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تحلیل اثر نامتقارن شکاف نرخ ارز بر رفاه اقتصادی در ایران | ||
پژوهشنامه اقتصاد کلان Macroeconomics Research Letter | ||
مقاله 2، دوره 18، شماره 37، دی 1402، صفحه 33-61 اصل مقاله (728.79 K) | ||
نوع مقاله: علمی | ||
شناسه دیجیتال (DOI): 10.22080/iejm.2023.26062.1996 | ||
نویسندگان | ||
سارا مقصودی1؛ محمد عبدی سیّدکلایی* 2؛ شهریار زروکی3 | ||
1کارشناسی ارشد اقتصاد، دانشگاه مازندران | ||
2عضو هیأت علمی گروه اقتصاد دانشگاه مازندران | ||
3گروه اقتصاد انرژی دانشگاه مازندران | ||
تاریخ دریافت: 30 شهریور 1402، تاریخ بازنگری: 18 مهر 1402، تاریخ پذیرش: 23 مهر 1402 | ||
چکیده | ||
از رفاه به عنوان مهمترین شاخص خوشبختی و آسودگی یاد میشود که متأثر از عوامل متعددی است. در این پژوهش تمرکز بر شکاف نرخ ارز (نرخ برابری دلار به ریال) به عنوان عاملی اثرگذار بر رفاه اقتصادی قرار دارد. در تبیین اثر شکاف نرخ ارز بر رفاه اقتصادی، نخست رفاه اقتصادی با استفاده از شاخص ترکیبی رفاه (IEWB) طی سالهای 1400-1357 محاسبه و سپس الگوی پژوهش با رهیافت خودرگرسیونی با وقفههای توزیعی غیرخطی برآورد شد. محاسبه شاخص رفاه حاکی از آن است که رفاه اقتصادی بعد از انقلاب تا پایان جنگ روندی کاهشی داشته و سپس بعد از جنگ با شیب ملایم افزایش یافت. روند افزایشی تا سال 1396 ادامه داشت و مجدد به دلایلی نظیر شدت گرفتن تحریمها و کاهش درآمدهای نفتی ناشی از آن کاهش یافت. یافتهها در برآورد الگو نشان میدهد شکاف نرخ ارز با اثری منفی (معکوس) بر رفاه اقتصادی همراه است و همچنین اثرگذاری نامتقارن دارد. نتایج نشان میدهند شکاف نرخ ارز علاوه بر اثرات منفی که روی رفاه میگذارد باعث ایجاد رانت و فساد نیز میگردد. | ||
کلیدواژهها | ||
رفاه اقتصادی؛ شکاف نرخ ارز؛ نامتقارن؛ ایران | ||
عنوان مقاله [English] | ||
Analysis of the Asymmetric Effect of Exchange Rate Gap on Economic Welfare in Iran | ||
نویسندگان [English] | ||
Sara Maghsoudi1؛ Mohammad Abdi Seyyedkolaee2؛ Shahryar Zaroki3 | ||
1M.A. in Economics, University of Mazandaran, | ||
2Assistant Professor of Economics, University of Mazandaran | ||
3Associate Professor in Economics, University of Mazandaran, | ||
چکیده [English] | ||
Well-being is considered as the most important index of happiness and comfort, which is affected by many factors. In this study, the focus is on the exchange rate gap (Dollar to Rial) as a factor affecting economic well-being. In order to explain the effect of exchange rate gap on economic well-being, first economic well-being was calculated using the composite Index of Economic Well Being (IEWB) during the years 1978-2021 and then the research model was estimated with the Non-linear Autoregressive Distributed Lag (NARDL) approach. The calculation of the well-being index indicates that economic well-being had a declining trend after the revolution until the end of the war, and then increased with a gentle slope after the war. The increasing trend continued until 2017 and it decreased again due to reasons such as the intensification of sanctions and the resulting decrease in oil revenues. The findings in the estimation of the model show that the exchange rate gap is associated with a negative (reverse) effect on economic well-being and also has an asymmetric effect. The results show that the exchange rate gap, in addition to the negative effects it has on welfare, also causes rent and corruption. In addition to the negative effects it has on welfare, the exchange rate gap also causes rent and corruption. With more research on the exchange rate gap, policy makers should adopt policies that will reduce the gap or related corruption. . | ||
کلیدواژهها [English] | ||
Economic Welfare, Exchange Rate Gap, Asymmetric, Iran | ||
مراجع | ||
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