دوره 7، شماره 26 - ( 10-1395 )
سال7 شماره 26 صفحات 192-167 |
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Zobeiri H. Investigation the Effect of Exchange rate Gap of Official and Parallel Market on Inflation in Iran (Structural Time Series Approach). jemr 2016; 7 (26) :167-192
URL: http://jemr.khu.ac.ir/article-1-909-fa.html
URL: http://jemr.khu.ac.ir/article-1-909-fa.html
زبیری هدی. بررسی تأثیر شکاف نرخ ارز رسمی و بازار آزاد بر تورم اقتصاد ایران (رهیافت سری زمانی ساختاری). تحقیقات مدلسازی اقتصادی. 1395; 7 (26) :167-192
دانشگاه مازندران ، hoda.zobeiri@gmail.com
چکیده: (8639 مشاهده)
نرخ ارز یکی از کلیدی‌ترین شاخص‌های موثر بر عملکرد اقتصاد کلان و نرخ تورم یکی از مهم‌ترین شاخص‌های معرف عملکرد اقتصاد کلان است. هدف از این تحقیق شناسایی روابط میان این دو متغیر مهم اقتصادی است. برای این منظور، اثر شکاف نرخ ارز (اختلاف نرخ ارز رسمی و نرخ ارز بازار آزاد) بر تورم اقتصاد ایران طی دوره 1340 تا 1391 با استفاده از روش سری زمانی ساختاری و الگوریتم کالمن فیلتر مورد بررسی قرار گرفته است. نتایج حاصل از این تحقیق نشان می‌دهد که شکاف نرخ ارز اسمی و بازار آزاد، تاثیر مثبت و معنی¬داری بر تورم اقتصاد ایران دارد به گونه‌ای که یک درصد افزایش در شکاف نرخ ارز منجر به 3 درصد افزایش تورم در ایران می¬شود. نتایج مذکور سیاست تک نرخی شدن ارز در راستای کنترل تورم در کشور را مورد تایید قرار می‌دهد.
نوع مطالعه: كاربردي |
موضوع مقاله:
پولی و مالی
دریافت: 1394/9/26 | پذیرش: 1395/9/16 | انتشار: 1395/12/11
دریافت: 1394/9/26 | پذیرش: 1395/9/16 | انتشار: 1395/12/11
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