اثر تورم بر تغییرپذیری قیمت نسبی در ایران

تقی نژاد عمران, وحید; زروکی, شهریار; صالحی, زینب

doi:10.22080/iejm.2017.9462.1460

اثر تورم بر تغییرپذیری قیمت نسبی در ایران

نوع مقاله : علمی

نویسندگان

¹ استادیار گروه اقتصاد دانشگاه مازندران

² دانشجوِی کارشناسی ارشد علوم اقتصادی دانشگاه مازندران

10.22080/iejm.2017.9462.1460

چکیده

هر بنگاه تمایل دارد تصمیم تولیدی‌اش را بر پایه قیمت نسبی (واقعی) محصول تولیدی خود پی ریزی کند. یکی از هزینه‌های شناسایی شده تورم، ایجاد نوسان در قیمت‌های نسبی محصولات است که می‌تواند به تخصیص نامناسب منابع کمیاب اقتصاد منجر شود؛ از اینرو یک دیدگاه در زمینه کاهش نرخ تورم تاکید آن روی کمینه‌سازی نوسان قیمت‌های نسبی تولیدات است. تحقیقات تجربی در این ارتباط نشان می‌دهد که رابطه میان تورم و تغییرپذیری قیمت نسبی تولید می‌تواند خطی و یا درجه دوم، شکل، باشد (دابوس و کارابالو 2013) . این مطالعه بر پایه داده های سری زمانی ماهانه ایران در سال های 1381 تا 1393 و به کارگیری روش حداقل مربعات معمولی ، رابطه میان تورم و تغییر قیمت نسبی را بررسی می کند. نتیجه برآورد الگوی اقتصادسنجی، وجود یک رابطه درجه دو، میان تورم و تغییرات قیمت های نسبی را نشان داد. از طرفی نرخ تورمی که تغییرات قیمت‌های نسبی را کمینه می‌سازد ، حدود 21 درصد است. همچنین با بکارگیری الگوی خود رگرسیون واریانس ناهمسانی شرطی تعمیم یافته ، نشان داده شد که تورم‌های پیش بینی نشده مثبت و منفی، بر تغییرات قیمت‌های نسبی تاثیر متقارن دارد.

کلیدواژه‌ها

عنوان مقاله [English]

The Effect of Inflation on Relative Price Variability in Iran

نویسندگان [English]

vahid taghinejan omran ¹
shahriyar zaroki ¹
zeynab salehi ²

چکیده [English]

Firms tend to base production decision on relative price (real) of their products. One of the introduced and known costs of inflation in macroeconomic literature is that, inflation can create fluctuations in the relative prices of products and goods. In this way, this could lead to misallocation of scarce economic resources. Therefore, one of the ways and method in which inflation rate is looked at is to focus on minimizing relative prices variability of products. Empirical research in this area suggests that the relationship between inflation and relative prices variability (RPV) could be linear or u-shaped quadratic. Using the ordinary least squares (OLS) method, this study investigates the relationship between inflation and relative price variability based on monthly time series data form Iran during 2002 - 2014. The results of this study show that there is a nonlinear and quadratic (U- shaped) relation between inflation and relative price variability. The results also show that minimizing relative prices variability rate of inflation is al-most 21 percent. Finally results from generalized Auto-Regressive Conditional Heteroscedasticity model (GARCH) used in this study show and indicate both positive unexpected inflation and negative unexpected inflation have a symmetric and regular effect on the rela-tive price variability.

کلیدواژه‌ها [English]

inflation
Relative Price Variability (RPV)
Inflation Expectation
Inflation Uncertainty

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