نوع مقاله : پژوهشی

نویسندگان

1 دانشجوی کارشناسی ارشد/ گروه اقتصاد/دانشکده علوم اجتماعی / دانشگاه رازی /کرمانشاه/ ایران

2 عضو هیئت علمی / گروه اقتصاد/ دانشکده علوم اجتماعی/دانشگاه رازی/ کرمانشاه/ ایران

3 عضو هیئت علمی / گروه اقتصاد/ دانشکده علوم اجتماعی/ دانشگاه رازی/ کرمانشاه/ ایران

چکیده

چکیده
مکانیسم انتقال پولی، چگونگی واکنش اقتصاد به یک سیاست پولی را توصیف می‌کند. سیاست پولی مهم‌ترین سیاست‌های اقتصادی هر کشور است. هدف از این مطالعه، بررسی اثربخشی نقش کانال‌های نرخ ارز، سهام، اعتباری و قیمت مسکن بر تورم طی دوره ۱۳۹۶-۱۳۵۷ در اقتصاد ایران است. برای این منظور از مدل مارکوف سوئیچینگ خودتوضیح برداری که قابلیت زیادی در لحاظ کردن تغییرات ساختاری دارد، استفاده می‌شود. برای داده‌های تحقیق نیز از تورم، حجم پایه پولی، شاخص قیمت زمین، شاخص قیمت سهام، نرخ ارز غیررسمی و مانده تسهیلات اعطایی به بخش خصوصی استفاده شده و تمامی داده‌ها از بانک مرکزی جمع‌آوری شده‌اند. نتایج تحقیق حاکی از این است که در رژیم یک کانال اعتباری و در رژیم دو کانال قیمت مسکن و کانال قیمت سهام بیشترین نقش را در انتقال آثار پول بر تورم داشته‌اند. نهایتاً اقتصاد ایران به‌طور متوسط ۳.۶۳ دوره (سال) در رژیم یک قرار دارد ۴.۰۲ دوره (سال) در رژیم دو قرار دارد که حاکی از پایداری تورم در رژیم دو در اقتصاد ایران است.
 

کلیدواژه‌ها

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