دوره 12، شماره 43 - ( 1-1400 )
سال12 شماره 43 صفحات 270-237 |
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Daliri H. Factors Affecting on the Business Cycles in OPEC Countries: Evidence from the Quantile Panel Regressions Model. jemr 2021; 12 (43) :237-270
URL: http://jemr.khu.ac.ir/article-1-2129-fa.html
URL: http://jemr.khu.ac.ir/article-1-2129-fa.html
دلیری حسن. عوامل مؤثر بر ادوار تجاری در کشورهای عضو اوپک: رویکرد رگرسیون‌های کوانتایل در داده‌های تابلویی. تحقیقات مدلسازی اقتصادی. 1400; 12 (43) :237-270
دانشگاه گلستان ، eco.hassan.daliri@gmail.com
چکیده: (3225 مشاهده)
شناسایی رفتار حرکتی ادوار تجاری و عوامل مؤثر بر تشدید یا تضعیف آن‌ها همواره یکی از موضوعات مهم در حوزه اقتصاد کلان بوده است. با توجه به اهمیت ادوار تجاری و همچنین ساختار اقتصادی ویژه‌ای که کشورهای عضو اوپک دارند، مقاله حاضر به دنبال شناسایی رفتار ادوار تجاری در این کشورها است. این مطالعه با استفاده از روش‌های پانل کوانتایل به بررسی تأثیر متغیرهایی همچون مخارج دولتی، باز بودن تجاری، رشد نقدینگی، قیمت نفت و دو متغیر مجازی رکود جهانی و توافق برجام بر شکل‌گیری ادوار تجاری در کشورهای عضو اوپک در دوره 2000-2019 پرداخته است. نتایج نشان از آن دارد که مقادیر ضرایب هر یک از متغیرها در دهک‌های مختلف تفاوت معناداری با یکدیگر داشته‌اند. مخارج دولتی و باز بودن تجاری در دهک‌های ابتدایی تأثیر هم‌جهت با ادوار و در دهک نهایی خلاف جهت با ادوار بوده است. باز بودن تجاری نیز رفتاری مشابه با مخارج دولتی داشته است. اما بررسی متغیر رشد نقدینگی نشان از آن دارد که در دهک‌های ابتدایی و انتهایی هم‌جهت با ادوار تجاری و در دهک‌های میانی خلاف ادوار رفتار کرده است. قیمت نفت نیز همواره در جهت ادوار تجاری بوده است. متغیر توافق برجام در دهک‌های ابتدایی تأثیر بالایی در جهت ادوار تجاری داشته و رکود مالی جهانی نیز خلاف ادوار عمل کرده است.
نوع مطالعه: كاربردي |
موضوع مقاله:
رشد و توسعه و سیاست های کلان
دریافت: 1399/10/13 | پذیرش: 1400/3/18 | انتشار: 1400/6/21
دریافت: 1399/10/13 | پذیرش: 1400/3/18 | انتشار: 1400/6/21
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