دوره 11، شماره 42 - ( 12-1399 )                   سال11 شماره 42 صفحات 7-49 | برگشت به فهرست نسخه ها

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Noferesty M, Yazdany M, Mohebbinia F. Evaluating the Exchange Rate Pass-through in Production Chains in Iranian Economy (Application of Input-Output Analysis). jemr. 2021; 11 (42) :7-49
URL: http://jemr.khu.ac.ir/article-1-2082-fa.html
نوفرستی محمد، یزدانی مهدی، محبی نیا فهیمه. ارزیابی میزان عبور نرخ ارز بر زنجیره‌های تولیدی در اقتصاد ایران (با استفاده از تحلیل داده-ستانده). تحقیقات مدلسازی اقتصادی. 1399; 11 (42) :7-49

URL: http://jemr.khu.ac.ir/article-1-2082-fa.html


چکیده:   (315 مشاهده)
اقتصاد ایران طی دهه اخیر تجربه عمده و پرسرعتی از تغییرات ارزی را پشت سرنهاده است. یکی از مهمترین سؤالات پیش رو در خلال تغییرات ارزی دهه اخیر، پاسخ به این مهم است که کاهش عظیم ارزش ریال، چه میزان افزایش قیمت‌های داخلی را در پی داشته و ابعاد اثرگذاری‌های مزبور چه میزان بر ابعاد مختلف اقتصاد داخلی اثرگذار است. سنجش گستره تغییرات قیمتی در پاسخ به تغییرات ارزی را در پدیده عبور ارزی می‌توان یافت. هدف پژوهش حاضر تحلیل اثرات تورمی عبور ارز بر سطوح قیمت‌های وارداتی و تولیدکننده در مراحل مختلف تولید و به تفکیک بخش‌های تولیدی اقتصاد  و نیز تعیین عوامل مؤثر دردرجه عبور ارز با توسل به متغیرهای سمت  عرضه در اقتصاد ایران است. مطالعه حاضر، رهیافت نوینی جهت سنجش عبور نرخ ارز بر زنجیره‌های تولیدی را با توسل به ترکیب ابزار اقتصاد سنجی و جدول داده-ستانده در تعبیه و جداسازی تخمین ضرایب عبور نرخ ارز طی  دو مرحله بر قیمت‌های واردات و تولید کننده، تحلیل بخشی به تفکیک 44 صنعت با  بکارگیری ابزار بخشی جدول داده-ستانده و ملحوظ نمودن متغیرهای مبتنی بر اطلاعات مختص هر بخش اقتصادی نظیر؛ واردات بخش، صادرات بخش، تولید هر بخش، پیوندهای بخشی در تخمین عبور نرخ ارز در اقتصاد ایران فراهم می‌سازد. اقدامات مزبور بر مبنای انجام 3 نوع تحلیل سری زمانی، تحلیل داده-ستانده  و تحلیل داده‌های ترکیبی از سال 1365 تا 1396 صورت پذیرفته است. یافته‌های تحقیق در مرحله 1، حاکی از وابستگی بالای بسیاری از بخش‌های صنعتی اقتصادی ایران به واردات و کشش‌پذیری اندک واردات نسبت به نرخ ارز و عدم جایگزینی از سوی تولیدات داخلی است. در مرحله دوم  ضرایب عبور نرخ ارز بر تولیدکننده نیز تقریبا در کلیه بخش‌های اقتصادی مثبت و معنادار بوده و این واقعیت بر تأثیرپذیری شاخص قیمت تولیدکننده بخشی در اقتصاد ایران از تغییرات نرخ برابری ارز (از معبر واردات) صحّه می‌گذارد. همچنین؛ عبور نرخ ارز بر قیمت‌های تولیدکننده بین سال‌های مورد بررسی در بخش‌های مختلف متفاوت بوده و در برخی بخش‌های اقتصادی این تغییرات به مرور زمان افزایش داشته است که دلالت بر  تشدید وابستگی و اثرپذیری روزافزون عبور قیمت واردات بر قیمت‌های تولیدکننده طی زمان دارد که خود محل تأمل بازنگری در سیاست‌های اتخاذی است. همچنین نتایج در مرحله 3، حاکی از اثرگذاری  منفی و معنادار ضرایب سهم صادرات بخشی و لگاریتم طبیعی تولید داخلی زیربخشی دارد و اثرگذاری مثبت و معنادار ضرایب سهم نهاده‌های واردات واسطه‌ای و پیوندهای پسین بین بخشی دارد، لکن سهم واردات واسطه‌ای در میان سایر متغیرهای مورد بررسی بالاترین اثرگذاری را بر عبور نرخ ارز بخش‌های اقتصادی دارد.
متن کامل [PDF 630 kb]   (61 دریافت)    
نوع مطالعه: كاربردي | موضوع مقاله: پولی و مالی
دریافت: 1399/6/20 | پذیرش: 1399/12/3 | انتشار: 1400/1/31

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