دوره 10، شماره 39 - ( 3-1399 )                   سال10 شماره 39 صفحات 187-240 | برگشت به فهرست نسخه ها

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Sadeghi Amroabadi B, Mahmoudinia D. Simultaneous Occurrence of Banking Debt and Currency Crises (Triple Crises) in Iranian Economy and Its Determining Factors During the Period 1980-2017. jemr. 2020; 10 (39) :187-240
URL: http://jemr.khu.ac.ir/article-1-2029-fa.html
صادقی عمروآبادی بهروز، محمودی نیا داود. وقوع همزمان بحرانهای بانکی، بدهی و ارزی (بحران‌های سه گانه) در اقتصاد ایران و عوامل تعیین‌کننده آن در طول دوره زمانی 1396-1359. فصلنامه تحقیقات مدل سازی اقتصادی. 1399; 10 (39) :187-240

URL: http://jemr.khu.ac.ir/article-1-2029-fa.html


چکیده:   (255 مشاهده)
در ادبیات پولی و مالی، بحران¬های مالی را شامل طیف گسترده¬ای از بحران¬ها قلمداد می¬کند. اما به طور کلی سه نوع بحران مالی مهم وجود دارد که شامل، بحران ارزی، بحران بانکی و بحران بدهی هستند. هدف این مطالعه تحلیل و وقوع همزمان بحران¬های بانکی، بدهی و ارزی، معروف به بحران های سه ¬گانه در کشور ایران می باشد. برای این منظور در ابتدا به تعیین شاخص¬¬های مربوط به بحران¬های بانکی، ارزی و بدهی پرداخته و با استفاده مدل¬¬¬ها لاجیت و خودگرسیون برداری در طول دوره فصلی 1359 تا 1396 به ارتباط بین این سه بحران پرداخته¬ایم. نتایج نشان می¬دهد که بحران¬های سه گانه بانکی، بدهی و ارزی بر یکدیگر تاثیرگذار می¬باشند. در ادامه با استفاده از شاخص¬های بحران (غیرمجازی)، نتایج کوتاه مدت الگوی VAR نشان داد که اثر متغیر بحران بانکی و بحران ارزی بر بحران بدهی مثبت و معنادار است و حاکی از آن است که افزایش احتمال بحران بانکی و ارزی منجر به افزایش بدهی دولت و کشور خواهد شد. همچنین اثرات بحران¬های بانکی و بدهی بر بحران ارزی مثبت و معنادار است که نشاندهنده وجود رابطه علی از طرف بحران¬های بانکی و بدهی بر بحران ارزی می¬باشد. نتایج مدل لاجیت نشان می¬دهد که اثر متغیرهای تورم، رشد نقدینگی و رشد نرخ ارز بر شاخص¬های بحران¬های سه گانه در اکثر مدل¬ها مثبت معنادار است.
متن کامل [PDF 761 kb]   (83 دریافت)    
نوع مطالعه: كاربردي | موضوع مقاله: پولی و مالی
دریافت: 1398/9/15 | پذیرش: 1399/2/20 | انتشار: 1399/4/31

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