pdf
2020-11-21
1
31
10.29252/jem.2021.184383.1390
راه حل همکارانه
سیاست پولی و مالی
نرخ بهره بین بانکی
نظریه بازیها
مینا
محتشمی
mina_mohtashami@yahoo.com
1
دانشجوی دکتری اقتصاد دانشکده علوم اقتصادی و اداری دانشگاه مازندران، بابلسر، ایران
LEAD_AUTHOR
محمدعلی
احسانی
m.ehsani@umz.ac.ir
2
دانشیار گروه اقتصاد دانشکده علوم اقتصادی و اداری دانشگاه مازندران، بابلسر، ایران
AUTHOR
مهدی
فیضی
feizi@um.ac.ir
3
استادیار گروه اقتصاد دانشکده علوم اداری و اقتصادی دانشگاه فردوسی، مشهد، ایران
AUTHOR
- Alexandre, F., & Bação, P. (2005). Monetary policy, asset prices, and uncertainty. Economics Letters, 86(1), 37-42.
1
- Ayvazlo, H. (2008). Islamic Economics, 8(29), 35-62 (In Persian).
2
- Barro, R. J., & Gordon, D. B. (1983). A Positive Theory of Monetary Policy in Natural Rate Model. Journal of Political Economy, 91(4), 589-610.
3
- Baxter, M., & King, R. G. (1993). Fiscal policy in general equilibrium. The American Economic Review, 83(3), 315-334.
4
- Blanchard, O. (1985). Debt, Deficits, and Finite Horizons. Journal of Political Economy, 93(2), 223–47.
5
- Fragetta, M., & Kirsanova, T. (2010). Strategic monetary and fiscal policy interactions: an empirical investigation. European Economic Review, 54(17), 855-879.
6
- Issing, M. O. (2011). Lessons for monetary policy: What should the consensus be? (No. 11-97). International Monetary Fund.
7
- Kirsanova, T., Stehn, S. J., & Vines, D. (2005). The interactions between fiscal policy and monetary policy. Oxford Review of Economic Policy, 21(4), 532-564.
8
- Komijani, A. & Tavakoliyanh, H. (2012). Testing the Asymmetries in Central Bank Reaction Function: The Case of Iran. Journal of Research in Economic Modeling, 2(6), 19-42 (In Persian).
9
- Kydland, F. E., & Prescott, E. C. (1977). Rules rather than discretion: The inconsistency of optimal plans. The Journal of Political Economy, 85(3), 473-491.
10
- Lambertini, L., & Rovelli, R. (2003). Monetary and fiscal policy coordination and macroeconomic stabilization: A theoretical analysis. Working Paper DSE No. 464. University of Bologna, Department of Economics. http://hdl.handle.net/10419/159305.
11
- Maddah, M. & Talebbeidokhti, A. (2016). The investigation of the behavior of monetary and fiscal policy in Iranian economy using Markov Switching approach. Journal of Economic Research and Policies, 23 (75), 167-187 (In Persian).
12
- Mahmoudinia, D., Bakhshi Dastjerdi, R., & Jafari, S. (2018). Extraction of Optimal Fiscal and Monetary Policy Rules in Framework of Game Theory: Application of Dynamic Stochastic General Equilibrium Model. Quarterly Journal of Applied Theories of Economics, 4(4), 143-174 (In Persian)
13
- Mansouri, N., Mosavi jahromy, Y., Abolhasani, A. & Shayegani, B. (2017). Analyzing the Relationship among Government, Central Bank and Speculators in Iran: Approach of Game Theory and Nash Equilibrium. Journal of Economics and Modeling, 7(28), 139-167. (In Persian).
14
- Moshiri, S., Bagheri Pormehr, S.& Mousavy Nik, H. (2012). Surveying Degree of Fiscal Dominance in Iran’s Economy in a General Equilibrium Dynamic Stochastic Model. Quarterly Journal of Economic Growth and Development Research, 2(5), 90-69 (In Persian).
15
- Okafor, H. O. (2012). Modeling Fiscal-Monetary Policy Interaction in Nigeria. International Journal of Economics and Finance, 5(1), 86-91.
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- Sargent, T. J., & Wallace, N. (1981). Some unpleasant monetarist arithmetic. Federal reserve bank of minneapolis quarterly review, 5(3), 1-17.
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- Saulo, H., Rêgo, L. C., & Divino, J. A. (2013). Fiscal and monetary policy interactions: a game theory approach. Annals of Operations Research, 206(1), 341-366.
18
- Šehović, D. (2013). General aspects of monetary and fiscal policy coordination. Journal of Central Banking Theory and Practice, 2(3), 5-27.
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- Soldatos, G. (2016). An anti-austerity policy recipe against debt accumulation in the presence of hidden economy. Asian Economic and Financial Review, 6(2), 90-99.
20
- Soleimani Movahed, M., Afshari, Z. & Pedram, Mehdi.(2015). Optimal Monetary Policy in a Dynamic Stochastic General Equilibrium Model in an Islamic Framework. Journal of Economic Research and Policies, 23(76), 115-144 (In Persian).
21
- Tavakolian, T. (2014). Estimating the Degree of Fiscal Dominance and its Welfare Costs in a Dynamic Stochastic General Equilibrium. Journal of Monetary & Banking Research, 7(21), 329-359. (In Persian)
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- Walsh, C. E. (2010). Monetary Theory and Policy. MIT Press Books.
23
- Woodford, M. (2003). Optimal interest-rate smoothing. The Review of Economic Studies, 70(4), 861-886.
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- Yazdani, M., Dargahi, H., & Akbari Afrouzi, R. (2017). Inflation Targeting with Emphasis on Real Exchange Rate in Iran’s Economy. Iranian Journal of Economic Research, 22(72), 151-186.
25
ORIGINAL_ARTICLE
بررسی تأثیر تحریمهای اقتصادی و نااطمینانی نرخ ارز بر جذب FDI در ایران: رویکرد فازی
امروزه سرمایهگذاری مستقیم خارجی یک عامل مهم در ایجاد تحولات اقتصادی برای همهی کشورها به ویژه کشورهای در حال توسعه محسوب میشود. لذا با توجه به اهمیت جذب سرمایههای خارجی در اقتصاد ایران، مطالعه حاضر تأثیر تحریمهای اقتصادی و نااطمینانی نرخ ارز بر جذب FDI در ایران را با استفاده از الگوی رگرسیون فازی در طی دوره 1397-1370 مورد بررسی قرار داده است. نتایج نشان داد که تحریمهای با شدّت زیاد که اکثرا تحریمهای اقتصادی و همهجانبه بودهاند (مانند تحریم بانک مرکزی و تحریم فروش نفت ایران) در مقایسه با تحریمهای با شدّت کم، به مراتب تأثیر عمیقتری بر جریان ورودی سرمایه به کشور داشتهاند. همچنین نشان داده شد که اصلیترین مانع جذب سرمایهگذاری مستقیم خارجی در ایران، تحریمهای با شدّت زیاد است که بر سایر عوامل سایه افکنده و انگیزههای سرمایهگذاری مستقیم خارجی در ایران را به شدّت کاهش داده است. همچنین بر اساس دیگر یافتهها، نااطمینانی نرخ ارز اثری منفی بر جذب سرمایهگذاری مستقیم خارجی دارد. این یافته مؤید این نکته است که نااطمینانی وسیع نرخ ارز در اقتصاد ایران، محیط نااطمینانی را برای تصمیمگیریهای سرمایهگذاران ایجاد کرده است.
https://ecoj.sbu.ac.ir/article_100970_1224fc2abc35215b88bf052db6437fc9.pdf
2020-11-21
33
59
10.29252/jem.2021.219939.1560
سرمایهگذاری مستقیم خارجی
تحریم
نااطمینانی نرخ ارز
رگرسیون فازی
مصطفی
شکری
mostafashokri98@gmail.com
1
دانشجوی دکتری اقتصاد دانشکده اقتصاد و مدیریت دانشگاه تبریز، تبریز، ایران
LEAD_AUTHOR
محمدمهدی
برقی اسگویی
mostafashokri68@yahoo.com
2
دانشیار گروه اقتصاد دانشکده اقتصاد و مدیریت دانشگاه تبریز، تبریز، ایران
AUTHOR
محمدعلی
متفکرآزاد
madib70@gmail.com
3
استاد گروه اقتصاد دانشکده اقتصاد و مدیریت دانشگاه تبریز، تبریز، ایران
AUTHOR
محمدرضا
سلمانی بیشک
fatemetm72@gmail.com
4
استادیار گروه اقتصاد دانشکده اقتصاد و مدیریت دانشگاه تبریز، تبریز، ایران
AUTHOR
- Barghi Osgooi, M. & Shokri, M. (2018). Study of economic factors affecting FDI absorption in Iran with emphasis on the role of income tax (fuzzy approach). Economic Growth and Development Research, 9 (33), 109-120 (In Persian).
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ORIGINAL_ARTICLE
بازبینی فرضیه نفرین منابع با استفاده از شبیهسازی پویا
ارتباط منفی میان رشد اقتصادی و ثروت منابع طبیعی در ادبیات توسعه اقتصادی به فرضیه «نفرین منابع» معروف شده است. تا کنون مطالعات اقتصادسنجی بسیاری این فرضیه را آزمودهاند اما نتایج قاطعی مبنی بر رد یا قبول آن به دست نیامده است. دلیل اصلی این امر پیچیدگیهای پویای مساله و عدم استفاده از ابزارهای تحلیلی مناسب است. این مقاله با ارایه یک الگوی پویاشناسی سیستمی نظری به این پرسش اساسی پرداخته که آیا ثروت منابع «نفرین» است یا «موهبت». نتایج شبیهسازیهای انجام شده نشان میدهد که احتمال این که ثروت منابع به رشد اقتصادی پایین و توسعه نیافتگی بیانجامد بسیار ناچیز است. این احتمال اما در کوتاهمدت قویتر است تا در بلندمدت. ضعیفتر شدن نهادهای اجتماعی و سیاسی میتواند اثرات منفی ثروت منابع را افزایش دهد. نتایج همچنین نشان میدهد که درآمد حاصل از صادرات منابع مانند کالاهای معمولی یا درآمد شخصی از قانون نزولی بودن مطلوبیت نهایی پیروی میکند.
https://ecoj.sbu.ac.ir/article_100971_54eafc4d1fa279a6d6f62f2c98787e72.pdf
2020-11-21
61
92
10.29252/jem.2021.184085.1337
نفرین منابع
توسعه
شبیهسازی پویا
رفاه اجتماعی
سعید
پورمعصومی لنگرودی
lang@nmsu.edu
1
استادیار پژوهشی کالج علوم کشاورزی و منابع طبیعی دانشگاه ایالتی نیومکزیکو، لاس کروسز، نیومکزیکو، ایالات متحده آمریکا
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ORIGINAL_ARTICLE
تجزیه شدت انرژی در سطح بخشهای اقتصادی ایران با تأکید بر دو اثر مقیاس و الگوی مصرف
نقش و اهمیت انرژی در رشد و توسعه اقتصادی را نمیتوان نادیده گرفت. همین موضوع سبب میشود تا میزان کارایی و بهرهوری انرژی مصرفی با استفاده از شاخص شدت انرژی مورد بحث و بررسی قرار گیرد. شاخص شدت انرژی در ایران در مقایسه با سایر کشورها بسیار بالاتر است و اعمال سیاستهای قیمتی مانند اجرای هدفمندی یارانه حاملهای انرژی نیز تاکنون تأثیری بر روند کاهشی این شاخص نداشته است. اهمیت سیاستهای غیر قیمتی در روند کاهش شدت انرژی و همچنین مشکلات اندازهگیری که در شاخص شدت انرژی وجود دارد سبب شده تا تجزیه شدت انرژی بهعنوان یک راهکار در شناسایی عوامل مؤثر بر کاهش مصرف انرژی و بهبود نارسایی این شاخص ارائه گردد. به همین منظور در این مطالعه با استفاده از رویکرد داده- ستانده مبتنی بر تحلیل تجزیه ساختاری، شاخص شدت انرژی برای سالهای 1390-1380 به قیمت ثابت سال 1390 به پنج مؤلفه شدت انرژی، اثر تکنولوژی، اثر ساختار تقاضا، اثر الگوی مصرف و اثر مقیاس تجزیه شده است. نتایج تجزیه شدت انرژی در این مطالعه حاکی از آن است که عامل اصلی افزایش شدت انرژی اثر مقیاس است و کمترین میزان اثرگذاری برشدت انرژی مربوط به اثر الگوی مصرف است. همچنین نتایج نشان میدهد که بهطورکلی 13 بخش از 24 بخش اقتصادی بررسی شده افزایش شدت انرژی را تجربه کردهاند و از میان این 13 بخش، 9 بخش آن به زیر بخشهای صنعت تعلق دارد.
https://ecoj.sbu.ac.ir/article_100972_bea868a540fcf2cdc3566d2b45e26695.pdf
2020-11-21
93
122
10.29252/jem.2021.185021.1467
الگوی مصرف
ساختارتقاضا
اثر مقیاس
تجزیه ساختاری
شدت انرژی
زینب
بیسادی
faezeh.fama@gmail.com
1
کارشناس ارشد توسعه اقتصادی و برنامهریزی دانشکده اقتصاد دانشگاه علامه طباطبائی، تهران، ایران
AUTHOR
علی
فریدزاد
faridzadali@yahoo.com
2
دانشیار گروه اقتصاد دانشکده اقتصاد دانشگاه علامه طباطبائی، تهران، ایران
LEAD_AUTHOR
علی اصغر
بانوئی
banouei7@yahoo.com
3
استاد گروه اقتصاد دانشکده اقتصاد دانشگاه علامه طباطبائی، تهران، ایران
AUTHOR
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21
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22
-Mahmoudzadeh, M., & Zeytoon Nejad Moosavian., S.A. (2012). Measuring and Analyzing the Shares of Economic Growth Sources in the Mining Sector of Iran: A Neoclassical Growth Accounting Approach. Iranian Journal of Macroeconomics, 7(13), 121-142 (In Persian).
23
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-Rajabi Kouikhi, N. (2020). Identifying effective policy solutions to reduce energy intensity and carbon dioxide emissions in the power plant industry, based on the LMDI method Approach. M.Sc. Dissertation. University of Science and Technology of Iran (In Persian).
31
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40
ORIGINAL_ARTICLE
باز بودن تجاری و نرخ تورم: مطالعه کشورهای منتخب با استفاده از رگرسیونهای دادههای تابلویی چندکی
شناسایی علل تورم و متغیرهای مؤثر بر آن همواره یکی از مهمترین سؤالات و چالشهای اقتصاد کلان بوده است. توسعه تجارت جهانی سبب شد تا شاخصهای اقتصاد بینالملل نیز وارد الگوسازیهای تورم شوند. یکی از متغیرهایی که براین اساس میتواند بر تورم مؤثر باشد، درجه باز بودن تجاری کشورها است. مبانی نظری پیش بینی می کند که بازتر شدن تجارت سبب کاهش تورم شود. مقدار تورم، تاثیر بسزایی در نوع اثرگذاری باز بودن تجاری بر تورم دارد. بنابراین باید در روش آزمون فرضیه این ارتباط در نظر گرفته شود. ازاینرو در مطالعه حاضر با استفاده از رگرسیون داده های تابلویی چندکی فرضیه فوق در 4 گروه از کشورها 1- کشورهای اروپایی (7 کشور) 2- کشورهای جنوب شرق آسیا و اقیانوسیه (10 کشور) 3- کشورهای خاورمیانه و شمال افریقا (9 کشور) 4- کشورهای امریکای جنوبی و مرکزی (18 کشور)، در دوره 2019-1980 مورد آزمون قرار گرفت. نتایج مطالعه نشان داد که بهطورکلی در اغلب موارد با بازتر شدن تجارت نرخ تورم کاهش مییابد، اما این اثر ارتباط تنگاتنگی با اندازه تورم و ساختار گروههای مورد بررسی دارد، بهگونهای که بازتر شدن تجاری در کشورهای جنوب شرق آسیا و اقیانوسیه کمترین و در کشورهای خاورمیانه بالاترین تأثیر را بر تورم داشته است. علاوه براین، نتایج فوق با تغییر شاخص باز بودن تجاری تغییر می کند، به گونه ای که افزایش صادرات سبب کاهش اثر منفی واردات بر تورم خواهد شد.
https://ecoj.sbu.ac.ir/article_100973_3b2627d7828e8f7316f3581a42ad64bb.pdf
2020-11-21
123
150
10.29252/jem.2021.202700.1558
باز بودن تجاری
رگرسیون تابلویی چندکی
تورم
حسن
دلیری
eco.hassan.daliri@gmail.com
1
استادیار اقتصاد گروه مدیریت و اقتصاد دانشکده علوم انسانی و اجتماعی، دانشگاه گلستان، گرگان، ایران
LEAD_AUTHOR
- Alavi Bajgani, S., Peykarjo, K., Hojabr Kiani, K. & Torabi, T. (2020). Investigating the Asymmetric Effects of Fiscal Policy on Economic Growth in Iran: A Quantile Regression Approach. Journal of Economics and Modeling, 10(4), 126-150 (in Persian).
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- Mahmoodi, E. (2019). The Effect of Economic Globalization on Inflation in Asian Developing Countries. Quarterly Journal of the Macro and Strategic Policies, 7(1), 46-65 (in Persian).
26
- Majumder, M. K., Raghavan, M. & Vespignani, J. (2020), Oil curse, economic growth and trade openness. Energy Economics, 91, 104896.
27
- Reinhart, C., & Rogoff, K. (2004). A Modern History of Exchange Rate Arrangements: A Reinterpretation. Quarterly Journal of Economics, 119, 1-48.
28
- Rogoff, K. (2003). Globalization and global disinflation, in monetary policy and uncertainty: adapting to a changing economy. a symposium sponsored by the federal reserve bank of Kansas city, 28-30 august, Jackson hde, pp 77-112.
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- Romer, D. (1993). Openness and Inflation: Theory and Evidence. Quarterly Journal of Economics, 108, 869–903.
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- Sachsida, A., Carneiro, F. G., & Loureiro, P. (2003). Does greater trade openness reduce inflation? Further evidence using panel data techniques. Economics Letters, 81, 315-319.
31
- Salmanpour, A., Taghi Soltani, M., & Shafei, E. (2009). The consequence of globalization of the economy on internal inflation in Iran. Quarterly Journal of Economic Modeling, 1(7), 11-93 (in Persian).
32
- Sikdar, A., Nobinkhor, K. & Saadullah, Z. (2013). Trade openness and inflation: A test of Romer hypothesis for Bangladesh, MPRA Paper No. 65244, https://mpra.ub.uni-muenchen.de/65244/.
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- Tayeb Nia, A., & Zandiyeh, R. (2009). The effects of the globalization process on inflation in Iran. Iranian Journal of Economic Research, 13(38), 53-96 (in Persian).
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- Terra, C. T. (1998). Openness and inflation: a new assessment. Quarterly Journal of Economics, 113(2), 641-648.
35
- Watson, A. (2016). Trade openness and inflation: The role of real and nominal price rigidities. Journal of International Money and Finance, 64, 137–169.
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ORIGINAL_ARTICLE
بررسی همزمانی سیکلهای نرخ ارز با قیمت نفت، قیمت طلا و ارزش سهام در ایران: الگوی مارکف-سوئیچینگ با ساختار مؤلفهای
ارتباط و اثرگذاری بین بازارهای ارز، نفت، طلا و بورس موضوع مهمی است که همواره مورد توجه سیاستگذاران و محققان بوده است. نوسانات و روندهای بازارهای مربوطه در سالهای اخیر در ایران اهمیت این بررسی را بیشتر میکند. از این رو، مقاله به بررسی و تحلیل سیکلها در نرخ ارز، نفت، طلا و سهام با استفاده از الگوهای مارکف-سوئیچینگ با ساختار مؤلفهای میپردازد. سپس با بکارگیری شاخص ناپارامتریک به تعیین همبستگی میان سیکلهای موردنظر در دوره زمانی فصل اول سال 1370 تا فصل دوم سال 1399 میپردازد. نتایج بیانگر آناست که میان نرخ ارز با طلا، نفت و سهام رابطه مثبت و موافق چرخهای وجود دارد. نرخ ارز و طلا و همچنین نرخ ارز و نفت از منظر آماری به طور همزمان معنادار و در رابطه با نرخ ارز و سهام بیمعنا است. علاوه بر این، ارتباط میان نرخ ارز و نفت (95%) بیشتر از نرخ ارز و طلا (84%) و نرخ ارز با سهام (81%) در دوره رونق است. در دوره رکود نیز ارتباط میان نرخ ارز و طلا (84%) بیشتر از نرخ ارز و نفت (20%) و نرخ ارز با سهام (20%) است.
https://ecoj.sbu.ac.ir/article_100974_30432f422b313314f3e1e6c147bb5d9b.pdf
2020-11-21
151
193
10.29252/jem.2021.202624.1542
نرخ ارز
قیمت نفت
قیمت طلا
ارزش سهام
مارکف -سوئیچینگ
یدالله
دادگر
yydadgar@gmail.com
1
استاد گروه اقتصاد دانشکده اقتصاد و علوم سیاسی دانشگاه شهید بهشتی، تهران، ایران
LEAD_AUTHOR
فاطمه
فهیمیفر
fatemeh_fahimifar@yahoo.com
2
دانشجوی دکتری اقتصاد دانشکده اقتصاد دانشگاه علامه طباطبائی، تهران، ایران
AUTHOR
روح اله
نظری
rnazari2004@gmail.com
3
دانشجوی دکتری اقتصاد انرژی دانشکده علوم اداری و اقتصاد دانشگاه فردوسی، مشهد، ایران
AUTHOR
- Aloui, R., Ben Aïssa, M.S., & Nguyen, D.K. (2013). Conditional Dependence Structure between Oil Prices and Exchange Rates. Journal of International Money and Finance, 32 (2),719-738.
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- Singhal, S., Choudhary, S., & Biswal, P.C. (2019). Return and volatility linkages among international crude oil price, gold price, exchange rate and stock markets. Resources Policy, 60, 255–261.
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- Soytas U., Sari, R., Hammoudeh, Sh., & Hacihasanoglu, E. (2009). World oil prices, precious metal prices and macroeconomy in Turkey. Energy Policy, 37(12), 5557-5566.
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- Yazdani, M, & Zare, Q.S. (2016). Investigating Effect of Exchange Rate Shocks on Inflation in Iranian Economy during Seasonal Period 2000-2012. Quarterly Journal of Applied Economic Studies in Iran, 17(5), 171-197 (In Persian).
32
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33
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- Zhang, Y-J., Fan,Y., Tsai, H-T., & Wei, Y-M. (2008). Spillover effect of US dollar exchange rate on oil prices. Journal of Policy Modeling, 30, 973–991.
35
- Zobeiri, H. (2017). Investigation the Effect of Exchange rate Gap of Official and Parallel Market on Inflation in Iran (Structural Time Series Approach). Journal of Economic Modeling Research, 7 (26), 167-192 (In Persian).
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ORIGINAL_ARTICLE
ارزیابی تاثیرگذاری سیاستهای مالی و پولی بر طول دوره بیکاری در کشورهای صنعتی
این تحقیق به بررسی تاثیر سیاستهای پولی و مالی بر طول دوره بیکاری با استفاده از روش بیزی چارکی در کشورهای صنعتی میپردازد. علاوه بر این از روش دادههای پانلی بیزی با ضرایب ناهمگن در بین مقاطع نیز بکار گرفته شده است. با استفاده از داده های دو دهه اخیر چهار کشور صنعتی شامل امریکا، کانادا، فرانسه و استرالیا، شواهدی بدست میآید که حاکی از تاثیرگذاری ناهمگن سیاستهای پولی و مالی بر بخشهای مختلف توزیع طول دوره بیکاری است. برآوردهای الگو نشان می دهد که مازاد بودجه دولت دارای همبستگی مثبت در تمامی چارکهای طول دوره بیکاری می باشد. بعلاوه نرخ بهره اسمی با بیکاریهای کوتاهمدت رابطه معکوس دارد در حالیکه این همبستگی برای چارکهای بالا مثبت است. نتایج حاصل از روش دادههای پانلی بیزی با ضرایب ناهمگن حاکی از آن است که سیاستهای پولی و مالی در امریکا از اثر بخشی بیشتری نسبت به سایر کشورهای صنعتی برخوردار است.
https://ecoj.sbu.ac.ir/article_100976_b5c350fb7b3e40ea2321232340bc366d.pdf
2020-11-21
195
225
10.29252/jem.2021.202656.1549
سیاستهای پولی و مالی
طول دوره بیکاری
روش بیزی چارکی
اکبر
زمان زاده
akbar.zamanzadeh@gmail.com
1
دانشجوی دکتری اقتصاد دانشکده علوم اقتصادی و اداری دانشگاه مازندران، بابلسر، ایران
LEAD_AUTHOR
محمدعلی
احسانی
m.ehsani@umz.ac.ir
2
دانشیار گروه اقتصاد دانشکده علوم اقتصادی و اداری دانشگاه مازندران، بابلسر، ایران
AUTHOR
مجتبی
گنجعلی
m-ganjali@sbu.ac.ir
3
استاد گروه آمار دانشکده علوم ریاضی دانشگاه شهید بهشتی، تهران، ایران
AUTHOR
- Blanchard, O. J., & Diamond, P. (1994). Ranking, Unemployment Duration, and Wages. Reviewof Economic Studies, 61(3), 417-434.
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- Feizpour M A. (2011). Unemployment Duration and Its Determinants: Evidences from Job Seekers in Yazd Province during the Third Development Plan. Social Welfare Quarterly, 10 (39), 327-356 (In Persian).
6
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7
- Ghasemzadeh, S., Ganjali, M., & Baghfalaki, T. (2020). Bayesian quantile regression for joint modeling of longitudinal mixed ordinal and continuous data. Communications in Statistics-Simulation and Computation, 49(2), 375-395 (In Persian).
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- Geraci, M., & Bottai, M. (2007). Quantile regression for longitudinal data using the asymmetric Laplace distribution. Biostatistics, 8(1), 140-154.
9
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