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ابراهیم گرجی بندپی فرزانه انواری رستمکلائی

چکیده

هدف این تحقیق، بررسی نقش بانک مرکزی و سیاست‏های پولی در وقوع سیکل‎های تجاری در اقتصاد ایران است. تأثیر سیاست‏های پولی بر سیکل‏های تجاری و اثر سیاست پولی بر پویایی‏های آن‏ها، مرحله کلیدی درک نقش بازارهای پولی در اقتصاد است. برای این منظور با استفاده از اطلاعات دوره زمانی1370-1392 با تواتر داده‏های فصلی ابتدا با استفاده از فیلتر‏های اقتصادی به استخراج سیکل‏های تولید ناخالص داخلی و نقدینگی پرداخته شد؛ سپس با استفاده از روش خودرگرسیون برداری و ابزارهای تحلیلی آن نشان داده شد که نوسانات نقدینگی نسبت به نوسانات تولید پیشرو است. مسأله مهم و محوری تمامی اقتصادهای مدرن و امروزی وجود پدیده سیکل‏های‌ تجاری و یا نوسانات اقتصادی است. پیدایش چنین سیکل‏های تجاری در بسیاری از موارد باعث بروز مشکلاتی برای اقتصادها گشته و دورانی از شرایط تورمی و یا رکودی ناخواسته را برای آن‏ها به‌وجود آورده که خود ممکن است منتج به شرایط ناگوار دیگری برای اقتصاد گردد. در نتیجه، به‌نظر می‌رسد مطالعه این پدیده، بررسی علل به‌وجود آمدن آن و چگونگی از بین بردن آن از مهم‏ترین دغدغه‌های سیاستگذاران اقتصادی هر کشوری به‌شمار می‌آید.

جزئیات مقاله

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ارجاع به مقاله
گرجی بندپیا., & انواری رستمکلائیف. (2018). نقش بانک مرکزی در ایجاد سیکل‏های تجاری در اقتصاد ایران. پژوهش های اقتصاد پولی، مالی, 25(15), 1-32. https://doi.org/10.22067/pm.v25i15.53296
نوع مقاله
پژوهشی