تحلیل طیفی رابطة علّی بین چرخه‌های تولید و تجارت بین‌الملل در بلوک‌های اقتصادی منتخب

نوع مقاله: مقاله پژوهشی

نویسندگان

1 دکتری اقتصاد، دانشگاه اصفهان

2 استاد گروه اقتصاد، دانشگاه اصفهان

3 دانشیار گروه آمار، دانشگاه اصفهان

چکیده

با تعمیق جهانی شدن از ابتدای دهة 1990 اقتصادهای جهان بیش از پیش به یکدیگر وابسته شده‌اند، به‌طوری که نوسان‌های رخ‌داده در اقتصاد یک کشور مانند وقوع چرخه‌های تجاری به سایر کشورها نیز سرایت می‌کند. این پدیده تحت عنوان همزمانی چرخه‌های تجاری در ادبیات اقتصادی مورد توجه قرار گرفته است، زیرا در صورت وجود رابطة همزمانی چرخه‌های تجاری بین کشورهای مختلف در یک کشور، می‌توان سیاست‌هایی مناسب و هماهنگی بین کشورها برای کاهش آثار زیانبار یک بحران احتمالی اتخاذ کرد.
هدف این مطالعه بررسی همزمانی چرخه‌های تجاری در کشورهای منتخب بوده است که در بلوک‌های مختلف اقتصادی اعم از توسعه‌یافته، کشورهای دارای بازارهای نوظهور، کشورهای نفتی و کشورهای در حال توسعة غیرنفتی قرار دارند. این بررسی در چارچوب یک تحلیل طیفی در فرکانس‌های بالا و پایین طی دورة 2013-1970 انجام گرفته است. نتایج آزمون علیت طیفی حاکی از وجود رابطة علی از چرخه‌های تجارت خارجی به چرخه‌های تولید ناخالص داخلی در بین کلیة بلوک‌هاست. به‌عبارتی، روابط تجارت خارجی بین کشورها سبب می‌شود که همزمانی چرخه‌های تولید در کشورها ظاهر شده و با گسترش این روابط بر شدت آن افزوده شود.
طبقه‌بندی JEL: E32،  F44، F20.

کلیدواژه‌ها


عنوان مقاله [English]

Spectral Analysis of Causality Relationship between Production and International Trade Cycles in the Selected Economic Blocks

نویسندگان [English]

  • Zahra Zamani 1
  • Seyed Komail Tayebi 2
  • Iraj Kazemi 3
1 PhD Candidate, Department of Economics, University of Isfahan
2 Professor, Department of Economics, University of Isfahan
3 Associated Professor, Department of Statistics, University of Isfahan
چکیده [English]

In the era of globalization, particularly, since early 1990s, economies around the world have been affected considerably by co-movements in one or more countries.
In the literature this phenomenon is recognized as synchronization in business cycles, while joint policies being conducted by trading partners can modify such effects properly.
The objective of this paper has been to evaluate a possible synchronized relationship between GDP and international trade cycles in the selected countries in different economic blocks consisting of developed, emerging, oil- exporting and non-oil exporting countries. The causality between these cycles has been analyzed spectrally during 1970-2013 in low and high frequencies. The results obtained show the existence of causation from trade cycles towards GDP cycles in all blocks. Hence, trade relations have caused production cycles, implying the more degree of trade expansion the more synchronization intensity in the business cycles.
JEL Classification: E32, F20, F44.
 
 

کلیدواژه‌ها [English]

  • Spectral Causality
  • Business Cycles
  • International Trade
  • Gross domestic production
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