بررسی رابطه تورم- بیکاری ، رشد- بیکاری و تورم-رشد در اقتصاد ایران: رهیافت مدل‌هایSTR
الموضوعات : اقتصاد کاربردی
احمد صلاح منش
1
(استادیار گروه اقتصاد دانشگاه شهید چمران اهواز)
سید عزیزالله آرمن
2
(استاد گروه اقتصاد دانشگاه شهید چمران اهواز)
صدیقه بختیاری
3
(دانشجوی دکتری اقتصاد دانشگاه چمران اهواز)
الکلمات المفتاحية: تورم, بیکاری, رشد اقتصادی, مدل خودرگرسیو انتقال ملایم,
ملخص المقالة :
هدف اصلی این مطالعه بررسی روابط میان تورم، بیکاری و رشد اقتصادی در قالب منحنی‌های فیلیپس، اوکان و عرضه کل است. دراین راستا از روش‌های غیرخطی اتورگرسیو انتقال ملایم در بازه فصلی1380 تا 1395 استفاده شد. نتایج نشان داد که: الف) بر اساس آزمون تراسورتا، منحنی فیلیپس از مدل غیرخطی لجستیک؛ منحنی اوکان از مدل غیرخطی نمایی و عرضه کل از مدل خطی تبعیت می‌کند. ب) الگوی فیلیپس تصریح شده از دو رژیم پیروی می‌کند، بدین صورت که در رژیم پایین رابطه بین تورم و بیکاری مثبت و در رژیم بالا این ارتباط منفی است. ج) الگوی اوکان از دو رژیم پیروی می‌کند که در رژیم پایین رابطه بین رشد اقتصادی و بیکاری منفی است، در رژیم بالا رابطه بین رشد اقتصادی و بیکاری مثبت است. د) رابطه بین رشد اقتصادی و تورم مثبت است.
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