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بررسی تاثیر متغیرهای کلان اقتصادی بر نرخ ارز با رویکرد پویایی‌های سیستم | ||
| پژوهشنامه اقتصاد کلان Macroeconomics Research Letter | ||
| دوره 15، شماره 29، شهریور 1399، صفحه 349-384 اصل مقاله (1.17 M) | ||
| نوع مقاله: علمی | ||
| شناسه دیجیتال (DOI): 10.22080/iejm.2021.15414.1643 | ||
| نویسندگان | ||
| محمدهادی دمیری1؛ پرویز سعیدی* 2؛ حسین دیده‌خانی3؛ ابراهیم عباسی4 | ||
| 1دانشجوی دکتری گروه مدیریت مالی، واحد علی‌آباد کتول، دانشگاه آزاد اسلامی، علی‌آباد کتول، ایرانi | ||
| 2نویسنده مسئول دانشیارگروه حسابداری و مدیریت، واحد علی‌آباد کتول، دانشگاه آزاد اسلامی، علی‌آباد کتول، ایران | ||
| 3استادیارگروه مهندسی مالی، واحد علی‌آباد کتول، دانشگاه آزاد اسلامی، علی‌آباد کتول، ایران | ||
| 4دانشیار گروه مدیریت، دانشکده علوم اجتماعی و اقتصادی، دانشگاه الزهرا (س)، تهران، ایران | ||
| تاریخ دریافت: 07 دی 1397، تاریخ بازنگری: 03 تیر 1399، تاریخ پذیرش: 12 آذر 1399 | ||
| چکیده | ||
| هدف از پژوهش حاضر، تحلیل حساسیت روند و قیمت نرخ ارز نسبت به عوامل اساسی موثر بر آن است. به منظور تحلیل حساسیت نرخ ارز، ابتدا روند تغییرات نرخ ارز با استفاده از روش پویایی‌های سیستم برای دوره زمانی 1383 تا 1401 پیش‌بینی شده و سپس، تاثیر تغییرات عواملی همچون بهره‌وری، پایه پولی، سهم هزینه‌های عمرانی دولت، تحریم‌ها و نرخ بهره بر نرخ ارز مورد ارزیابی قرار گرفته است. بدین صورت که ابتدا تاثیر تغییر هر یک از متغیرها به صورت مجزا بر روند نرخ ارز مورد ارزیابی قرار گرفت و سپس تاثیر تغییر متغیرهای فوق به صورت همزمان، بر روند نرخ ارز بررسی شد. نتایج به دست آمده نشان می‌دهد افزایش یا کاهش هر یک از این متغیرها (بهره‌وری، تحریم، هزینه‌های عمرانی دولت، نرخ بهره و پایه پولی) با فرض ثابت بودن سایر عوامل، نرخ ارز را تحت تاثیر قرار می‌دهد. همچنین نتایج حاکی از آن است که تغییرات همزمان چند متغیر، نرخ ارز را بیشتر از تغییر صرفا یک متغیر تحت تاثیر قرار می‌دهد. | ||
| کلیدواژه‌ها | ||
| تحلیل حساسیت؛ نرخ ارز؛ روش‌شناسی پویایی‌های سیستم؛ عوامل موثر بر نرخ ارز | ||
| عنوان مقاله [English] | ||
| The Effect of Macroeconomic Variables on the Exchange Rate by the System Dynamics Approach | ||
| نویسندگان [English] | ||
| Mohammad Hadi Damiri1؛ Parviz Saeidi2؛ Hosein Didehkhani3؛ Ibrahim Abbasi4 | ||
| 1PhD student, Department of Financial management, Aliabad Katoul Branch, Islamic Azad University, Aliabad Katoul, Iran | ||
| 2Corresponding Author, Associate professor, Department of Accounting and management, Aliabad Katoul Branch, Islamic Azad University, Aliabad Katoul, Iran | ||
| 3Assistant professor, Department of Financial engineering, Aliabad Katoul Branch, Islamic Azad University, Aliabad Katoul, Iran | ||
| 4Associate professor, Department of management,, Alzahra University, Tehran, Iran. | ||
| چکیده [English] | ||
| The purpose of this research was to analyze the sensitivity of the exchange rate trend and prices relative to the underlying factors affecting it. In order to analysis, the sensitivity of the exchange rate, First, the process of exchange rate changes using the dynamics of the system For the period of 2004 to 2022 is predicted And then, the impact of changes in factors such as productivity, the tariff rate on imports The share of government development spending, oil prices, sanctions and interest rates on the exchange rate has been evaluated. first It was separately evaluated the effect of the variation of the variables on the exchange rate trend. Then, variables variations effect simultaneously was examined on the exchange rate trend. The results show that the changes in each of the above factors, with the assumption that other factors are stable, have no significant effect on the exchange rate. But simultaneous variations of several variables significantly affect the exchange rate, and this gives rise to Being a system. In other words, the results of the research indicate that the changes, if only important, can not affect the exchange rate, and these are a set of factors that determine the course of the exchange rate. | ||
| کلیدواژه‌ها [English] | ||
| Sensitivity analysis, Exchange rate, System dynamics, Factors affecting the exchange rate | ||
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| مراجع | ||
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