اثرات غیر متقارن نااطمینانیهای نرخ ارز بر رفاه اجتماعی و رشد اقتصادی کشورهای اسلامی در حال توسعه: کاربردی از مدل شبکه عصبی بازگشتی و مدل PNARDL
محورهای موضوعی : مطالعات توسعه اجتماعی ایران
محسن سامی
1
,
بهروز صادقی عمروآبادی
2
*
,
فروزان بکتاش
3
1 - دانشجوی دکتری علوم اقتصادی – اقتصاد اسلامی، واحد دهاقان، دانشگاه آزاد اسلامی، دهاقان، ایران
2 - استادیار گروه اقتصاد، دانشگاه شهید چمران، اهواز، ایران
3 - استادیار گروه اقتصاد، واحد دهاقان، دانشگاه آزاد اسلامی، دهاقان، ایران
کلید واژه: نااطمینانی نرخ ارز, رفاه اجتماعی, رشد اقتصادی, کشورهای اسلامی در حال توسعه, مدل شبکه عصبی بازگشتی, مدل PNARDL.,
چکیده مقاله :
بحث در رابطه با تأثیر نااطمینانی های نرخ ارز بر توسعه اجتماعی در مورد اقتصاد کشورهای در حال توسعه بحثی پر حاشیه و بدون نتیجه گیری مشخص بوده است. همچنین اثرات نااطمینانی نرخ ارز بر رشد اقتصادی از جمله مباحث اقتصادی می باشد که همچنان با خلا مطالعاتی روبرو است. بر همین اساس، هدف تحقیق حاضر بررسی اثرات غیر متقارن نااطمینانی های نرخ ارز بر رفاه اجتماعی و رشد اقتصادی کشورهای اسلامی در حال توسعه می باشد. در این مطالعه از داده‌های سالانه 40 کشور منتخب اسلامی برای دوره زمانی 2012-2023 استفاده شده است. جهت محاسبه شاخص های نااطمینانی های نرخ ارز از مدل شبکه عصبی بازگشتی و جهت برآورد ارتباط بین متغیرهای تحقیق از روش خودرگرسیون با وقفه های توزیعی غیر خطی با رویکرد پانل دیتا (PNARDL) استفاده شد. نتایج تحقیق نشان داد واکنش متغیرهای رفاه اجتماعی و رشد اقتصادی به نااطمینانی های مثبت (نااطمینانی های ناشی از تقویت نرخ ارز) و منفی (نااطمینانی های ناشی از تضعیف نرخ ارز) نامتقارن است به طوری که نااطمینانی حاصل از تقویت نرخ ارز اثر گذاری منفی بیشتری نسبت به نااطمینانی حاصل از تضعیف نرخ ارز داشته است.
The discussion regarding the impact of exchange rate uncertainties on social development regarding the economy of developing countries has been a fringe discussion without clear conclusions. Also, the uncertain effects of the exchange rate on economic growth is one of the economic topics that still faces a research gap. Accordingly, the purpose of this research is to investigate the asymmetric effects of exchange rate uncertainties on social welfare and economic growth in developing Islamic countries. In this study, the annual data of 40 selected Islamic countries for the period of 2012-2023 have been used. In order to calculate the indices of exchange rate uncertainties, the recurrent neural network model was used, and to estimate the relationship between the research variables, the autoregression method with non-linear distribution breaks with the panel data approach (PNARDL) was used. The results of the research showed that the response of social welfare and economic growth variables to positive uncertainties (uncertainties caused by the strengthening of the exchange rate) and negative (uncertainties caused by the weakening of the exchange rate) is asymmetric, so that the uncertainty resulting from the strengthening of the exchange rate has a greater negative effect. due to uncertainty resulting from the weakening of the exchange rate.
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