پژوهش‌های رشد و توسعه اقتصادی

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لیست داوران 1400

لیست داوران 1399

بررسی اثرات تکانه‌های مخارج مصرفی و سرمایه‌ای دولت تحت دو قاعده پولی تیلور و نرخ رشد حجم پول (الگوی DSGE)

نوع مقاله : پژوهشی

نویسندگان

1 دانشجوی دکتری اقتصاد، دانشکده اقتصاد و حسابداری، دانشگاه آزاد اسلامی، واحد تهران جنوب، تهران، ایران.

2 استادیار گروه اقتصاد، دانشکده اقتصاد و حسابداری، دانشگاه آزاد اسلامی، واحد تهران جنوب، تهران، ایران

3 استادیار گروه اقتصاد، دانشکده اقتصاد و حسابداری، دانشگاه آزاد اسلامی، واحد تهران جنوب، تهران، ایران.

چکیده

از آنجایی که در کشورهای در حال توسعه و نفتی زیرساخت‌های رشد و توسعه شکل نگرفته است و همچنین بخش خصوصی نیز به دلایل نهادی، ضعف توانایی مالی و بعضاً فنی، قدرت فعالیت در این حوزه را ندارد، در میان عوامل مؤثر بر شاخص‌های کلان اقتصادی در این کشورها، مخارج دولت از اهمیت بیشتری برخوردار است که این امر روند عمومی برنامه ریزی در خصوص تخصیص بودجه مصرفی و سرمایه‌ای به هر یک از فعالیت‌های اقتصادی را تحت تأثیر قرار می‌‌دهد.هدف این تحقیق بررسی اثرات تکانه‌های مخارج مصرفی و سرمایه‌ای دولت تحت دو قاعده پولی تیلور و رشد حجم پول است. برای دستیابی به این هدف، یک الگوی تعادل عمومی پویایی تصادفی مبتنی بر دیدگاه کینزین جدید با استفاده از اطلاعات و آمارهای موجود اقتصاد ایران طی بازه زمانی ۱۳99-۱۳70 متناسب با واقعیات اقتصاد ایران طراحی گردیده است. مقایسه نتایج به دست آمده از شبیه سازی در دو مدل مجزا مبین آن است که برای تأثیرگذاری بر متغیرهای بخش واقعی اقتصاد، تفاوت چندانی میان ابزار نرخ بهره و نرخ رشد حجم پول وجود ندارد. در مقابل، برای تأثیرگذاری بر متغیرهای غیرحقیقی در مواجهه با تکانه‌های مذکور، نرخ رشد حجم پول نسبت به نرخ بهره عملکرد بهتری داشته است

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

Investigating the Effects of Consumption and Capital Expenditure Impulses of the Government Under Taylor's Rule and Growth Rate of Money (DSGE Model)

نویسندگان [English]

  • Seyed Ahmad Reza Alavi 1
  • Mahnaz Rabiei 2
  • fatemeh zandi 3
  • Abdollah Davani 3

1 Ph.D. Candidate, Department of Economics and Accounting, South Branch of Tehran, Islamic Azad University, Tehran.

2 2. Assistant Professor, Department of Economics and Accounting, South Branch of Tehran, Islamic Azad University, Tehran.

3 Assistant Professor, Department of Economics and Accounting, South Branch of Tehran, Islamic Azad University, Tehran, Iran.

چکیده [English]

Since the infrastructure of growth and development has not been formed in the developing and oil-producing countries, and also the private sector does not have the power to operate in this field due to institutional reasons, weak financial and sometimes technical ability, among the factors affecting macroeconomic indicators. In these countries, government spending is more important, which affects the general planning process regarding the allocation of consumption and capital budgets to each of the economic activities. The purpose of this research is to investigate the effects of consumption and capital spending impulses the government is under Taylor's two rules of money and the growth of the money supply. To achieve this goal, a general equilibrium model of stochastic dynamics based on the new Keynesian view has been designed using the available information and statistics of Iran's economy during the period of 1991-2020 according to the realities of Iran's economy. Comparing the results obtained from the simulation in two separate models shows that there is not much difference between the interest rate tool and the growth rate of money to influence the variables of the real sector of the economy. On the other hand, in order to influence the non-real variables in the face of the mentioned impulses, the growth rate of the money volume has performed better than the interest rate.

کلیدواژه‌ها [English]

  • DSGE
  • Expenditure of Government
  • Monetary Rules
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پژوهش‌های رشد و توسعه اقتصادی
دوره 14، شماره 53
دی 1402
صفحه 94-75
فایل ها
سابقه مقاله
  • تاریخ دریافت: 28 اسفند 1401
  • تاریخ بازنگری: 09 مرداد 1402
  • تاریخ پذیرش: 10 مرداد 1402
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