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اثر سلیقه مصرفکننده بر نرخ واقعی ارز در اقتصاد ایران | ||
پژوهشنامه اقتصاد کلان Macroeconomics Research Letter | ||
مقاله 3، دوره 17، شماره 36، دی 1401، صفحه 67-98 اصل مقاله (811.72 K) | ||
نوع مقاله: علمی | ||
شناسه دیجیتال (DOI): 10.22080/iejm.2023.25433.1969 | ||
نویسندگان | ||
علیرضا نادعلی1؛ صالح قویدل* 2؛ عبدالرضا تالانه3؛ پروانه سلاطین4 | ||
1دانشجوی دکتری، گروه اقتصاد، واحد فیروزکوه، دانشگاه آزاد اسلامی، فیروزکوه، ایران | ||
2دانشیار، گروه اقتصاد، واحد فیروزکوه، دانشگاه آزاد اسلامی، فیروزکوه، ایران | ||
3دانشیار، گروه حسابداری، واحد فیروزکوه، دانشگاه آزاد اسلامی، فیروزکوه، ایران | ||
4استایار، گروه اقتصاد، واحد فیروزکوه، دانشگاه آزاد اسلامی، فیروزکوه، ایران | ||
تاریخ دریافت: 20 اردیبهشت 1402، تاریخ بازنگری: 18 آبان 1402، تاریخ پذیرش: 21 آبان 1402 | ||
چکیده | ||
مقاله حاضر به بررسی تغییر سلیقه مصرفکنندگان ایرانی از کالاهای داخلی به خارجی و تاثیر آن بر نرخ واقعی ارز میپردازد. برای این منظور یک مدل نظری از رفتار مصرفکننده که تابع مطلوبیت شامل کالای داخلی و خارجی است ارائه شده و با نرخ واقعی ارز مرتبط شده است. سپس با استفاده از رگرسیون سری زمانی با روند ضمنی و تکنیک حالت فضا تاثیر سلیقه به صورت پویا بر نرخ واقعی ارز در طی سالهای 1353 تا 1400 برآورد شده است. در این مطالعه تاثیر سلیقه، مترادف با تغییر در ترجیحات مصرفکننده در نظر گرفته شده است که بخشی از روند ضمنی است. نتیجه تخمین نشان میدهد که تاثیر سلیقه به صورت پویا اثر کاهشی بر نرخ واقعی ارز گذاشته است، به طوری که عرض از مبدا رگرسیون هر سال کاهش یافته است. همچنین اثر بهرهوری و درآمد سرانه بر نرخ واقعی ارز مثبت و معنادار است اما تاثیر درآمد نفت معنادار نیست. نتیجه عملی اینکه در طی 47 سال اخیر سلیقه مردم ایران با روند ملایم به مصرف کالاهای تجاری خارجی متمایل شده و این امر یکی از علتهای کاهش ارزش واقعی پول ملی بوده است. | ||
کلیدواژهها | ||
نرخ واقعی ارز؛ سلیقه مصرف کننده؛ روش حالت فضا؛ روند ضمنی | ||
عنوان مقاله [English] | ||
The Effect of Consumer Taste on the Real Exchange Rate in Iran's Economy | ||
نویسندگان [English] | ||
Alireza Nadali1؛ Saleh Ghavidel2؛ Abudreza Talaneh3؛ parvaneh salatin4 | ||
1PhD Student, Department of Economics, Firuzkuh Branch, Islamic Azad University, Firuzkuh, Iran | ||
2Associate Professor, Department of Economics, Firuzkuh Branch, Islamic Azad University, Firuzkuh, Iran | ||
3Associate Professor, Department of Accounting, Firuzkuh Branch, Islamic Azad University, Firuzkuh, Iran | ||
4Assistant Professor, Department of Economics, Firuzkuh Branch, Islamic Azad University, Firuzkuh, Iran | ||
چکیده [English] | ||
Several factors such as productivity, per capita income, and oil income effective on the real exchange rate. In addition to examining the factors mentioned above, this article examines the change in taste of Iranian consumers from domestic to foreign goods and its effect on the real exchange rate. For this purpose, a theoretical model of consumer behavior, which is a utility function including domestic and foreign goods, has been presented and linked to the real exchange rate. Then, using time series regression with the implicit trend and state space technique, the effect of taste on the real exchange rate has been estimated dynamically during the years 1974 to 2021. The result of the estimation shows that the effect of taste has dynamically reduced the real exchange rate so that the width from the regression's origin has decreased yearly. Also, the effect of productivity and per capita income on the real exchange rate is significant, but the effect of oil income is not significant. The practical results show during the last 47 years, the tastes of the Iranian people have tended to consume foreign commercial goods with a mild trend, and this has been one of the causes of the real value of the national currency. | ||
کلیدواژهها [English] | ||
Real Exchange Rate, Consumer Taste, State Space Method, Underlying Trend | ||
مراجع | ||
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