دوره 28، شماره 3 - ( پاییز 1402 )                   دوره28 شماره 3 صفحات 160-133 | برگشت به فهرست نسخه ها


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Naghibzadeh F, Hojabr kiani K, Rajaei Y, Rahimzadeh A. (2023). Asymmetric Effects of Exchange Rate on the Value Added of Industrial Sector in Iran: Evidence of Non-linear Co-accumulation of NARDL. JPBUD. 28(3), 133-160. doi:10.61186/jpbud.28.3.133
URL: http://jpbud.ir/article-1-2203-fa.html
نقیب زاده فاطمه، هژبر کیانی کامبیز، رجایی یدالله، رحیم زاده اشکان. اثرات نامتقارن نرخ ارز بر ارزش‌افزودۀ بخش صنعت در ایران: شواهدی از هم‌انباشتگی غیرخطی NARDL فصلنامه برنامه ریزی و بودجه 1402; 28 (3) :160-133 10.61186/jpbud.28.3.133

URL: http://jpbud.ir/article-1-2203-fa.html


1- واحد زنجان، دانشگاه آزاد اسلامی، زنجان، ایران.
2- گروه اقتصاد، واحد علوم و تحقیقات، دانشگاه آزاد اسلامی، تهران، ایران ، k-kiani@srbiau.ac.ir
3- گروه اقتصاد، واحد زنجان، دانشگاه آزاد اسلامی، زنجان، ایران.
چکیده:   (769 مشاهده)
نرخ ارز یکی از مهمترین متغیرهای اقتصاد کلان است، که نوسان آن بخشهای مختلف اقتصاد را تحت تاثیر قرار میدهد. با توجه به اثر قابلتوجه توسعه صنعتی بر توسعه اقتصادی کشور، در این پژوهش با استفاده از روش NARDL به بررسی اثر نامتقارن نرخ ارز بر ارزشافزودۀ بخش صنعت طی دوره زمانی 1380:1 تا 1400:4 پرداخته میشود. نتایج برآورد مدل نشان می‌دهد که اثر نرخ ارز بر ارزشافزوده بخش صنعت نامتقارن است، بهطوری که افزایش در نرخ ارز، ارزش‌‏افزودۀ بخش صنعت را به شکل متفاوتی در مقایسه با کاهش آن تحت تاثیر قرار می‌دهد. اثرگذاری نرخ ارز در بلندمدت به شکلی است که تغییرات مثبت نرخ ارز سبب تقویت ارزشافزوده بخش صنعت میشود و کاهش در نرخ ارز هیچ اثری بر آن ندارد. بنابراین، سیاستگذار اقتصادی باید سرکوب نرخ ارز را به عنوان سیاست کنترل تورم کنار بگذارد و به نرخ ارز اجازه دهد که بر اساس نیروهای بازار تعیین شود.

متن کامل [PDF 1171 kb]   (193 دریافت)    
نوع مطالعه: پژوهشي | موضوع مقاله: اقتصاد کلان
دریافت: 1402/2/13 | پذیرش: 1402/9/11 | انتشار الکترونیک: 1402/9/10

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