اثر متغیر زمانی تورم بر مصرف در دوره بی‌ثباتی ناشی از تحریم‌ها

نوع مقاله : مقاله پژوهشی

نویسندگان

دانشکده اقتصاد و امور اداری، دانشگاه فردوسی مشهد، مشهد، ایران.

چکیده

در سال های اخیر تحریم های شدید بین المللی علیه اقتصاد ایران اعمال شده است که باعث بی ثباتی و افزایش تورم شده است. بنابراین، این پژوهش با استفاده از داده‌های ماهانه از آوریل 2010 تا آوریل 2022 در دوره بی‌ثباتی ناشی از تحریم‌ها، تأثیر تورم متغیر طی زمان را بر مصرف سرانه آینده ایران با رویکرد WLS-RW تحلیل می‌کند. نتایج رگرسیون نشان می دهد که اثر تورم بر مصرف در طول زمان متفاوت است و در برخی دوره ها ضریب تورم بر مصرف مثبت و در برخی دوره‌ها منفی است. به علاوه، در دوره بی ثباتی ناشی از تحریم ها این اثر به حدود 0.08- می‌رسد. بررسی اثر تورم متغیر طی زمان بر مصرف نتایج دقیقی را گزارش می‌کند. در این تحقیق متغیرهای تولید ناخالص داخلی سرانه، نرخ ارز غیررسمی، نرخ سود واقعی، قیمت مسکن و نقدینگی نیز به عنوان متغیرهای کنترل در نظر گرفته شده است. تولید ناخالص داخلی سرانه اثر مثبت اما نوسانی بر مصرف در طول زمان دارد. اگرچه افزایش قیمت مسکن به افزایش مصرف کمک می کند، اما افزایش قیمت مسکن در دوره بی ثباتی ناشی از تحریم ها باعث کاهش شدید مصرف می شود. نرخ ارز و نقدینگی نیز در برخی مقاطع بر مصرف اثر مثبت و در برخی مواقع اثر منفی دارد. رویکرد پنجره غلتکی با بررسی دقیق و مبتنی بر واقعیت تابع مصرف، با در نظر گرفتن نوسانات داخلی و خارجی، به ویژه تورم، نتایج مفیدی را ارائه می دهد. پیش‌بینی دقیق مصرف سرانه برای مقامات دولتی و سیاست گذاران بسیار ضروری و مهم است.

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