دوره 10، شماره 39 - ( 3-1399 )                   سال10 شماره 39 صفحات 7-44 | برگشت به فهرست نسخه ها

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Pasha Wanous P, Vahrami J, Tavakkolian H, Mohammadi T. The Role of International Financial Integration in Production and Inflation Fluctuations in Iran: Using a Dynamic Stochastic General Equilibrium Model. jemr. 2020; 10 (39) :7-44
URL: http://jemr.khu.ac.ir/article-1-1933-fa.html
پاشا زانوس پگاه، بهرامی جاوید، توکلیان حسین، محمدی تیمور. نقش ادغام مالی بین‌المللی بر نوسانات تولید و تورم در اقتصاد ایران: رهیافت تعادل عمومی پویای تصادفی. فصلنامه تحقیقات مدل سازی اقتصادی. 1399; 10 (39) :7-44

URL: http://jemr.khu.ac.ir/article-1-1933-fa.html


چکیده:   (211 مشاهده)
تاثیر ادغام مالی بین¬المللی بر نوسانات متغیرهای اقتصاد در پاسخ به شوک¬ها مساله¬ای است که اخیرا در ادبیات ادوار تجاری مورد تمرکز بوده است. در این مقاله نیز تلاش شده با استفاده از یک مدل تعادل عمومی پویای تصادفی کینزی جدید با طراحی کانال تغییرات حساب سرمایه از طریق ورود و خروج سپرده¬های خارجی، به سناریوسازی شرایط ادغام مالی پرداخته شود. ضریب ادغام در قالب درصدی از کل سپرده¬ها که از خارج جذب شده، تعریف می¬شود. این ضریب تحت تاثیر تغییرات نرخ بهره موثر داخلی و نرخ بهره برون¬زای جهانی امکان تغییر دارد. نتایج این مقاله نشان می¬دهند در پاسخ به شوک نفتی نوسان متغیرهای تولید، مصرف، نرخ ارز حقیقی و متغیرهای سیستم بانکی از جمله سپرده¬های دریافتی و وام¬های اعطایی در حالت ادغام مالی اندکی بیشتر بوده ولی در ارتباط با تورم تفاوت چشمگیری مشاهده نمی¬-شود. در پاسخ به شوک تکنولوژی تفاوت محسوسی در واکنش متغیرها در دو حالت دیده نمی¬شود.
متن کامل [PDF 462 kb]   (121 دریافت)    
نوع مطالعه: كاربردي | موضوع مقاله: تجارت و مالیه بین الملل
دریافت: 1398/7/28 | پذیرش: 1398/12/20 | انتشار: 1399/4/31

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