توسعه مدل DSGE در ایران جهت افزایش مقاومت نظام مالی کشور با حداقل‌سازی اثرات سرریز شوک ارزی

نوع مقاله : علمی

نویسندگان

1 استادیار دانشگاه علامه طباطبائی، تهران، ایران

2 دانشجوی دکتری علوم اقتصادی، دانشگاه علامه طباطبائی، تهران، ایران و عضو هیأت علمی دانشگاه جامع امام حسین(ع)، تهران، ایران

چکیده

نظام مالی اسلامی ایران به عنوان یکی از اصلی‌ترین بخش‌های تأثیرپذیر از ناحیه سرریز شوک­های سیستمی اقتصاد ایران مبتنی ترتیبات نهادی فعلی، در قالب مدل تعادل عمومی پویای تصادفی در این تحقیق مورد توجه قرار گرفته است. این تحقیق با قرار دادن نرخ واقعی ارز به‌عنوان یک آماره کافی، روش افزایش میزان مقاومت اقتصاد مبتنی‌بر بندهای 8 و 9 سیاست­های کلی اقتصاد مقاومتی را مورد موشکافی
قرار می‌دهد.
حین اجرای مدل، ضعف روش­های مستفاد در این حوزه از دو حیث خطی و حالت ایستای غیرتصادفی مورد بررسی و آسیب‌شناسی قرار می­گیرد. بنابر یافته این پژوهش، روش گلوبال با التزام به حالت ایستای تصادفی بیشترین ظرفیت را در بهینه نمودن نقطه حداکثر مقاومت می­تواند از خود عرضه کند.

کلیدواژه‌ها

عنوان مقاله [English]

DSGE Model Development in Iran for Increasing the Country's Financial Resilience by Minimizing the Effects of Systematic Shocks Overflow

نویسندگان [English]

  • Mohammad Feghhi Kashani 1
  • Mohammad Reza Ismaeili 2

1 Assistant Professor, Allameh Tabatabai University, Tehran, Iran

2 Ph.D. Student of Economics, Allameh Tabatabai University, Tehran, Iran and Assistant Professor, Imam Hossein Complex University, Tehran, Iran

چکیده [English]

Iran's Islamic financial system, as one of the main sectors influenced by the overflow of systemic shocks of Iran's economy based on current institutional arrangements, has been considered in this study in the form of a random dynamic general equilibrium model. By setting the real exchange rate as a sufficient statistic, this research examines the method of increasing the resilience of the economy based on Sections 8 and 9 of the General Policy of the Resistance Economy.
    During the implementation of the model, the weaknesses of the applied methods in this area are investigated from linear and stationary non-accidental states aspects. According to the results, the global method with static random status has the maximum capacity to optimize the maximum resistance point.

کلیدواژه‌ها [English]

  • Random Dynamic General Equilibrium
  • Exchange Rate Regimes
  • Real Exchange Rate
  • Systemic Crises
  • Economic Resistance
  • Uncertainty Shocks
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دوره 7، شماره 2 - شماره پیاپی 14
اردیبهشت 1397
صفحه 425-452
  • تاریخ دریافت: 30 دی 1396
  • تاریخ پذیرش: 24 تیر 1397