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بررسی تأثیر نامتقارن قیمت نفت ، نرخ ارز و نا اطمینانی آن ها بر بیکاری در کشورهای صادرکننده نفت | ||
پژوهشنامه اقتصاد کلان Macroeconomics Research Letter | ||
مقاله 2، دوره 19، شماره 42، تیر 1403، صفحه 37-70 اصل مقاله (1.18 M) | ||
نوع مقاله: علمی | ||
شناسه دیجیتال (DOI): 10.22080/mrl.2024.26949.2060 | ||
نویسندگان | ||
سعید شوال پور1؛ رضا محسنی* 2؛ حسام الدین کردتبار فیروزجائی3 | ||
1عضو هیات علمی دانشگاه علم و صنعت | ||
2عضو هیات علمی دانشکده اقتصاد وعلوم سیاسی دانشگاه شهید بهشتی | ||
3گروه اقتصاد، دانشکده مهندسی پیشرفت،دانشگاه علم و صنعت،تهران | ||
تاریخ دریافت: 15 فروردین 1403، تاریخ بازنگری: 03 تیر 1403، تاریخ پذیرش: 07 تیر 1403 | ||
چکیده | ||
بیکاری یکی از شاخصهای اصلی در اقتصاد است که همواره مورد توجه سیاستگذاران، اقتصاددانان و مردم بوده است. در کشورهای عمده صادرکننده نفت مانند کشورهای عضو اوپک، صادرات نفت خام تأثیر قابل توجهی بر درآمد، جریانات ارزی و بازار کار دارد. بر این اساس مقاله حاضر به بررسی وجود تعاملات نامتقارن بین نوسانات قیمت نفت، تغییر نرخ ارز و بیکاری خواهدپرداخت. برای این منظور، دادههای سالانه (1990-2020) کشورهای منتخب نفتی(ایران، عراق، کویت، امارات متحده عربی، عربستان سعودی و نیجریه) استخراج شده است و رویکرد خود توضیحی با وقفه های توزیعی غیرخطی تغییرات نامتقارن بیکاری را در پاسخ به نوسانات قیمت نفت و نرخ ارز نشان میدهد. نتایج نشان میدهد که شوکهای مثبت قیمت نفت بر نرخ بیکاری در کوتاه مدت دارای تاثیر معنیدار بوده و تغییرات منفی قیمت نفت بر نرخ بیکاری در کوتاه مدت بی تاثیر میباشد. در حالی که در بلندمدت تاثیر شوک مثبت نفتی بر بیکاری بیشتر از شوک منفی نفتی است. از سوی دیگر تغییرات مثبت نرخ ارز(کاهش ارزش پول ملی در برابر پول خارجی) در کوتاهمدت معنی دار بوده و تاثیر منفی بر بیکاری دارد. | ||
کلیدواژهها | ||
نفت؛ بیکاری؛ نرخ ارز؛ نااطمینانی؛ الگوی خودتوضیحی با وقفه های غیرخطی | ||
عنوان مقاله [English] | ||
Analysis of the Asymmetric impact of Oil prices, Exchange rates, and their Uncertainty on Unemployment in Oil-Exporting countries | ||
نویسندگان [English] | ||
Saed shavvalpour1؛ Reza Mohseni2؛ Hesamoddin Kordtabar Firouzjaei3 | ||
1Iran University of Science & Technology . | ||
2Faculty Member of Economics | ||
3Faculty of Progress engineering, Iran university of Science and Technology, Tehran | ||
چکیده [English] | ||
Unemployment is a key economic indicator that has consistently garnered attention from policymakers, economists, and the public. In major oil-exporting countries like members of OPEC, crude oil exports significantly impact revenue, foreign exchange flows, and the labor market. This research investigates the presence of asymmetric interactions between oil price fluctuations, exchange rate changes, and unemployment. To achieve this, annual data (1990-2020) from selected oil-producing countries (Iran, Iraq, Kuwait, United Arab Emirates, Saudi Arabia, and Nigeria) were analyzed. The nonlinear autoregressive distributed lag (NARDL) approach with asymmetric lags will be employed to reveal the asymmetric impacts on unemployment in response to oil price and exchange rate fluctuations. Our findings suggest that positive oil price shocks have a significant short-term impact on increasing unemployment in these countries, while negative oil price shocks have no significant short-term effect on unemployment. However, in the long term, the impact of a positive oil price shock on unemployment is greater than the impact of a negative oil price shock. Additionally, positive exchange rate changes (depreciation of domestic currency against foreign currency) have a significant negative impact on unemployment in the short term. Regarding the long-term effects of exchange rate changes, both positive and negative changes impact unemployment in these selected countries, leading to decreases and increases, respectively. Notably, the magnitude of the impact of appreciations in the exchange rate is greater than that of depreciations.In contrast, in the long term, the effect of a positive oil shock on unemployment is greater than a negative oil shock. | ||
کلیدواژهها [English] | ||
Oil, unemployment. Exchange rate, Uncertainty, NARDL | ||
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