کاربرد روش‌های نیمه پارامتریک و موجک‌ها در بررسی وجود پایداری نرخ تورم ایران
الموضوعات :
احمد جعفری صمیمی
1
,
روزبه بالونژاد
2
1 - استاد اقتصاد دانشگا مازندران
2 - دانشجوی دکتری اقتصاد مازندران
الکلمات المفتاحية: پایداری تورم, ARFIMA, روش‌های نیمه پارامتریک, موجک‌ها, نرخ تورم,
ملخص المقالة :
در این مقاله وجود پایداری در نرخ تورم ایران آزمون می‌شود. برای این منظور، درجه انباشتگی کسری، با استفاده از روش‌های GPH، تعدیل رابینسون، ریزن، وایتل و موجک‌ها و با استفاده از داده‌های بانک مرکزی در مورد شاخص قیمت مصرف کننده سال‌های 1351-1390، تخمین زده شد. نتایج حاصل از تحقیق، بیانگر وجود پایداری در نرخ تورم ایران است. وجود ایستایی و پایداری نرخ تورم در اقتصاد، بیانگر این است که در صورت بروز یک تکانه بر نرخ تورم، اثر آن تا مدتی طولانی باقی می‌ماند. این نتیجه می‌تواند در اتخاذ سیاست‌های مرتبط، مورد توجه تصمیم گیرندگان اقتصادی قرار گیرد.
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