بررسی اثرگذاری آستانه‌ای نرخ ارز بر تورم قیمت کالاهای صادراتی غیرنفتی در ایران | ||
| اقتصاد و الگو سازی | ||
| مقاله 1، دوره 10، شماره 2 - شماره پیاپی 38، شهریور 1398، صفحه 11-33 اصل مقاله (6.87 M) | ||
| نوع مقاله: مقاله پژوهشی | ||
| شناسه دیجیتال (DOI): 10.29252/ecoj.10.2.11 | ||
| نویسندگان | ||
| سید مهدی پژم1؛ حسن تحصیلی* 2؛ مهدی بهنامه2 | ||
| 1دانشجوی دکتری اقتصاد پردیس بین‌الملل دانشگاه فردوسی، مشهد، ایران | ||
| 2استادیار گروه اقتصاد دانشکده علوم اداری و اقتصادی دانشگاه فردوسی، مشهد، ایران | ||
| چکیده | ||
| گسترش صادرات غیرنفتی یکی از اجزای مهم صادرات در اقتصاد ایران به شمار می‌رود. در این راستا، کاهش ارزش پول داخلی به عنوان یکی از راههای دستیابی به این هدف مطرح است. هدف پژوهش حاضر ارائه‌ی بینشی جدید در رابطه با نحوه‌ی اثرگذاری نرخ ارز بر تورم کالاهای صادراتی غیرنفتی است. برای این منظور، از الگوی خورگرسیون برداری استانه‌ای استفاده شد تا موضوع عبور نرخ ارز طی سال‌های 1395:4 – 1376:2 به صورت غیرخطی بررسی شود. طبق نتایج پژوهش، تکانهی نرخ ارز با پاسخ مثبت شاخص تورم کالاهای صادراتی غیرنفتی همراه است. در عین حال، اثرگذاری تکانهی مذکور قبل و بعد از تورم فصلی 8/0 % متفاوت است. به گونهای که اگر تورم کالاهای صادراتی بیشتر از آستانه باشد، واکنش مثبت و شدیدتری نسبت به تکانهی نرخ ارز خواهد داشت. این نتیجه را می‌توان به وابسته بودن فرآیند تولید به کالاهای واسطه‌ای وارداتی نسبت داد. بر این اساس، نمی‌توان انتظار داشت با کاهش ارزش پول ملی رقابت‌پذیری بین‌المللی برای صادرات غیرنفتی ایجاد شود. | ||
| کلیدواژه‌ها | ||
| عبور نرخ ارز؛ شاخص قیمت کالاهای صادراتی؛ الگوی خودرگوسیون برداری آستانه‌ای | ||
| عنوان مقاله [English] | ||
| An Investigation into the Threshold Effect of the Exchange Rate on Inflation of Non-oil Export Goods in Iran | ||
| نویسندگان [English] | ||
| Seyyed Mehdi Pazham1؛ Hassan Tahsili2؛ Mehdi Behname2 | ||
| 1Ph.D. Candidate in Economics, International Campus of Ferdowsi University of Mashhad, Mashhad, Iran | ||
| 2Assistant Professor of Economics, Faculty of Economics and Administrative Sciences, Ferdowsi University of Mashhad, Mashhad, Iran, | ||
| چکیده [English] | ||
| Non-oil exports are one of the important components of the Iran’s export. In this regard, currency depreciation is one of the ways to achieve the higher level of non-oil exports. The purpose of the present study is to provide a new insight into the way the exchange rate influences the inflation of non-oil exports prices. For this purpose, a threshold vector autoregression model was used to study the non-linear issue of exchange rate fluctuation in 1376:2-1395:4. According to the results of the research, the exchange rate shocks is associated with a positive response to the inflation rate of non-oil exports goods. Nevertheless, the impact of the shock before and after the 0.8% seasonal inflation is different. So if inflation of exported goods exceeds the threshold, it will have a more positive reaction to the exchange rate shock. This result can be attributed to the dependence of the production of Exported goods on imported intermediate goods. Accordingly, creating international competitiveness of non-oil exports with currency depreciation cannot be expected. | ||
| کلیدواژه‌ها [English] | ||
| Exchange Rate Pass-through, Export Price Index, Threshold Vector Autoregression | ||
| مراجع | ||
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