دوره 28، شماره 3 - ( پاییز 1402 )                   دوره28 شماره 3 صفحات 185-161 | برگشت به فهرست نسخه ها

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Alahverdi A, Daei-Karimzadeh S, Ghobadi S. (2023). Forecasting the Trend of Macroeconomic Variables in Terms of Financial Conditions Index in Iran: TVP-FAVAR Approach. JPBUD. 28(3), 161-185.
URL: http://jpbud.ir/article-1-2197-fa.html
اله وردی عاطفه، دائی کریم زاده سعید، قبادی سارا. پیش بینی روند حرکت متغیرهای اقتصاد کلان با لحاظ شاخص شرایط مالی در ایران: رهیافت TVP-FAVAR فصلنامه برنامه ریزی و بودجه 1402; 28 (3) :185-161

URL: http://jpbud.ir/article-1-2197-fa.html

پیش بینی روند حرکت متغیرهای اقتصاد کلان با لحاظ شاخص شرایط مالی در ایران: رهیافت TVP-FAVAR
عاطفه اله وردی1 ، سعید دائی کریم زاده 2، سارا قبادی3
1- واحد اصفهان (خوراسگان)، دانشگاه آزاد اسلامی، اصفهان، ایران.
2- گروه علوم اقتصادی، واحد اصفهان (خوراسگان)، دانشگاه آزاد اسلامی، اصفهان، ایران. ، karimzadeh@ khuisf.ac.ir
3- گروه علوم اقتصادی، واحد اصفهان (خوراسگان)، دانشگاه آزاد اسلامی، اصفهان، ایران.
چکیده:   (723 مشاهده)
پیش ­بینی روند متغیرهای اقتصاد کلان به دلیل آینده‌­نگر بودن تصمیمات اقتصادی، نقش اساسی در برنامه‌­ریزی ­ها و سیاستگذاری‌­های اقتصادی دارد. به همین منظور در پژوهش حاضر، ابتدا به استخراج شاخص شرایط مالی در بازه زمانی 1398-1370 پرداخته می‌‏شود و در ادامه، از روند حرکت متغیرهای کلان اقتصادی با استفاده از الگوی خودتوضیح برداری عامل افزوده ‏شده با پارامترهای متغیر زمانی (TVP-FAVAR) پیش‌‌بینی صورت می‌گیرد. نتایج بیانگر آن است که شاخص شرایط مالی طی سال­‌های اخیر، به‎ویژه در دهه 1390 با تغییرات قابل‎ملاحظه‌ای همراه بوده است که این خود با اثرگذاری و تغییر رفتار سایر متغیرهای اقتصاد کلان نقش موثری در شکل­ گیری نوسانات این متغیرها داشته است. پیش‌بینی روند حرکت متغیرهای کلان اقتصادی نیز حاکی از آن است که روند حرکت متغیرهای کلان اقتصادی ناپایدار بوده است. به عبارت دیگر، بی‌­ثباتی در روند حرکت متغیرهای کلان اقتصادی مشهود است و نمی‌­توان چشم­ انداز مثبتی را برای هر یک از متغیرهای فوق انتظار داشت.
 
واژه‌های کلیدی: شاخص شرایط مالی، پیش‌بینی، روند، مدل فضا حالت، پارامترهای متغیر زمانی.
متن کامل [PDF 1450 kb]   (156 دریافت)    
نوع مطالعه: پژوهشي | موضوع مقاله: اقتصاد کلان
دریافت: 1401/12/25 | پذیرش: 1402/5/14 | انتشار الکترونیک: 1402/9/10
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