اثرات تلاطم‌های نرخ ارز بر ارزش‌افزوده بخش صنعت‌و معدن در ایران در شرایط تحریم‌های یک‌جانبه و چندجانبه

نوع مقاله : مقاله پژوهشی

نویسندگان

1 استادیار اقتصاد دانشکده اقتصاد و علوم سیاسی، دانشگاه شهید بهشتی

2 کارشناسی ارشد اقتصاد دانشکده اقتصاد و علوم سیاسی، دانشگاه شهید بهشتی

10.29252/ecoj.10.1.1

چکیده

در سند چشم­انداز، بخش صنعت و معدن به عنوان موتور محرکه رشد اقتصادی پیوسته، باثبات و پرشتاب در نظر گرفته شده است، اما اقتصاد ایران در ادوار گذشته با تلاطم­های ارزی مواجه بوده است که بخش صنعت را نیز تحت تأثیر قرار داده است. تلاطم‌های ارزی از کانال‌های مختلفی می‌تواند تولید، سرمایه‌گذاری، اشتغال و رفتار قیمتی بنگاه‌های صنعتی را تحت تأثیر قرار دهد. بنابراین، شناخت این کانال‌ها می‌تواند مکانیسم‌های اثرگذاری تلاطم‌های ارزی بر بخش صنعت را مشخص کند. بر این اساس، مسأله اصلی این پژوهش تحلیل اثرات تلاطم‌های نرخ ارز بر ارزش افزوده بخش صنعت و معدن در ایران در شرایط تحریم است که شرایط تحریم از طریق ورود متغیر مجازی در الگو در پژوهش لحاظ شده است. همچنین برآورد الگو با استفاده از الگوی خودتوضیح با وقفه‌های گسترده در دوره زمانی (1395-1347) صورت گرفته است. نتایج حاصل از برآوردهای صورت گرفته در بلندمدت بیانگر این است که تحریم‌های شدید از طریق ایجاد تلاطم‌های نرخ ارز اثرات منفی و معناداری بر رشد ارزش افزوده بخش صنعت و معدن داشته است. همچنین، نرخ رشد انباشت سرمایه، نرخ رشد نیروی کار، نرخ رشد تسهیلات اعطایی بانکی و نرخ رشد واردات کالاهای سرمایه‌ای بخش صنعت و معدن اثرات مثبت و معناداری بر ارزش‌افزوده بخش صنعت و معدن داشته‌اند.

کلیدواژه‌ها

عنوان مقاله [English]

The Effects of Exchange Rate Volatility on the Value Added of the Industrial and Mining Sector in Iran under Unilateral and Multilateral Sanctions

نویسندگان [English]

  • Hojjat Izadkhasti 1
  • Elmira Qalambor Dezfuli 2
1 Assistant Professor of Economics, Faculty of Economics and Political Sciences, Shahid Beheshti University, (Corresponding Author)
2 Masters of Economics, Faculty of Economics and Political Sciences, Shahid Beheshti University
چکیده [English]

In the long-run vision, the industry and mining sector is considered as the engine of continuous, stable and accelerated economic growth, but the Iranian economy has been facing exchange rate volatility over the past few decades, which has affected the industry sector. Exchange rate volatility can affect the production, investment, employment and price behavior of industrial firms from various channels. Therefore, the recognition of these channels can determine the mechanisms of the effect of exchange rate volatility on the industry sector. Accordingly, the main object of this research is analyzing the effects of exchange rate volatility on the value-added of the industry and mining sector in Iran under sanction, that the sanction is included in the research by entering the dummy variable into the model. The model is estimated using the Auto-Regressive Distributed Model for the period 1968-2017. The results of long-term estimates indicate that severe sanctions through exchange rate volatility will have a negative and significant effect on the growth of value-added of the industry and mining sector. Also, the growth rate of capital accumulation, the growth rate of the labor force, the growth rate of bank lending facilities and the growth rate of import of capital goods in the industrial and mining sectors have positive and significant effects on the value-added of the mining and industrial sectors.

کلیدواژه‌ها [English]

  • Volatility of Exchange Rate
  • Value Added
  • sanctions
  • ARDL Model

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