رابطه¬ی قیمت جهانی نفت بر نرخ ارز، تراز تجاری و ذخایر خارجی در کشور عراق براساس رویکرد علیت دامنه فرکانس

احمد غازی هوس الاماره ¹ ( دانشجوی کارشناسی ارشد گروه اقتصاد، واحد اصفهان (خوراسگان)، دانشگاه آزاد اسلامی، اصفهان، ایران . [e-mail] )
مریم امامی میبدی ² ( گروه حسابداری، واحد شاهین شهر، دانشگاه آزاد اسلامی، شاهین شهر، ایران (نویسنده مسئول) [e-mail] )

تاریخ ارسال : 1404/02/02 تاریخ تایید : 1404/05/05

کلید واژه: قیمت جهانی نفت, نرخ ارز, ترازتجاری, ذخایر خارجی, دامنه فرکانس ,

چکیده مقاله :

هدف اصلی این تحقیق بررسی رابطه­ی قیمت جهانی نفت با نرخ ارز، تراز تجاری و ذخایر خارجی در کشور عراق با استفاده از تجزیه و تحلیل دامنه فرکانس است. این تحقیق با استفاده از روش علیت گرنجری در چارچوب مدل خودرگرسیون برداری در بازه زمانی 2008 تا 2022 انجام شده است. در این تحقیق، ابتدا مدل خودرگرسیون برداری برای تحلیل داده‌ها تخمین زده شده و سپس با استفاده از آزمون علیت گرنجری، ارتباط دو طرفه بین قیمت جهانی نفت، نرخ ارز، تراز تجاری و ذخایر خارجی بررسی شده است. نتایج این تحقیق نشان می‌دهد که در کوتاه‌مدت و بلندمدت، ارتباط بین قیمت جهانی نفت و نرخ ارز و ذخایر خارجی به صورت دو سویه است، به این معنا که تغییرات قیمت جهانی نفت بر این دو شاخص اقتصادی عراق تاثیرگذار است و همچنین تغییرات این شاخص‌ها نیز بر قیمت جهانی نفت اثر می‌گذارند. از طرف دیگر، رابطه بین قیمت جهانی نفت و تراز تجاری یک سویه است، به طوری که تغییرات قیمت جهانی نفت تنها بر تراز تجاری عراق تاثیر می‌گذارد و این تاثیر در جهت یک طرفه است. بر اساس نتایج تحقیق، پیشنهاد می‌شود سیاست‌گذاران اقتصادی عراق تنوع‌بخشی به منابع ارزی را در اولویت قرار دهند، وابستگی به نفت را کاهش دهند، ذخایر خارجی را تقویت کرده و با تثبیت نرخ ارز، ثبات اقتصادی را افزایش دهند. همچنین پایش مستمر نوسانات نفتی برای تصمیم‌گیری‌های تجاری ضروری است.

چکیده انگلیسی :

The main objective of this study is to examine the relationship between global oil prices and Iraq’s exchange rate, trade balance, and foreign reserves using a frequency domain analysis approach.This research is conducted over the period from 2008 to 2022, employing the Granger causality method within the framework of a Vector Autoregression (VAR) model. Initially, the VAR model is estimated to analyze the data, and then the Granger causality test is applied to assess and confirm the bidirectional relationships among global oil prices, the exchange rate, trade balance, and foreign reserves. The findings indicate that in both the short and long term, there is a bidirectional relationship between global oil prices and the exchange rate and foreign reserves. This means that fluctuations in oil prices affect these two economic indicators in Iraq, and, in turn, changes in these indicators also influence global oil prices. On the other hand, the relationship between oil prices and the trade balance is unidirectional, meaning that changes in oil prices impact Iraq’s trade balance, but not vice versa. Based on these findings, it is recommended that Iraqi policymakers prioritize the diversification of foreign exchange sources, reduce oil dependency, strengthen foreign reserves, and enhance economic stability by maintaining exchange rate stability. Continuous monitoring of oil price fluctuations is also essential for informed trade decisions.

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