بررسی اثر شوک‌های اقتصادی بر مصرف خانوارها در ایران: رهیافت تجزیه سری زمانی

نوع مقاله: مقاله پژوهشی

نویسندگان

1 استادیار دانشگاه بوعلی سینا، گروه اقتصاد

2 دانشجوی دکترای رشته اقتصاد، دانشگاه بوعلی سینا، گروه اقتصاد

چکیده

در این مطالعه اثر برخی از شوک‌های موقت و دائمی مؤثر بر رفتار مصرفی خانوارهای ایرانی از قبیل درآمد، نقدینگی و مخارج دولت در بازه زمانی 1393-1353 مورد بررسی قرار می ­گیرد. برای این منظور ابتدا سری‌های زمانی متغیرهای مزبور با استفاده از رویکرد تجزیه سری زمانی بوریج - نلسون (BN) به اجزای موقت (سیکل) و اجزای دائمی (روند) تفکیک می‏ شود و سپس با استفاده از مدل (ARDL) اثر این شوک‌ها بر مصرف خانوار مورد تجزیه و تحلیل قرار می­ گیرد. نتایج تحقیق نشان می­­ دهد که در کوتاه‌مدت و بلندمدت مخارج مصرفی خانوارهای ایرانی رابطه ‏ای مثبت و معنی­­دار با شوک موقت و دائمی درآمد و شوک دائمی نقدینگی و رابطه منفی و معنی ­دار با شوک دائمی مخارج دولت دارد، بنابراین، سیاست‌های مالی و پولی دولت باید به‌گونه ­ای باشد که منجر به حفظ درآمد دائمی خانوارها شود و درآمد دائمی خانوارها را از شوک‌های مختلف مخرّب اقتصادی حفظ کند.
طبقه‌بندی JEL: D31،D91، E21

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

The Effect of Economic Shocks on the Consumption Iranian Households

نویسندگان [English]

  • Mohammad Mowlaei 1
  • Oday Ali 2
1 Assistant professor of Bu-Ali Sina university,Department of Economics
2 Ph.D candidate in Economics, Bu-Ali Sina University, Department of Economics
چکیده [English]

The purpose of this study is to investigate the the permanent and transitory components of household income, liquidity (money) and government expenditures to identify economic shocks affected the household consumption in Iran. For this target, using the univariate stochastic detrending approach proposed by Beveridge and Nelson (BN), we decompose the time series data of these variables over the period (1974-2014) into permanent and transitory components. Using the technique of ARDL, the effects of the permanent and transitory of the shocks on households' consumption are studied. The paper results show that there is positive and significant relationship between household consumption and temporary and permanent income shocks and permanent liquidity shocks, whereas a significant and negative relationship with permanent government spending shocks in Iran. Thus, the fiscal, monetary and income government policies should be in a way that keep the permanent income of Iranian households from any destructive shock on economy.
JEL Classification: D31, D91, E21

کلیدواژه‌ها [English]

  • Temporary and permanent Income shocks
  • liquidity
  • government spending
  • Household Consumption
  • Beveridge and Nelson decomposition
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