نوع مقاله : مقاله پژوهشی

نویسندگان

1 گروه اقتصاد، دانشگاه خلیج فارس بوشهر ، ایران

2 گروه اقتصاد، دانشگاه خلیج فارس، بوشهر، ایران

چکیده

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.

کلیدواژه‌ها

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