نوع مقاله : مقاله پژوهشی

نویسندگان

بخش اقتصاد، دانشگاه شیراز، شیراز، ایران.

10.22099/ijes.2023.45054.1873

چکیده

انحراف نرخ ارز بسیاری از کشورهای جهان را درگیر کرده‌است.بخش داخلی و خارجی اقتصاد را عمیقاً تحت‌تاثیر قرار داده‌است.از این رو شناسایی علل پیدایش و شکل‌گیری ناترازی نرخ ارز امری ضروری است.مطالعات انجام‌شده بر روی اقتصاد ایران عمدتاً تاثیر تحریم‌ها را بر متغیرهای کلان اقتصادی شامل رشد اقتصادی, تولید داخلی, نقدینگی, صادرات, واردات, قیمت نفت, درآمده‌ای نفتی و غیره مورد ارزیابی قرار داده‌است.هیچ کار پژوهشی در زمینه ارزیابی تاثیر تحریم‌ها بر انحراف نرخ ارز در ایران وجود ندارد.هدف اصلی این مقاله برآورد تاثیر تحریم‌های اقتصادی بر انحراف نرخ ارز موثر حقیقی (REER) در چارچوب اقتصاد ایران در دوره زمانی 2019:4-1996:1 است.در این راستا ابتدا مدل طراحی‌شده توسط ادواردز (1989) و Cottani و همکاران (1990) و با استفاده از رگرسیون انتقال ملایم لجستیک برای برآورد نرخ ارز موثر حقیقی تعادلی و انحراف آن, بکار گرفته شده‌است. همچنین از تحلیل عاملی برای برآورد شاخص‌های تحریم اقتصادی استفاده شده‌است.سپس برای تجزیه و تحلیل تاثیر تحریم‌های اقتصادی برناترازی نرخ ارز موثر حقیقی از یک الگوی خود رگرسیونی با وقفه‌های توزیع‌شده غیرخطی (NARDL) استفاده شده‌است.مسیر زمانی ناترازی برآورد شده نشان‌دهنده نوسانات زیادی در طول دوره مورد مطالعه است.همچنین نتایج برآورد شده نشان می‌دهد که تحریم‌ها بر این ناترازی در کوتاه‌مدت و بلندمدت تاثیر معناداری دارد و در نتیجه عدم تعادل اقتصادی ایران را افزایش می‌دهد.

کلیدواژه‌ها

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