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

اثرات نامتقارن نرخ ارز بر ارزش‌افزودۀ بخش صنعت در ایران: شواهدی از هم‌انباشتگی غیرخطی NARDL
فاطمه نقیب زاده1 ، کامبیز هژبر کیانی* 2، یدالله رجایی3 ، اشکان رحیم زاده3
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:   (995 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.

واژه‌های کلیدی: اثرات نامتقارن، ارزش‌افزوده بخش صنعت، رشد اقتصادی، رویکرد غیرخطی، نااطمینانی نرخ ارز.
متن کامل [PDF 1171 kb]   (290 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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