بررسی و تحلیل اثرات شوک‌های قیمت نفت بر بخش صنعت و معدن در اقتصاد ایران (کاربرد الگوی خودرگرسیون برداریVAR)

الموضوعات :

kamran kasraei ¹ (Department of economics, faculty of Humanity, Islamic Azad University, Sanandaj Branch)
Majid Sameti ² (Department of Economics, Islamic Azad University, Isfahan( khorasgan) Branch, Isfahan, Iran)
Homayoun Ranjbar ³ (Department of Economics, Islamic Azad University, Isfahan( khorasgan) Branch, Isfahan, Iran)
Sara Ghobadi ⁴ (Department of Economics, Islamic Azad University, Isfahan( khorasgan) Branch, Isfahan, Iran)

تاريخ الإرسال : 24 الإثنين , ربيع الثاني, 1440 تاريخ التأكيد : 20 الإثنين , جمادى الثانية, 1440 تاريخ الإصدار : 15 الإثنين , جمادى الأولى, 1440

الکلمات المفتاحية: ایران, نفرین منابع, مدل خودرگرسیون برداری, بیماری هلندی, شوک‌های قیمت نفت,

ملخص المقالة :

در طول چند دهه‌ی گذشته، بازارها شاهد نوسان‌های چشمگیر در قیمت نفت بوده‌اند و بسیاری از اقتصاددانان تغییرات شدید قیمت نفت را به عنوان منشاء اصلی بی‌ثباتی (نوسانات) اقتصاد کلان در کشورهای صادر کننده و وارد کننده نفت، مطرح کرده‌اند. کشور ایران هم به عنوان یک کشور صادر کننده‌ی نفت، از این قاعده مستثنی نمی‌باشد و با توجه به اهمیت نفت در اقتصاد ایران، بررسی دقیق شوک‌های بازار نفت بر روی شاخص‌های اقتصاد کلان ایران، از اهمیت بالایی برخوردار است.بر این اساس، در این پژوهش، با استفاده از مدل‌های خود رگرسیون برداری (VAR)، اقدام به بررسی توابع واکنش آنی متغیر در طول زمان، برای شاخص‌های رشد ارزش افزوده بخش صنعت و معدن، نرخ ارز غیررسمی، تورم، رشد مخارج مصرف دولتی واقعی، رشد واردات واقعی و رشد درآمدهای نفت واقعی به شوک‌های درآمدهای نفتی و برای دوره زمانی 94-1367 شده است. شایان ذکر است که استفاده از چنین مدلی امکان بررسی اثرات متغیر زمانی شوک‌های درآمدهای نفتی بر متغیرهای کلان اقتصادی ایران را فراهم می‌کند. نتایج این پژوهش حاکی از اثرگذاری غیرخطی شوک‌های مثبت درآمدهای نفتی بر روی متغیرهای مدل می‌باشد.

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