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تحلیل مقایسهای اثرات متغیرهای صنعتی و متغیرهای کلان اقتصادی بر عملکرد بخش صنعت ایران: رویکرد VAR | ||
| پژوهشنامه اقتصاد کلان Macroeconomics Research Letter | ||
| مقاله 4، دوره 20، شماره 47، آذر 1404، صفحه 83-106 اصل مقاله (801.16 K) | ||
| نوع مقاله: علمی | ||
| شناسه دیجیتال (DOI): 10.22080/mrl.2025.28611.2158 | ||
| نویسنده | ||
| فریده خدادادی* | ||
| استادیار گروه اقتصاد دانشگاه شهید بهشتی، تهران، ایران | ||
| تاریخ دریافت: 22 بهمن 1403، تاریخ بازنگری: 24 مهر 1404، تاریخ پذیرش: 19 آبان 1404 | ||
| چکیده | ||
| هدف این پژوهش تحلیل مقایسهای اثرات متغیرهای صنعتی و متغیرهای کلان اقتصادی بر عملکرد بخش صنعت ایران طی دوره ۱۳۶۳ تا ۱۴۰۳ با استفاده از مدل خودرگرسیون برداری (VAR) است. مطالعه در قالب دو مدل مقایسهای انجام شده است. مدل اول اثر متغیرهای درونبخشی صنعت شامل سهم بخش صنعت از سرمایهگذاری مستقیم خارجی (FDII)، صادرات و واردات صنعتی، و تشکیل سرمایه ثابت بخش صنعت را بر رشد ارزش افزوده صنعتی تحلیل میکند؛ مدل دوم تأثیر متغیرهای کلان اقتصادی نظیر سرمایهگذاری مستقیم خارجی کل (FDI)، تشکیل سرمایه ثابت کل، نرخ ارز، تورم و صادرات و واردات کل را ارزیابی میکند. نتایج نشان میدهد که اثرات متغیرهای صنعتی بر عملکرد بخش صنعت از نظر دامنه و دوام قویتر از اثر متغیرهای کلان اقتصادی است. در مدل اول، شوک مثبت FDII و تشکیل سرمایه ثابت صنعتی افزایش قابل توجه و نسبتاً پایداری در عملکرد بخش صنعت ایجاد کردند، در حالی که اثر FDI کل و تشکیل سرمایه ثابت کل در مدل دوم ضعیفتر و کوتاهمدتتر بود. همچنین، شوک مثبت به صادرات صنعتی اثر فوری و نسبتاً پایدار داشت، در حالی که اثر صادرات کل کمتر و کوتاهمدت بود. شوک تورم در هر دو مدل اثر منفی بر عملکرد بخش صنعت داشت، اما شدت آن در مدل صنعتی بیشتر بود. شوک مثبت نرخ ارز در هر دو مدل اثر کوتاهمدت مثبت و اثر بلندمدت تعدیلشونده داشت، با این تفاوت که واکنش مدل صنعتی شدیدتر بود. بررسی روندهای آتی نشان میدهد که رشد بخش صنعت در سال ۱۴۰۴ کاهش یافته و به حدود ۰.۵ درصد میرسد، اما با تعدیل محدودیتها در سالهای بعد بهترتیب به 8/0 درصد (۱۴۰۵)، ۱ درصد (۱۴۰۶) و 2/1 درصد (۱۴۰۷) افزایش خواهد یافت. این مسیر رشد آهسته ضرورت اصلاحات ریشهای، بهبود فضای کسبوکار و کاهش محدودیتها را برای دستیابی به رشد صنعتی پایدار نشان میدهد. | ||
| کلیدواژهها | ||
| رشد بخش صنعت؛ سرمایهگذاری مستقیم خارجی؛ تشکیل سرمایه ثابت؛ مدل خودرگرسیون برداری؛ ایران | ||
| عنوان مقاله [English] | ||
| Comparative Analysis of the Effects of Industrial and Macroeconomic Variables on the Performance of Iran's Industrial Sector: VAR Approach | ||
| نویسندگان [English] | ||
| Farideh Khodadadi | ||
| ssistant Professor of Economics, Shahid Beheshti University | ||
| چکیده [English] | ||
| The aim is to investigate the dynamic effects of foreign direct investment and macroeconomic shocks on the performance of Iran's industrial sector during the period 1984 to 2024, using a Vector Autoregression model. The study was conducted in the form of two comparative models. The first model analyzes the effect of intra-industrial sector variables, including the industrial sector's share of foreign direct investment (FDII), industrial exports and imports, and fixed capital formation in the industrial sector, on industrial value-added growth; the second model evaluates the impact of macroeconomic variables such as total foreign direct investment, total fixed capital formation, exchange rate, inflation, and total exports and imports. The results show that the effects of industrial variables on the industrial sector's performance are stronger in terms of magnitude and duration than the effects of macroeconomic variables. In the first model, a positive shock to FDII and industrial fixed capital formation led to a significant and relatively stable increase in the industrial sector's performance, while the effect of total FDI and total fixed capital formation in the second model was weaker and shorter-term. Also, a positive shock to industrial exports had an immediate and relatively stable effect, while the effect of total exports was smaller and shorter-term. An inflation shock had a negative effect on the industrial sector's performance in both models, but its intensity was greater in the industrial model. A positive exchange rate shock in both models had a short-term positive effect and an adjusting long-term effect, with the difference that the industrial model's reaction was more severe. An examination of future trends shows that the growth of the industrial sector will decrease in 2025, reaching approximately 0.5%, but with the adjustment of restrictions in subsequent years, it will increase to 0.8% (2026), 1% (2027), and 1.2% (2028), respectively. | ||
| کلیدواژهها [English] | ||
| Growth of the industrial sector, foreign direct investment, fixed capital formation, vector autoregression model, Iran | ||
| مراجع | ||
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