(IJES) Shiraz University (Iranian Journal of Economic Studies (IJES 2322-1402 Shiraz University 15 10.22099/ijes.2018.30257.1470 مقاله پژوهشی اثر تکانه قیمت نفت بر سیاست مالی صلاحدیدی در کشورهای عضو اوپک: رویکرد خود رگرسیون برداری ساختاری پانلی اثر تکانه قیمت نفت بر سیاست مالی صلاحدیدی در کشورهای عضو اوپک دیندار رستمی مرضیه مرکز آمار ایران، تهران، ایران. شیرین بخش شمس اله گروه اقتصاد،دانشگاه الزهرا،تهران، ایران. افشاری زهرا گروه اقتصاد، دانشگاه الزهرا، تهران، ایران. 01 03 2019 8 1 7 25 28 07 2018 21 11 2018 Copyright © 2019, Shiraz University. 2019 https://ijes.shirazu.ac.ir/article_5029.html

هدف مقاله حاضر بررسی اثر تکانه قیمت نفت بر سیاست های مالی صلاحدیدی در کشورهای عضو اپک طی دوره 2015-1980 می باشد. بدین منظور با استفاده از رویکرد نوین خود بازگشت برداری ساختاری پنل(Panel SVAR) که در پدرونی(2013) مطرح گردیده، به منظور برر سی واکنش های پویای ناهمگن به تکانه های ساختاری ، اثر تکانه قیمت نفت مورد بررسی قرار می گیرد. با توجه به نتایج پژوهش حاضر اثر تکانه نفتی بر سیاست مالی صلاحدیدی در کوتاه مدت مثبت اما در بلند مدت مطابق تئوری بی اثر می باشد. همچنین تکانه نفتی موجب افزایش تورم و مخارج دولت و نیز کاهش رشد اقتصادی مطابق پدیده نفرین منابع در کشورهای عضو اپک می گردد. همچنین در بررسی تجزیه واریانس بیشترین میزان تأثیرگذاری بر تغییرات سیاست های صلاحدیدی را متغیرهای مخارج دولت و رشد اقتصادی دارند. اما اثر سیاست های مالی صلاحدیدی بر رشد اقتصادی در کشورهای عضو اپک بر خلاف تئوری کینزین و مطابق برخی مطالعات صورت پذیرفته منفی می باشد. با توجه به این که سیاست های مالی صلاحدیدی نقش پررنگی در تصمیمات کشورهای مزبور ایفا میکنند، نتایج گواه بر محدودیت اختیارات دولت ها در کشورهای عضو اپک می باشد.

 "رویکردPanel SVAR" "کشورهای عضو اوپک" "سیاست مالی صلاحدیدی" References Attinasi, M., & Klem, M. A. (2016). The growth impact of discretionary fiscal policy measures. Journal of Macroeconomics, 49, 265–279. Bank, A. (2011). Effects of discretionary fiscal policy: New empirical evidence for Germany. Hannover Economic Papers (HEP) dp-470, Leibniz Universität Hannover, Wirtschaftswissens chaftliche nakultät. Beetsma. R., Giuliodori, M., & Klaassen, F. (2010). The effects of public spending shocks on trade balances and budget deficits in the European Union. Journal of the European Economic Association,6(2-3),414-423. Beetsma, R. (2008). A survey of the effects of discretionary fiscal policy. Studier I Finans Politik, 2, 1-37. Boiciuc, I. (2015). The cyclical behavior of fiscal policy in Romania. Procedia Economics and Finance, 32, 286 – 291. Chalk, N. (2002). Structural balances and all that which indicators to use in assessing fiscal policy. 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(2016). Testing Piketty's hypothesis on the drivers of income inequality: Evidence from Panel VARs with heterogeneous dynamics. IMF Working Paper 16/160. Hoghaberkiani, K., & Moradi, A. (2012). Estimation of potential production and production gap with emphasis on Hodrick-Prescott filter approach for Iran's economy (1367:1 1368:4). Journal of Economic Research, 7, 13, 143 - 168(In Persian). Komijani, A., & Alavi, M. (1999). The effectiveness of monetary policies on inflation and economic growth in Iran. Journal of Management Studies, 11(4), 17-41. Larch, M., & Salto, M. (2005). Fiscal rules, inertia, and discretionary fiscal policy, Applied Economics, 37(10), 1135-1146. Marrewijk, c. v., & Verbeek, j. (1991). Growth, budget deficits, fiscal policies in an overlapping generation's model. Journal of Economics, 53(2), 185-203. Mohammadi, H., & Baratzadeh, A. (2013). Impact of shocks caused by oil revenues on government expenditures and liquidity in Iran. Iranian Journal of Energy Economics, 2(7), 129-145. Motevasseli, M., Ebrahimi, I., Shahmoradi, A., & Kajjani, A. (2010). Designing a new generation dynamic stochastic general equilibrium model for the Iranian economy as oil exporting country. Economic Research, 10(4), 9-15. Nilly, M., & Amid, E. (1999). The effect of government fiscal policy on economic growth, proceedings of the 9th conference on monetary and foreign exchange policies. Monetary and Bank Research Institute, Central Bank of the Islamic Republic of Iran. Pedroni, P. (2013). Structural panel VARs. Econometrics, 2, 180-206. Rajaee, A. H., & Jalayi, A. (2017). The study of output gap in the Iranian economy using Hodrick-Prescott and Band-Post filtering. Journal of Economics, 3/4, 135-150. Reis, L. d., Manasse, P., & Panizza, U. (2007). Targeting the structural balance. Research Department Publications 4507, Inter-American Development Bank, Research Department. Samadi, S., YahyaAbadi, A., & Moallemi, N. (2009). Analysis of the impact of oil prices shocks on macroeconomic variables in Iran. Journal of Research and Economic Policy, 17(52), 26-5. Samimi, A. (1997). Impact of government deficit on the growth of money and inflation in the Iranian economy (1981:1-1995:4). Master's thesis, Shiraz University. Seyyedi, M., DaneshJafari, D., Bahrami, J., & Rafei, M. (2015). Providing a framework for optimum use of oil revenues in Iran: Dynamic stochastic general equilibrium (DSGE) approach. Planning, and Budget, 20(2), 21-58. References Attinasi, M., & Klem, M. A. (2016). The growth impact of discretionary fiscal policy measures. Journal of Macroeconomics, 49, 265–279. Bank, A. (2011). Effects of discretionary fiscal policy: New empirical evidence for Germany. Hannover Economic Papers (HEP) dp-470, Leibniz Universität Hannover, Wirtschaftswissens chaftliche nakultät. Beetsma. R., Giuliodori, M., & Klaassen, F. (2010). The effects of public spending shocks on trade balances and budget deficits in the European Union. Journal of the European Economic Association,6(2-3),414-423. Beetsma, R. (2008). A survey of the effects of discretionary fiscal policy. Studier I Finans Politik, 2, 1-37. Boiciuc, I. (2015). The cyclical behavior of fiscal policy in Romania. Procedia Economics and Finance, 32, 286 – 291. Chalk, N. (2002). Structural balances and all that which indicators to use in assessing fiscal policy. IMF Working Paper, No. 02/101, 1-31, Available at SSRN: https://ssrn.com/abstract=879668 El-Anshasy, A., Bradley, A., & Michael, D. (2011). Oil prices and the fiscal policy response in oil-exporting countries. Journal of Policy Modeling, 34, 605-620. Eltejai, E., & ArbabAfzali, M. (2012). Asymmetric effect of oil revenues on macroeconomic variables in Iran: Application of GARCH and SVAR models. Journal of Economic Development Research, 2(7), 89-110. Fallahi, F., Asgharpour, H., Motefakerazad, M. A., & Montazeri Shurokhhalali, J. (2012). Influence of inflation on economic growth in Iran: Using slow transmission regression model (STR). Economic Studies and Policies, 8 (18), 47 - 64. Fatas, A., & Miho, I. (2003). The case for restricting discretionary fiscal rules in the US states. Quarterly Journal of Economics, 90,101-117. Gali, J., & Perotti, R. (2003). Fiscal policy and monetary integration in Europe. NBER Working Papers 9773, National Bureau of Economic Research, Inc. Goes, C. (2016). Testing Piketty's hypothesis on the drivers of income inequality: Evidence from Panel VARs with heterogeneous dynamics. IMF Working Paper 16/160. Hoghaberkiani, K., & Moradi, A. (2012). Estimation of potential production and production gap with emphasis on Hodrick-Prescott filter approach for Iran's economy (1367:1 1368:4). Journal of Economic Research, 7, 13, 143 - 168(In Persian). Komijani, A., & Alavi, M. (1999). The effectiveness of monetary policies on inflation and economic growth in Iran. Journal of Management Studies, 11(4), 17-41. Larch, M., & Salto, M. (2005). Fiscal rules, inertia, and discretionary fiscal policy, Applied Economics, 37(10), 1135-1146. Marrewijk, c. v., & Verbeek, j. (1991). Growth, budget deficits, fiscal policies in an overlapping generation's model. Journal of Economics, 53(2), 185-203. Mohammadi, H., & Baratzadeh, A. (2013). Impact of shocks caused by oil revenues on government expenditures and liquidity in Iran. Iranian Journal of Energy Economics, 2(7), 129-145. Motevasseli, M., Ebrahimi, I., Shahmoradi, A., & Kajjani, A. (2010). Designing a new generation dynamic stochastic general equilibrium model for the Iranian economy as oil exporting country. Economic Research, 10(4), 9-15. Nilly, M., & Amid, E. (1999). The effect of government fiscal policy on economic growth, proceedings of the 9th conference on monetary and foreign exchange policies. Monetary and Bank Research Institute, Central Bank of the Islamic Republic of Iran. Pedroni, P. (2013). Structural panel VARs. Econometrics, 2, 180-206. Rajaee, A. H., & Jalayi, A. (2017). The study of output gap in the Iranian economy using Hodrick-Prescott and Band-Post filtering. Journal of Economics, 3/4, 135-150. Reis, L. d., Manasse, P., & Panizza, U. (2007). Targeting the structural balance. Research Department Publications 4507, Inter-American Development Bank, Research Department. Samadi, S., YahyaAbadi, A., & Moallemi, N. (2009). Analysis of the impact of oil prices shocks on macroeconomic variables in Iran. Journal of Research and Economic Policy, 17(52), 26-5. Samimi, A. (1997). Impact of government deficit on the growth of money and inflation in the Iranian economy (1981:1-1995:4). Master's thesis, Shiraz University. Seyyedi, M., DaneshJafari, D., Bahrami, J., & Rafei, M. (2015). Providing a framework for optimum use of oil revenues in Iran: Dynamic stochastic general equilibrium (DSGE) approach. Planning, and Budget, 20(2), 21-58.
(IJES) Shiraz University (Iranian Journal of Economic Studies (IJES 2322-1402 Shiraz University 15 10.22099/ijes.2019.31027.1492 مقاله پژوهشی بررسی تاثیر حقوق مالکیت بر کارآفرینی: شواهدی از برخی کشورهای منبع محور، کارایی محور و نوآوری محور بررسی تاثیر حقوق مالکیت بر کارآفرینی صمدی علی حسین بخش اقتصاد، دانشگاه شیراز، شیراز، ایران. تقا سارا بخش اقتصاد، دانشگاه شیراز، شیراز، ایران. 01 03 2019 8 1 27 51 06 10 2018 27 04 2019 Copyright © 2019, Shiraz University. 2019 https://ijes.shirazu.ac.ir/article_5181.html

کار آفرینی تحت تاثیر محیط ها و عوامل متعددی از جمله محیط نهادی است. نهادها نقش مهمی در تمایل افراد برای کار آفرینی فرصت و ضرورت بازی می کنند. هدف این مقاله شناسایی نقش و تاثیر کیفیت نهادی (از جمله حقوق مالکیت) در گسترش کارآفرینی ضرورت و فرصت است. نتایج تحقیق براساس داده های پانلی نامتوازن در دوره 2015-2005 نشان داد که حقوق مالکیت تاثیر معناداری بر کارآفرینی فرصت در کشورهای منبع محور ندارد؛ اما بر کارآفرینی ضرورت تاثیر منفی داشته است. همچنین در کشورهای کارایی محور حمایت از حقوق مالکیت زمینه مناسبی برای حمایت از کارآفرینی فرصت ایجاد کرده و کارآفرینی ضرورت را کاهش داده است. اما در گروه کشورهای نوآوری محور، تقویت حقوق مالکیت هر دو نوع کارآفرینی فرصت و ضرورت را افزایش داده است. این نتایج بیانگر این است که تاثیر حقوق مالکیت بر کارآفرینی (فرصت و ضرورت) به سطح توسعه اقتصادی کشورها وابسته است.

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(IJES) Shiraz University (Iranian Journal of Economic Studies (IJES 2322-1402 Shiraz University 15 10.22099/ijes.2018.28706.1438 مقاله پژوهشی پیش بینی تولیدات صنعتی در ایران: مقایسه شبکه های عصبی فازی و سیستم فازی عصبی تطبیقی پیش بینی تولیدات صنعتی در ایران کاظمی مهرآبادی افسانه دانشکده اقتصاد، دانشگاه مازندران، بابلسر، ایران. تقی نژاد عمران وحید دانشکده اقتصاد، دانشگاه مازندران، بابلسر، ایران. ولی پور خطیر محمد دانشکده اقتصاد، دانشگاه مازندران، بابلسر، ایران. راسخی سعید دانشکده اقتصاد، دانشگاه مازندران، بابلسر، ایران. 01 03 2019 8 1 53 68 18 03 2018 03 07 2018 Copyright © 2019, Shiraz University. 2019 https://ijes.shirazu.ac.ir/article_4878.html

Forecasting industrial production is essential for efficient planning by managers. Although there are many statistical and mathematical methods for prediction, the use of intelligent algorithms with desirable features has made significant progress in recent years. The current study compared the accuracy of the Artificial Neural Networks (ANN) and Adaptive Nero-Fuzzy Inference System (ANFIS) approaches to assess the current state and predict the future state of industrial production. The seasonal dataset comprised the labor force, capital stock, human capital, trade openness, liquidity and credit financing to the industrial sector as input variables and value added of industrial production as the output variable for the period of 1988 to 2018. The dataset was used to forecast industrial production for Seasons of the year 2019 and 2020. The results showed that, while both are appropriate tools for forecasting industrial production, ANFIS had a lower the Mean Squared Error (MSE) and Mean Absolute Percentage Error (MAPE) than ANN. The findings of the research indicate that ANFIS is more effective in forecasting industrial production, which can help policymakers in planning and creating an effective strategy for the future.

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(IJES) Shiraz University (Iranian Journal of Economic Studies (IJES 2322-1402 Shiraz University 15 10.22099/ijes.2019.31442.1508 مقاله پژوهشی تأثیر سیاست پولی بر متغیرهای کلان اقتصادی با فرض محدودیت وثیقه تأثیر سیاست پولی بر متغیرهای کلان اقتصادی کشاورز هادی گروه اقتصاد، دانشگاه خلیج فارس بوشهر ، ایران پارسا حجت گروه اقتصاد، دانشگاه خلیج فارس، بوشهر، ایران 01 03 2019 8 1 69 90 15 11 2018 25 05 2019 Copyright © 2019, Shiraz University. 2019 https://ijes.shirazu.ac.ir/article_5209.html

هدف این مقاله بررسی اثر سیاست‌ پولی بر تولید و تورم در شرایط محدودیت وثیقه است. به این منظور یک الگوی تعادل عمومی پویای تصادفی (DSGE) برای شرایط اقتصاد ایران طراحی گردیده است. برای رفتار بانک مرکزی دو سناریو در نظر گرفته‌شده است. در سناریو اول شوک درآمد نفت و شوک مخارج دولت بر نرخ رشد پایه پولی اثر می‌گذارد. در سناریو دوم که بر اساس قاعده کلان احتیاطی طراحی‌شده، قاعده پولی بر اساس شکاف تولید، تورم و قیمت مسکن از مقادیر وضعیت پایدار مدل‌سازی گردیده است. بررسی توابع عکس‌العمل آنی نشان می‌دهد شوک پولی، تولید و تورم را افزایش می‌دهد. اثر شوک پولی بر مصرف خانوارهای صبور (دهنده) مثبت و برای خانوارهای کم‌طاقت (قرض گیرنده) منفی است. همچنین مقایسه روند تولید ناخالص داخلی و داده‌های شبیه‌سازی‌شده نشان می‌دهد که سناریو اول بهتر از سناریو دوم (قاعده کلان احتیاطی) می‌تواند واقعیت‌های اقتصاد ایران را توضیح دهد.

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(IJES) Shiraz University (Iranian Journal of Economic Studies (IJES 2322-1402 Shiraz University 15 10.22099/ijes.2018.29049.1444 مقاله پژوهشی مدل سازی و مقایسه شبکه های عصبی مصنوعی GMDH و RBF در پیش بینی مصرف فرآورده های نفتی در بخش کشاورزی مدل سازی و مقایسه شبکه های عصبی مصنوعی GMDH و RBF در پیش بینی مصرف فرآورده های نفتی عباسیان مجتبی گروه اقتصاد، دانشگاه علوم دریایی، چابهار،ایران سردار شهرکی علی گروه اقتصاد، دانشگاه سیستان و بلوچستان، زاهدان، ایران. شهرکی جواد گروه اقتصاد، دانشگاه سیستان و بلوچستان، زاهدان، ایران. 01 03 2019 8 1 91 105 14 04 2018 22 10 2018 Copyright © 2019, Shiraz University. 2019 https://ijes.shirazu.ac.ir/article_5021.html

انرژی در جوامع در حال توسعه نقش مهمی دارد. نقش تقاضای انرژی در تصمیم گیری و سیاست گذاری بر تولید، توزیع و عرضه آن و اهمیت حیاتی انرژی، به ویژه سوخت های فسیلی، یک عامل موثر بر تولید کشاورزی است. این عامل تأثیر زیادی بر تولید محصولات کشاورزی در ایران دارد. پیش بینی مصرف محصولات نفتی توسط بخش کشاورزی می تواند به مدیران و برنامه ریزان کمک کند تا شیوه های مدیریت مناسب برای مصرف خود را به کار گیرند. در حال حاضر شبکه های عصبی مصنوعی به عنوان یک ابزار قدرتمند برای تحلیل و مدل سازی روابط غیر خطی در نظر گرفته می شوند. در این تحقیق، شبکه های عصبی مصنوعی GMDH و RBF به منظور تخمین مصرف محصولات نفتی توسط بخش کشاورزی مورد استفاده قرار گرفت. پارامترهای پایه ای شامل ارزش افزوده به قیمت ثابت، جمعیت روستایی، مساحت زمین های کشاورزی، مکانیزاسیون کشاورزی (تراکتور) و میزان مصرف محصولات نفتی، برق، قیمت محصولات نفتی و مصرف انرژی کل کشاورزی بخش برای دوره 1967-2017 انتخاب شدند. مقایسه MSE، MAE و MAPE برای مدلهای GMDH و RBF نشان داد که شبکه عصبی GMDH توانایی بالایی در مدل کردن مصرف انرژی بخش کشاورزی دارد.

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(IJES) Shiraz University (Iranian Journal of Economic Studies (IJES 2322-1402 Shiraz University 15 10.22099/ijes.2019.31386.1506 مقاله پژوهشی عوامل تعیین کننده انتخاب شیوه های حمل و نقل غیررسمی در شهر نورث سنترال ایلورین نیجریه عوامل تعیین کننده انتخاب شیوه های حمل و نقل غیررسمی در شهر نورث سنترال ایلورین یاکوبو احمد بخش اقتصاد، دانشگاه ایلورین، ایلورین، نیجریه. اوجولپ محمد آدیبایو بخش اقتصاد، دانشگاه ایلورین، ایلورین، نیجریه. ثانی جمیل بخش اقتصاد، دانشگاه ایلورین، ایلورین، نیجریه. 01 03 2019 8 1 107 118 12 11 2018 17 04 2019 Copyright © 2019, Shiraz University. 2019 https://ijes.shirazu.ac.ir/article_5269.html

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 حمل و نقل غیر رسمی انتخاب نیجریه مدل چند منظوره لوگیت References Aderamo, A. J., (2010). Transport in Nigeria: The case of Kwara State. AfricanEconomic and Business Review,8(1), 19-40. Adeyemo, M. A., (1998). An appraisal of motorcycle as a commercial passenger transport mode in Port Harcourt metropolis. Journal of Transport Studies, 2(1), 77-89. Aditjandra, P. T., Cao, X. and Mulley. C., (2012). Understanding neighborhood design impact on travel behavior: An application of structural equations model to a British metropolitan data. Transportation Research Part A: Policy and Practice 46(1): 22–32. doi:10.1016/j.tra.2011.09.001. Aditjandra, P. T., Cao, X. and Mulley. C.,  (2016). Exploring changes in public transport use and walking following residential relocation: A British case study. Ahmed, Y. A., (2009). Settlements pattern and functional distribution in an emerging community: A case study of a local government area of kwara state, Nigeria. Medwell J. the Social Sciences 4(3): 256-263. Akogun, I. T., and Ojo, O., (2013). Tenant eviction in property management practice in ilorin metropolis, Nigeria. Journal of Economics and international finance, 5(4), 139-145. Arosanyin, G.T., and Yakubu, A. T., (2014). Driver License Compliance Among Commercial Motorcyclists in Kwara State, Nigeria: In Road Logistics in Support of Development: Selected Papers from the 5th Regional Conference for Africa of the South African Road Federation/ International Road Federation held in Pretoria South Africa between 2-4 September 2014, ISBN 978-0-620-61999-8; Chapter 5, Folder 7, File no. 3. Published by SARF/IRF. Available at www.sarf.org.za/uploads/. Chee,   W. L., and Fernandez, J. L.,  (2013). Factors that Influence the Choice of Mode of Transport in Penang: A Preliminary Analysis.   Procedia - Social and Behavioral Sciences 91 (2013) 120 – 127. Danmole, H. O., (1980). The Frontier Emirate: A History of Islam in Ilorin. An unpublishedPh.D Thesis. Handy, S., Cao, X., and Mokhtarian. P., (2005). Correlation or causality between the built environment and travel behavior? Evidence from Northern California. Transportation Research PartD:Transport and Environment 10(6): 427–444. doi:10.1016/j.trd.2005.05.002. Kamargianni, M., Dubey, S., Polydoropoulou, A., and Bhat C., (2015).  Investigating the Subjective and Objective Factors Influencing Teenagers' School TravelModeChoice – An Integrated Choice and Latent Variable Model.  m.kamargianni@ucl.ac.uk Li, M., Song, G., Cheng, Y., and Yu, L., (2015). Identification of Prior Factors Influencing the Mode Choice of Short Distance Travel. Discrete Dynamics in Nature and Society, Volume 2015, Article ID 795176, http://dx.doi.org/10.1155/2015/795176. Maddala, G. S., (1983). Limited-dependent and qualitative variables in econometrics.Cambridge: Cambridge University Press. National Bureau of Statistics (NBS), (2006). Federal Republic of Nigeria, 2006 Population Census. Retrieved August 1, 2009, from http://www.nigerianstat.gov.ng/Connections/Pop2006.pdf. Ogunsanya, A., and Galtima, M., (1993). Motorcycle in public passenger transport service in Nigeria: A case study of Yola town, urban passenger transportation in Nigeria., Lagos: Heinemann Books. Ojekunle, J. A., (1998). Operations and use of motorcycles as a mode public passenger transport. In Dange, H., Chikolo, I.V., and Ogunsanya, A. A. (eds). Issues in transport planning and management (pp.84-103). Zaria. NITT. Oyesiku, K. O., (2001). City poverty and emerging mobility crisis: The use of motorcycle as public transport in Nigerian cities. The proceedings of the 9thworld conference of transport research, held in Seoul, Japan, 22-27 July, 2001. 65-70. Scheiner, J., and Holz-Rau. C., (2007). Travel mode choice: Affected by objective or subjective determinants? Transportation 34(4): 487–511. doi:10.1007/s11116-007-9112-1. Williams, H. G., (2008). Econometric analysis. Pearson publications USA. Sixth edition Yakubu, A. T., (2015). Policy Issues Relating to Informal Transport in Developing World:In Policy Issues and Development;pp 173-189. H.M. Bandara (ed.). Published by Stanford Lake (Pvt) Ltd Pannipitiya Sri Lanka.
(IJES) Shiraz University (Iranian Journal of Economic Studies (IJES 2322-1402 Shiraz University 15 10.22099/ijes.2019.31929.1530 مقاله پژوهشی تجزیه و تحلیل تجربی از استراتژی رقابت و نرخ عبور ارز استراتژی رقابت، نرخ عبور ارز راسخی سعید شیدایی زهرا 01 03 2019 8 1 119 136 29 12 2018 02 07 2019 Copyright © 2019, Shiraz University. 2019 https://ijes.shirazu.ac.ir/article_5315.html

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(IJES) Shiraz University (Iranian Journal of Economic Studies (IJES 2322-1402 Shiraz University 15 10.22099/ijes.2019.31565.1512 مقاله پژوهشی عوامل حیاتی موفقیت گذار به اقتصاد یادگیرنده در کشورهای در حال توسعه: مطالعه موردی ایران با رویکرد تئوری داده بنیاد عبدی بهنام دانشکده مدیریت، دانشگاه امام علی (ع)، تهران، ایران. خدادادحسینی سید حمید دانشکده مدیریت و اقتصاد، دانشگاه تربیت مدرس، تهران، ایران 01 03 2019 8 1 137 161 26 11 2018 25 08 2019 Copyright © 2019, Shiraz University. 2019 https://ijes.shirazu.ac.ir/article_5333.html

زندگی در دنیای امروز یا تغییرات سریع در حوزه های مختلف اقتصادی، فناورانه، اجتماعی و سیاسی همراه است که با میزان قابل توجهی از عدم قطعیت مشخص می شود. تکامل کشورهای در حال توسعه در این اقتصاد جهانی که با سرعت و پیچیدگی فراوان در حال تغییر است، نیازمند گذار موفق به اقتصاد یادگیرنده است. پژوهش حاضر به دنبال پاسخ به این سوال است که گذار موفق کشورهای در حال توسعه به اقتصاد یادگیرنده مستلزم توجه به چه عواملی است؟ از طرف دیگر، برابر اصل وابستگی به مسیر مطرح در اقتصاد تکاملی، کشورهای مختلف با اقتصادهای ملی، ساختارها، نهادها، ارزشها فرهنگها و تاریخچه متفاوت، شخصیت متمایز سیستم ملی خود را دارند که چالشهای مختص هر یک را برای گذار به اقتصاد یادگیرنده ایجاد می کند. بر این اساس، پژوهش کیفی، استقرایی و اکتشافی حاضر با رویکرد ترکیبی (کیفی و کمی) شامل تئوری داده بنیاد در مرحله کیفی و تحلیل کمی پیمایشی به توسعه مدلی می پردازد که برا تعیین عوامل موثر بر گذار ایران به اقتصاد یادگیرنده موثرند. یافته ها نشان می دهند که تفکر گذار، نهاد سیاست، فناوری اطلاعات و ارتباطات، سرمایه اجتماعی، شرایط اقتصاد کلان، توسعه منطقه ای، بنگاه های یادگیرنده، تعامل دولت، صنعت و دانشگاه، سیستم ارتقاء یافته آموزش و پژوهش و یادگیری همکارانه مبتنی بر اعتماد متقابل در این رابطه قابل توجه هستند. این عوامل در قالب مدلی بر اساس مدل پارادایم سازماندهی و ارایه شده اند.

 اقتصاد یادگیرنده اقتصاد دانش بنیان گذار نهاد سیاست تئوری داده بنیاد References Abbasi, F., Hajihoseini, H., Mohammadi, M., & Elyasi, M. (2011). Analysis of Iranian innovation system's governance based on innovation policy making cycle. Journal of Science and Technology Policy, 4 (1) 33-49. Amavilaha, V., Simplice, A.A., & Andrésd, A.R. (2017). Effects of globalization on peace and stability: Implications for governance and the knowledge economy of African countries. Technological Forecasting and Social Change, 122, 91-103. Andria, D., & Savin, I. (2018). A Win-Win-Win? Motivating innovation in a knowledge economy with tax incentives. Technological Forecasting and Social Change, 127, 38-56. Asongu, S.A. &  Andres, A.R. (2019). Trajectories of knowledge economy in SSA and MENA countries. Technology in Society, DOI: 10.1016/j.techsoc.2019.03.002 (March, 2019). Carayannis, E.G.,  Ferreira, J.J.M.,  Jalali, M.S., & Ferreira, F.A.F. (2018). 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(IJES) Shiraz University (Iranian Journal of Economic Studies (IJES 2322-1402 Shiraz University 15 10.22099/ijes.2019.33834.1577 مقاله پژوهشی شکست بازار بین بانکی و اثر مقررات بال 3 در یک مدل DSGE در ایران شکست بازار بین بانکی و اثر مقررات بال 3 در ایران پیراحمدی مرضیه افشاری زهرا دانشکده علوم اقتصادی و اجتماعی، دانشگاه الزهرا، ایران، تهران صارم مهدی محقق اداره بررسی ها و سیاست های اقتصادی بانک مرکزی جمهوری اسلامی ایران 01 03 2019 8 1 163 183 03 06 2019 07 12 2019 Copyright © 2019, Shiraz University. 2019 https://ijes.shirazu.ac.ir/article_5513.html

به منظور تسهیل مبادلات بین بانک ها، بازار بین بانکی در سال 1387 در ایران تاسیس شد. هدف اصلی این بازار حذف کمبود نقدینگی سیستم بانکی در یک نرخ انتخابی بانک مرکزی ایران است. اهمیت این نرخ آن است که نرخ های بهره بازار را از طریق اثرگذاری بر ترازنامه بانک ها تحت تاثیر قرار می دهد. چون ترازنامه بانک ها همچنین تحت تاثیر قوانین بانکی از قبیل قوانین بال قرار می گیرد، در این مقاله اثرات بازار بین بانکی در ایران را با در نظر گرفتن مقررات بال 3 در سیستم بانکی بررسی می کنیم. برای این منظور، یک مدل تعادل عمومی پویای تصادفی (DSGE) که شامل بازار بین بانکی است، طراحی گردید. پارامترهای ساختاری مدل طراحی شده با به کار گیری روش بیزین و داده های فصلی طی دوره 1387 تا 1394 تخمین زده شد. سپس، اثر یک شوک مثبت بازار بین بانکی بر پویایی های اقتصاد بررسی گردید. نتایج نشان داد که افزایش در نرخ بهره بازار بین بانکی منجر به بی ثباتی در اقتصاد می شود. همچنین نتایج نشان می دهد که افزایش در ذخایر نقدینگی و کفایت سرمایه، همانطور که در مقررات بال 3 ذکر شده، اثرات منفی شوک بازار بین بانکی بر متغیرهای اقتصاد کلان را کاهش داده و بنابراین اقتصاد باثبات تر می شود.

 بازار بین بانکی مقررات بال3 تعادل عمومی پویای تصادفی ذخایر نقدینگی ذخایر کفایت سرمایه References Acharya, V.V., & Mora, N. (2015). A crisis of banks as liquidity providers. Journal of Finance, 70(1), 1-43. Ahn, J., Bignon, V., Breton, R., & Martin, A. (2016). Interbank market and central bank policy, Federal Reserve Bank of New York Staff Reports, 763, 1-33.   Angelini, P., Clerc, L., Cúrdia, V., Gambacorta, L., Gerali, A., Locarno, A., Motto, R., Roeger, W., Van den Heuvel, S., & Vlček, J. (2011). Basel III: long-term impact on economic performance and fluctuations, Federal Reserve Bank of New York Staff Reports, 485. Borghei, M., & Mohammadi, T. (2017). Effects of price stickiness on conditional exchange rate pass-through in Iran: a DSGE approach, Journal of Applied Economics Studies in Iran, 6(23), 85-115. Bridges, J., Gregory, D., Nielsen, M., Pezzini, S., Radia, A., & Spaltro, M. (2014). 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(IJES) Shiraz University (Iranian Journal of Economic Studies (IJES 2322-1402 Shiraz University 15 10.22099/ijes.2019.34098.1585 مقاله پژوهشی پویایی فشار بازار ارز و تورم در ایران: رویکرد تغییر رژیم ابطحی سید یحیی امراللهی بیوکی الهام 01 03 2019 8 1 185 206 30 06 2019 28 12 2019 Copyright © 2019, Shiraz University. 2019 https://ijes.shirazu.ac.ir/article_5524.html

این مطالعه واکنش پویای فشار بازار ارز را به وضعیت‌های مختلف بازار ارز و تورم در اقتصاد ایران و طی دوره‌ی: 1396:04-1367:04 مورد تحلیل قرار می‌دهد. نتایج این مطالعه با در نظر گرفتن تورم به عنوان متغیر آستانه و با استفاده از مدل خودرگرسیون برداری آستانه‌ای (TVAR) نشان می‌دهد که در رژیم تورمی پایین متغیرهای باوقفه اثر معنی‌داری بر EMP ندارند اما در رژیم تورمی بالا، تورم اثر معنی‌داری برEMP دارد. همچنین، نتایج مطالعه با استفاده از مدل خودرگرسیون برداری چرخش مارکوف (MS-VAR) نشان می‌دهد که در معادلات تورم و EMP ضرایب خودرگرسیونی در تمام وقفه‌ها و در هر دو رژیم معنی‌دار هستند و این بر ثبات مدل برآورد شده تأکید می‌کند. نتایج آزمون علیت گرنجر بر پایه معادلات MS-VAR نشان می‌دهد زمانیکه EMP به رژیم بالا چرخش می‌کند تورم تأثیر معنی‌داری بر EMP دارد اما در رژیم‌هایی با سطح پایین EMP، تورم علت گرنجری EMP نخواهد بود. EMP در رژیم‌های تورمی پایین می‌تواند بر تورم اثرگذار باشد اگرچه EMP در رژیم‌های تورمی بالا علت گرنجری تورم نخواهد بود. بنابراین سیاستگذاران باید به این موضوع توجه کنند که افزایش EMP در رژیم‌های تورمی پایین نیز می‌تواند منجر به فشار بر قیمت‌ها شود.

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(IJES) Shiraz University (Iranian Journal of Economic Studies (IJES 2322-1402 Shiraz University 15 10.22099/ijes.2640.6102 غیره چکیده های فارسی 22 05 2000 8 1 0 0 01 01 1970 10 07 2000 Copyright © 2000, Shiraz University. 2000 https://ijes.shirazu.ac.ir/article_6102.html

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