اثر تکانه‌های پولی و مالی بر رشد اقتصادی و توزیع درآمد ایران: رویکرد تعادل عمومی تصادفی پویا

نوع مقاله: علمی - پژوهشی

نویسندگان

1 استاد گروه اقتصاد دانشگاه بوعلی سینا

2 استادیار گروه اقتصاد دانشگاه آیت العظمی بروجردی(ره)

چکیده

پژوهش حاضر با استفاده از الگوی تعادل عمومی تصادفی پویا، تأثیر تکانه­های پایه پولی و مخارج دولت را بر رشد اقتصادی و توزیع درآمد ایران بررسی می­کند. برای طراحی الگو و تعریف معادلات از رویکرد کینزی جدید و برای محاسبه­ی پارامترها و نسبت­های الگو، داده­های دوره زمانی 1391-1340 استفاده شده­اند. بررسی رفتار ضریب جینی و رشد اقتصادی نشان داد طی دوره مطالعه شده ضریب جینی رفتار ضد ادواری با رشد اقتصادی داشته­است. نتایج توابع واکنش ضربه­ای متغیرها حاکی­اند تکانه پایه پولی و تکانه مخارج دولت از طریق افزایش تولید کل، رشد اقتصادی را افزایش داده­اند. تکانه مثبت پایه پولی و مخارج دولت نابرابری درآمدی را افزایش داده­اند. از سوی دیگر، تکانه بهره­وری از طریق تأثیر بر تولید غیرنفتی رشد اقتصادی را افزایش داده­است. تکانه درآمد نفتی از طریق تولید ناخالص داخلی رشد اقتصادی را افزایش داده­است. همچنین، تکانه­های بهره­وری و درآمد نفت توزیع درآمد خانوارها را بدتر کرده­اند. در نتیجه نابرابری درآمدی خانوارهای کشور افزایش یافته­است.

کلیدواژه‌ها


عنوان مقاله [English]

Impact of Monetary and Fiscal Shocks on Iranian Economic Growth and Income Distribution–A Dynamic Stochastic General Equilibrium

نویسندگان [English]

  • mohammadhassan fotros 1
  • reza maboodi 2
چکیده [English]

This paper examines impacts of money base and government shocks on economic growth and income inequality of Iranian economy using dynamic stochastic general equilibrium model. The New Keynesian approach was used to design appropriate model and definition the equations. Also, time series data of period 1961 to 2012 was used to calculate the parameters and the simulation the endogenous variables of model with real world. The behavior of the Gini coefficient and economic growth showed that during the selected period the Gini coefficient behavior is counter-cyclical to economic growth. Results based on impulse response functions indicate that money base and government shocks have increased the economic growth via aggregate production. On the other hand, productivity shock has increased economic through non-oil production growth. Oil income shock has increased economic growth through GDP Also, money base and government shocks have worsened household’s income distribution. So, income inequality was increased

کلیدواژه‌ها [English]

  • Monetary and Fiscal shocks
  • Economic growth
  • Income Inequality
  • Calibration DSGE Model

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