ارزیابی اثر تکانه شکاف نرخ رسمی و غیررسمی بازار ارز بر شاخص قیمت کالاهای مصرفی وارداتی در ایران

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشجوی دکتری گروه اقتصاد دانشگاه آزاد اسلامی واحد اصفهان (خوارسگان)، اصفهان، ایران

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

3 دانشیار گروه اقتصاد دانشگاه آزاد اسلامی واحد اصفهان (خوارسگان)، اصفهان، ایران

چکیده

انحراف در نرخ ارز رسمی از نرخ غیررسمی بازار، نشان‌دهنده وجود مشکلات اساسی در سیاست‌های کلان اقتصادی و عدم تعادل‌های بنیادین در اقتصاد است. اصرار بر حفظ یک سیاست نرخ ارز تثبیت‌شده، در شرایطی که این سیاست نه پایدار است و نه امکان حفظ طولانی‌مدت آن وجود دارد، تمایل به ایجاد طیف وسیعی از اختلالات در اقتصاد و کاهش رشد تولید ناخالص داخلی دارد. با توجه به این موضوع، این پژوهش اثرات تکانه شکاف نرخ رسمی و غیررسمی بازار ارز بر شاخص قیمت کالاهای مصرفی وارداتی (پدیده عبور نرخ ارز) در ایران را در سال‌های 1401-1357 مورد بررسی قرار می‌دهد. بدین منظور، ابتدا در چارچوب الگوی میانگین‌گیری الگوی پویا با ضرایب متغیر طی زمان، مهم‌ترین متغیرهای اثرگذار بر شاخص قیمت کالاهای مصرفی وارداتی شناسایی می‌شود؛ سپس اثرات تکانه شکاف نرخ رسمی و غیررسمی بازار ارز بر شاخص قیمت کالاهای مصرفی وارداتی در چارچوب الگوی خودرگرسیون برداری با ضرایب متغیر در زمان، مورد ارزیابی قرار می‌گیرد. بر اساس نتایج به‌دست‌آمده، تکانه شکاف نرخ رسمی و غیررسمی بازار ارز در مراحل اولیه موجب افزایش شدید شاخص قیمت کالاهای مصرفی وارداتی شده است؛ به‌طوری‌که شدت این اثر در دوره‌هایی با بی‌ثباتی اقتصادی بیشتر، قابل‌توجه‌تر بوده است. بااین‌حال، در بلندمدت از شدت اثرات آن بر شاخص قیمت کالاهای مصرفی وارداتی کاسته شده است. بر این اساس، توصیه می‌شود سیاست‌گذاران با کاهش شکاف ارزی و اجرای سیاست‌های تثبیت‌کننده، از نوسانات و اثرات تورمی آن بر قیمت کالاهای مصرفی وارداتی جلوگیری کنند.

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

Evaluating the Effect of Official and Unofficial Exchange Rate Market Gap Shock on the Import Price Index of Consumer Goods in Iran

نویسندگان [English]

  • Azadeh Alikhani 1
  • Seyed Komail Tayebi 2
  • Saeid Daei Karimzadeh 3
1 PhD Candidate in Economics, Islamic Azad University of Isfahan (Khorasgan) Branch, Isfahan, Iran
2 Professor of Economics, Faculty of Administrative Sciences and Economics, University of Isfahan, Isfahan, Iran
3 Associate Professor of Economics, Islamic Azad University of Isfahan (Khorasgan) Branch, Isfahan, Iran
چکیده [English]

A significant deviation of the official exchange rate from the market exchange rate is indicative of fundamental problems in macroeconomic policies and underlying imbalances in the economy. Maintaining a fixed exchange rate policy is neither sustained nor stable and leads to a range of distortions in the economy, which results in a lower growth rate in GDP. Given this, this study has investigated the Effect of the Official and Unofficial Exchange Rate Market Gap Shock on the Import Price Index of Consumer Goods (Exchange Rate Pass-through Approach) in Iran from 1979 to 2022. To this end, the study first identifies the most significant determinants of the consumer price index of imported goods using a Time-Varying Parameters Dynamic Model Averaging (TVP_DMA). Subsequently, the Effects of the Official and Unofficial Exchange Rate Market Gap Shock on the Import Price Index of Consumer Goods has been evaluated using a Time-Varying Parameter Vector-Autoregression (TVP-VAR) model. Based on the results, the Official and Unofficial Exchange Rate Market Gap Shock initially led to a significant increase in the Import Price Index of Consumer Goods. This effect was particularly pronounced during periods of economic instability. However, in the long run, the Effects on the Import Price Index of Consumer Goods has diminished. Accordingly, it is recommended that policymakers reduce the Official and Unofficial Exchange Rate Market Gap and implement stabilization policies to prevent excessive fluctuations and mitigate inflationary pressures on the Import Price Index of Consumer Goods.

کلیدواژه‌ها [English]

  • Official and Unofficial Exchange Rate Market Gap
  • Consumer Price Index
  • Import Goods
  • Exchange Rate Pass-through
  • Time-varying Parameter Vector- Autoregression

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