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.

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