بررسی ناپایداری منحنی فیلیپس در اقتصاد ایران با استفاده از رهیافت حالت- فضا

نوع مقاله : مقاله پژوهشی

نویسندگان

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

2 دکتری اقتصاد و مدرس مدعو دانشگاه گیلان، رشت، ایران

3 کارشناس ارشد اقتصاد اسلامی مؤسسه غیرانتفاعی سمنگان، آمل، ایران

10.29252/ecoj.10.4.51

چکیده

مطالعات مربوط به منحنی فیلیپس یکی از موضوعات مهم اقتصاد کلان به شمار می‌رود و از دیرباز در مطالعات تجربی مورد آزمون قرار گرفته است. الگوهای کینزی جدید از منحنی فیلیپس بر مبنای مطالعه‌ی گالی و گرتلر عموماً قائل بر این هستند که در کوتاه‌مدت به دلیل چسبندگی‌های اسمی میان تورم و مازاد تقاضا معاوضه وجود دارد، در حالی که در بلندمدت نرخ بیکاری با تورم غیرشتابنده ثابت است. در نقطه‌ی مقابل، گوردون در الگوی مثلثی خود نرخ بیکاری با تورم غیرشتابنده را در طول زمان متغیر می‌انگارد. در این راستا، پژوهش حاضر با به کارگیری رهیافت ضرایب متغیر در طول زمان می‌کوشد، بینش جدیدی در رابطه با اعتبار منحنی فیلیپس در اقتصاد ایران ایجاد کند. برای این منظور، از داده‌های مربوط به دوره 1395–1339 استفاده شده است. با توجه به شرایط اقتصاد ایران، ضرایب در شش برهه زمانی برآورد شدند. نتایج برآورد نشان می‌دهد پارامترهای منحنی فیلیپس در اقتصاد ایران از ثبات برخوردار نیستند. به طوری که سهم انتظارت آینده‌نگر در این ناپایداری قابل توجه است. ضرایب به دست آمده برای شکاف تولید نشان داد در بیشتر سال‌ها شیب منحنی فیلیپس در اقتصاد ایران مثبت بوده و نمی‌توان اعتبار آن را در حالت کلی تأیید کرد. بر این اساس، نمی‌توان در خصوص فرم تبعی منحنی فیلیپس اظهار نظر قطعی داشت.

کلیدواژه‌ها

عنوان مقاله [English]

Investigating the Phillips Curve's Instability in Iran's Economy Using the State-Space Approach

نویسندگان [English]

  • Mohammad Abdi Seyyedkolaee 1
  • Saleh Taheri Bazkhaneh 2
  • Nasrin Pahlavan Yali 3
1 Assistant Professor of Economics, Faculty of Economics and Administrative Sciences, University of Mazandaran, Babolsar, Iran
2 Ph.D in Economics and Visiting Assistant Professor in University of Guilan, Rasht, Iran,
3 MA in of Islamic Economics, Samangan Non-Profit Institute, Amol, Iran
چکیده [English]

Philips curve studies are one of the major issues of macroeconomics and have long been tested in empirical studies. Hybrid New Keynesian Phillips Curve developed by Galí and Gertler, generally believes that in the short-run there is a trade-off between inflation and excess demand due to nominal rigidities, while inflation in the long run is constant at the Non-Accelerating Inflation Rate of Unemployment (NAIRU). By contrast, Gordon in his triangle model assumes the NAIRU to be variable over time. In this regard, the present study, using by Time-Varying Parameter approach tries to create a new insight into the validity of the Philips curve in the Iran's economy. In this way, the data for the period 1960-2016 have been used. Given the conditions of the Iran's economy, the coefficients were estimated at six time points. The results show that the Phillips curve parameters in the Iran's economy are not stable. So that the share of forward-looking expectations in this instability is significant. The coefficients obtained for the output gap showed that in the most years the slope of the Philips curve in the Iran's economy has been positive, and its validity cannot be generally confirmed. Accordingly, it is impossible to make a definite statement about the Phillips curve subordinate form. 

کلیدواژه‌ها [English]

  • Inflation Expectation
  • Philips Curve
  • Time–Varying Parameter

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