بررسی عوامل مؤثر بر ریسک تکرار رکود در کشورهای تحریم شده منتخب: رهیافت تحلیل بقا

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشجوی دکتری علوم اقتصادی دانشگاه آزاد اسلامی واحد اصفهان (خوراسگان)، اصفهان، ایران

2 استاد گروه اقتصاد دانشکده علوم اداری و اقتصاد دانشگاه اصفهان، اصفهان، ایران

3 استاد بازنشسته گروه اقتصاد دانشکده علوم اداری و اقتصاد دانشگاه اصفهان و هیات علمی دانشگاه شیخ بهایی، اصفهان، ایران

چکیده

در راستای بررسی دلایل شکل‌گیری ادوار تجاری، پژوهش‌های متعددی با استفاده از شیوه‌های گوناگون، انجام شده است. اما یکی از مباحثی که در حوزه ادوار تجاری می‌تواند مدنظر قرار گیرد، بررسی عوامل مؤثر بر ریسک تکرار رکود، به‌ویژه در کشورهای تحت تحریم است که در پژوهش حاضر با روشی متفاوت و بر مبنای تحلیل بقا انجام می‌گیرد. رکود به‌عنوان یک بیماری عودکننده در اقتصاد در نظر گرفته شده و عوامل مؤثر بر ریسک تکرار آن بررسی می‌گردد. بدین منظور، ابتدا داده‌های سالانه 11 کشور تحریم شده منتخب در بازه زمانی 2018-1990 از سایت بانک جهانی دریافت و با استفاده از فیلتر هادریک- پرسکات، دوره‌های رکود آنها مشخص می‌شود. سپس با به‌کارگیری رهیافت تحلیل بقا مبتنی بر رویدادهای عودکننده، تأثیر متغیرهایی نظیر تورم، نسبت تشکیل سرمایه ثابت به تولید ناخالص داخلی، نسبت مخارج مصرفی نهایی دولت به تولید ناخالص داخلی، درصد درآمدهای نفتی از تولید ناخالص داخلی، قیمت نفت و تحریم، بر ریسک تکرار رکود بررسی می‌گردد. نتایج حاصل نشان می‌دهد که به‌جز تورم و قیمت نفت که ریسک تکرار رکود را افزایش می‌دهد، تأثیر سایر متغیرهای مورد بررسی بر ریسک تکرار رکود معنادار نیست.

کلیدواژه‌ها

عنوان مقاله [English]

Investigating the Factors Affecting the Risk of Recession Relapse in Selected Sanctioned Countries: The Survival Analysis Approach

نویسندگان [English]

  • Mahdi Fazel 1
  • Karim Azarbayjani 2
  • Mostafa Emadzadeh 3
1 Ph.D Candidate in Economics, Islamic Azad University (Isfahan (Khorasgan) Branch), Isfahan, Iran
2 Professor of Economics, Faculty of Administrative Science and Economics, University of Isfahan, Isfahan, Iran
3 Professor of Economics, Faculty of Management, Sheikh Bahaei University, Isfahan, Iran
چکیده [English]

In order to investigate the reasons for the formation of business cycles, several studies have been conducted using various methods. But one of the topics that can be considered in this area is the study of factors affecting the risk of relapse, especially in countries under sanctions, which in the present study is done in a different way and based on survival analysis. Recession is considered as a recurrent disease in the economy and the factors affecting its risk of recurrence are examined. For this purpose, first, the annual data of 11 selected sanctioned countries in the period 1990-2018 are received from the World Bank website, and using the Hodrick–Prescott filter, their recession periods are determined. Then, using the approach of survival analysis based on recurring events, the effect of variables such as inflation, the ratio of fix capital formation to GDP, the ratio of government consumption expenditure to GDP, percentage of oil revenues from GDP, sanctions, and oil prices on the risk of recurrence of the recession is examined. The results show that except for inflation and the price of oil, which increases the risk of relapse, the effect of other variables on the risk of relapse is not significant.

کلیدواژه‌ها [English]

  • Business Cycles
  • Recession Relapse
  • Sanction
  • Survival Analysis Approach

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