پژوهش‌های رشد و توسعه اقتصادی

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لیست داوران 1399

مقایسه اثر شوک‌های مثبت و منفی قیمت نفت خام بر رشد اقتصادی ایران و عراق: شواهدی از مدل NARDL

نوع مقاله : پژوهشی

نویسندگان

1 دانشجوی دکترای اقتصاد دانشگاه فردوسی مشهد، ایران

2 دانشیار گروه اقتصاد دانشگاه فردوسی مشهد، ایران

3 استاد گروه اقتصاد دانشگاه فردوسی مشهد، ایران.

چکیده

نفت یکی از مهمترین منابع ثروت ملی در جهان محسوب می‌شود که اخیراً قیمت آن نوسانات زیادی داشته است و کشورهای صادرکننده‌ی نفتی وابسته را در معرض خطر بی‌ثباتی اقتصادی قرار می‌دهد. از این‌رو، هدف مطالعه حاضر، مقایسه اثرات بالقوه نامتقارن نوسانات قیمت نفت خام بر رشد تولید ناخالص داخلی واقعی دو کشور همسایه خاورمیانه (ایران و عراق) است. در این مطالعه، انحراف از میانگین به عنوان نوسانات قیمت نفت خام در نظر گرفته شده است و برای برآورد اثرات نامتقارن بلندمدت و کوتاه‌مدت نوسانات قیمت نفت خام بر رشد اقتصادی دو کشور صادرکننده نفت (ایران و عراق) با دو مدل یک و دو از رویکرد رهیافت الگوی خودرگرسیونی با وقفه‌های توزیعی غیرخطی (NARDL) و داده‌های سالیانه 1990-2022 استفاده شده است. تجزیه و تحلیل نامتقارن، نتایج قابل توجهی را در مورد تفاوت پاسخ‌های رشد اقتصادی به شوک‌های مثبت و منفی قیمت نفت خام ارائه می‌دهد. در مورد ایران، واکنش تولید ناخالص داخلی واقعی به شوک مثبت نفت در بلندمدت بزرگتر از شوک‌ منفی نفت است. نتایج نشان داد که گرچه افزایش قیمت نفت در کوتاه‌مدت سبب افزایش رشد اقتصادی ایران می‌شود اما افزایش قیمت نفت در بلندمدت رشد حقیقی ایران را کاهش می‌دهد. به‌علاوه، شوک منفی نفت در کوتاه‌مدت و بلندمدت سبب کاهش رشد اقتصادی ایران می‌شود. از سوی دیگر، شوک مثبت نفتی در کوتاه‌مدت سبب افزایش رشد اقتصادی عراق می‌شود در حالی که در بلندمدت اثر قابل توجهی بر تولید ناخالص داخلی واقعی عراق ندارد. یافته‌های تجربی این مطالعه، پیامدهای سیاستی مهمی برای سیاست‌گذاران و مقامات ایران و عراق در رابطه با رشد اقتصادی پایدار ارائه می‌دهد.

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

Comparing the Effect of Positive and Negative Crude Oil Price Shocks on the Economic Growth of Iran and Iraq: Evidence from the NARDL Model

نویسندگان [English]

  • Ahmed falih Abd Alhasan Alsaedi 1
  • Narges Salehnia 2
  • Mohammad Taher Ahmadi Shadmehri 3

1 Ph.D. Student in Economics, Faculty of Economics, Ferdowsi University of Mashhad, Mashhad, Iran.

2 Associate Professor, Faculty of Economics, Ferdowsi University of Mashhad, Mashhad, Iran.

3 Professor, Faculty of Economics, Ferdowsi University of Mashhad, Mashhad, Iran.

چکیده [English]

The aim of this study is to compare the potential asymmetric effects of crude oil price fluctuations on real GDP growth in two neighboring countries (Iran and Iraq). In this study, deviation from the average is considered as crude oil price fluctuations, and to estimate the long-term and short-term asymmetric effects of crude oil price fluctuations on the economic growth of two oil-exporting countries (Iran and Iraq) with two models, one and two, the approach of the autoregressive model with non-linear distribution Lags (NARDL) and the annual data of 1990-2022 were used. Asymmetric analysis provides significant results regarding the difference in economic growth responses to positive and negative crude oil price shocks. In the case of Iran, the response of real GDP to a positive oil shock is larger than to a negative oil shock in the long run. The results showed that although the increase in the price of oil in the short term increases the economic growth of Iran, the increase in the price of oil in the long term reduces the real growth of Iran. In addition, the negative shock of oil in the short and long term will reduce Iran's economic growth. On the other hand, the positive oil shock increases Iraq's economic growth in the short term, while it does not have a significant effect on Iraq's real GDP in the long term. The empirical findings of this study provide important policy implications for policymakers and officials in Iran and Iraq regarding sustainable economic growth.
 

کلیدواژه‌ها [English]

  • Asymmetric Effects
  • Economic Growth
  • Positive Oil Price Shocks
  • Negative Oil Price Shocks
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پژوهش‌های رشد و توسعه اقتصادی
دوره 15، شماره 57
دی 1403
صفحه 103-83
فایل ها
سابقه مقاله
  • تاریخ دریافت: 05 خرداد 1403
  • تاریخ بازنگری: 13 آبان 1403
  • تاریخ پذیرش: 29 آبان 1403
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