پایداری تورم در ایران: رویکرد انباشته کسری
محورهای موضوعی : اقتصاد کار و جمعیت
حسین امیری
1
(استادیار اقتصاد دانشگاه خوارزمی)
علی اصغر سالم
2
(استادیار اقتصاد دانشگاه علامه طباطبایی)
مرجانه بشخور
3
(کارشناس ارشد اقتصاد)
کلید واژه: طبقه‌بندی JEL:C22, E31 . واژگان کلیدی: پایداری تورم, رویکرد انباشته کسری, روشهای کلاسیک, تخمین بیزین, پارامتر حافظه,
چکیده مقاله :
هدف این مقاله تحلیل پایداری تورم در ایران با استفاده از یک رویکرد عمومی می باشد. برای این منظور نرخ تورم در ایران در دوره زمانی 1395- 1316 و بر اساس رویکرد انباشته کسری (FI) مدلسازی و در مرحله بعد پارامتر حافظه تورم با استفاده از روش های کلاسیک (روش شبه پارامتریک GPH، حداقل مربعات غیرخطی، حداکثر درست نمایی دقیق و تخمین زن حداقل فاصله) و بیزین برآورده شده است. نتایج حاصل از برآورد به هر دو روش نشان می دهد که نرخ تورم در ایران پایدار می باشد. پایداری نرخ تورم دلالت ها و کاربردهای مهمی در سیاست‌گذاری به خصوص سیاست گذاری پولی دارد؛ به طوری که در اثر وارد شدن شوک ها و تکانه های اقتصادی بر تورم، اثرات آن تا مدت زمان طولانی ماندگار خواهد بود. بنابراین لازم است تا سیاست‌گذاران منابع عمده منحرف‌کننده نرخ تورم از جمله وابستگی به درآمدهای نفتی، عدم توجه به نقش و کارکرد صندوق ذخیره ارزی، کسری بودجه‌های مداوم دولت، به رسمیت شناخته نشدن استقلال بانک مرکزی و نیز وجود مشکلات ساختاری را شناسایی و در سیاست‌گذاری‌های اقتصادی رویکردهای مناسبی در این زمینه اتخاذ کنند.
The aim of this paper is to analyzing the persistency of inflation in Iran by using a general approach, with the goal of providing a plausible and acceptable explanation. For this, the inflation rate of Iran in period 1937-2016 and on the base of fractionally integrated (FI) approach was modeled and in the later phase inflation memory parameter has been estimated by using classic methods (the Geweke and Porter-Hudak semi parametric method nonlinear least squares, exact maximum likelihood, and a minimum distance estimator) and Bayesian methods. The results of the estimation in both methods show that the inflation rate in Iran is stable. Stability of inflation rates has important implications for policy-making, especially monetary policy, so that due to the impact of economic shocks on inflation, its effects will be last for a long time. Therefore, it is necessary to policy makers identify the major sources of distorting inflation, including dependence on oil resources, no attention to the role and function of the reserve fund, the government budget deficit, central bank dependence and the existence of structural problems and consider appropriate approaches in this field.
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