دوره 9، شماره 34 - ( 10-1397 )                   سال9 شماره 34 صفحات 70-31 | برگشت به فهرست نسخه ها


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ادوار تجاری یکی از مهم¬ترین شاخص¬های اقتصادی محسوب می¬شود که تغییر در فعالیت‌های اقتصادی در طول زمان را نشان می¬دهد. بررسی ادوار تجاری از آن جهت اهمیت دارد که درک و توجه به چگونگی نوسانات تولید ناخالص داخلی و عوامل مؤثر بر این نوسانات همچون شوک¬های قیمت نفت به سیاست¬گذاران اقتصادی در برنامه¬ریزی بهتر و مؤثرتر کمک می¬کند. این مطالعه با استفاده از مدل غیرخطی مارکوف سوئیچینگ با احتمال انتقال متغیر (MS-TVTP )، اثرات شوک¬های قیمت نفت بر پویایی¬های انتقال چرخه¬های تجاری ایران به صورت فصلی بین سال¬های 1384 تا 1395 را مورد بررسی قرار داده است. بدین منظور ابتدا شوک¬های قیمت نفت با چهار روش مختلف استخراج شده و سپس تأثیرآنها بر دوره¬های رکود و رونق بررسی شده است. نتایج حاصل از مدل مارکوف سویچینگ با احتمال انتقال متغیر نشان می‌دهد چرخه¬های تجاری در اقتصاد ایران تحت تاثیر نوسانات و شوک¬های قیمت نفت است؛ به طوری که در همه چهار حالتی که شوک قیمت نفت محاسبه شده است، شوک¬های مثبت قیمت نفت، نه تنها احتمال ماندن در رژیم رونق در اقتصاد ایران را افزایش می¬دهد بلکه احتمال خروج از وضعیت رکود و انتقال به رژیم رونق را نیز افزایش می¬دهد. همچنین از مقایسه نسبی ضرایب شوک¬های قیمت نفت در احتمال ماندن در رژیم رونق و انتقال از رژیم رکود به رونق می¬توان استدلال کرد، بروز شوک¬های مثبت در دوره رکود، احتمال گذار یا خروج از رکود را به مقدار بیشتری نسبت به رژیم رونق افزایش می¬دهد. به عبارت دیگر، در اقتصاد ایران شوک¬های قیمت نفت در دوره رکود اثر بیشتری در چرخش وضعیت اقتصادی دارد و احتمال خروج اقتصاد از دوره رکود را به مقدار بیشتری افزایش می¬دهد اما در دوره رونق اقتصادی، بروز یک شوک مثبت، احتمال ماندن در دوره رونق را به مقدار کمتری، افزایش می¬دهد.
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نوع مطالعه: كاربردي | موضوع مقاله: انرژی، منابع و محیط زیست
دریافت: 1396/12/11 | پذیرش: 1397/9/6 | انتشار: 1397/12/6

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