اثر تکانه‌های نفتی در یک اقتصاد نفتی متکی به اعتبار اسنادی در واردات: رهیافت تعادل عمومی پویای تصادفی

نوع مقاله : مقاله پژوهشی

نویسندگان

1 گروه علوم اقتصادی، دانشکده اقتصاد، مدیریت و حسابداری، دانشگاه یزد، یزد، ایران.

2 گروه اقتصاد نظری، دانشکده مدیریت و اقتصاد، دانشگاه تربیت مدرس، تهران، ایران.

3 گروه اقتصاد بازرگانی، دانشکده اقتصاد، دانشگاه علامه طباطبائی، تهران، ایران.

10.22059/jte.2026.345867.1008685

چکیده

بحران مالی جهانی سال ۲۰۰۸ اهمیت توجه به سازوکارها و جزئیات موجود در روابط بین آحاد اقتصادی در بازارهای مالی را نشان داد. با وجود این، روش‌های مختلف پرداخت بین‌المللی معمولاً در تحلیل‌های اقتصاد کلان غایب هستند. تحقیق حاضر تلاشی برای مدل‌سازی یک اقتصاد نفتی کوچک باز، متکی بر روش پرداخت اعتبار اسنادی به شمار می‌رود. بر این اساس، یک مدل تعادل عمومی پویای تصادفی برای اقتصاد ایران طراحی شد که در آن تولیدکنندگان با به‌کارگیری روش پرداخت اعتبار اسنادی نسبت به تهیه کالای واسطه‌ای وارداتی اقدام می‌نمایند. نتایج شبیه‌سازی مدل که پارامتر‌های آن با استفاده از روش بیزی برآورده شده، نشان می‌دهد افزایش پیش‌دریافت اعتبار اسنادی می‌تواند دارای آثار رکودی در اقتصاد باشد. همچنین پویایی اقتصاد در مواجهه با تکانه قیمت و تولید نفت، تحت تأثیر درون‌زا یا برون‌زا بودن تغییرات پیش‌دریافت اعتبار اسنادی می‌باشد.

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

The Effects of Oil Shocks in an Oil-Exporting Country Dependent on Letters of Credit: A DSGE Model

نویسندگان [English]

  • Kazem Yavari 1
  • Reza Najarzadeh 2
  • Hossein Tavakolian 3
  • Ali Bahador 2
1 Department of Economics, Faculty of Economics, Management and Accounting, Yazd University, Yazd, Iran.
2 Department of Economics, Faculty of Management and Economics, Tarbiat Modares University, Tehran, Iran.
3 Department of Business Economics, Faculty of Economics, Allameh Tabataba'i University, Tehran, Iran.
چکیده [English]

The Global Financial Crisis of 2008 underlined the importance of understanding the details and mechanisms in place when two parties interact in financial markets. However, methods of international payment are largely absent from macroeconomic analysis. This paper attempts to model a small open oil-producing economy that relies on Letters of Credit (LCs) as its international payment method. The model, developed for Iran’s economy, includes producers that must import the intermediate goods they need using LCs. Simulation results from the model, estimated using the Bayesian method, show that an exogenous increase in LCs’ upfront payments leads to a recession. Moreover, the model’s dynamics following an adverse shock to oil prices or production depend on whether changes in LCs’ upfront payments are assumed to be exogenous or endogenous.

کلیدواژه‌ها [English]

  • exchange rate
  • letter of credit
  • recession
  • monetary policy
  • DSGE models

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سابقه مقاله

  • تاریخ دریافت: 26 تیر 1401
  • تاریخ بازنگری: 26 بهمن 1404
  • تاریخ پذیرش: 28 فروردین 1405

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