بازبینی رابطه‌ی میان تورم و نااطمینانی آن در ایران: کاربردی از تبدیل موجک پیوسته

نوع مقاله : علمی

نویسندگان

1 استادیار گروه اقتصاد و حسابداری، دانشکده ادبیات و علوم انسانی، دانشگاه گیلان، رشت، ایران.

2 دکتری اقتصاد کشاورزی، دانشگاه آزاد اسلامی واحد علوم تحقیقات، تهران، ایران.

چکیده

رابطه­ی میان تورم و نااطمینانی تورمی توجه بسیاری از مطالعات نظری و تجربی اقتصادکلان را به خود جلب کرده است. علی­رغم مطالعات گسترده در این زمینه، کماکان اجماعی در خصوص جریان علّیت میان این دو متغیر وجود ندارد. در این راستا، پژوهش حاضر از تبدیل موجک پیوسته و تحلیل در حوزه­ی زمان – فرکانس استفاده می­کند تا بینش جدیدی در خصوص رابطه­ی میان تورم و نااطمینانی آن در ایران طی دوره 1401:08 – 1370:05 ارائه دهد. طبق نتایج به دست آمده جریان علّیت خلاف فار میان دو متغیر برقرار نبوده و نظریات مرتبط با این مهم در اقتصاد ایران موضوعیت ندارد. به این مفهوم که اولاً عاملین اقتصادی عموماً قادر نیستند پیش­بینی خود را در رویارویی با تورم تدقیق نمایند. ثانیاً، مقامات پولی در هنگام اوج گرفتن قیمت­ها اقدامات لازم برای به ثبات رساندن آن را در پیش نمی­گیرند. دربلندمدت، جریان علّی از تورم به نااطمینانی تورمی با شدت قابل توجهی برقرار است. تفسیر نتایج در بعد زمان و تطابق آن با مبانی نظری و شرایط اقتصاد ایران حاکی از آن است که در بلندمدت سیاست­گذار در واکنش به افزایش سطح عمومی قیمت­ها حساسیت نسبتاً کم­تری برای کاهش تورم در قیاس با سایر اهداف داشته است.

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

Revisiting the relationship between inflation and its uncertainty in Iran: the application of continuous wavelet transform

نویسندگان [English]

  • Saleh Taheri Bazkhaneh 1
  • Hamdollah Seifi Khodashahri 2
1 Assistant Professor, Faculty of Literature and Humanities, University of Guilan, Rasht, Iran.
2 Ph.D. in Agricultural Economics, Islamic Azad University Science and Research Branch, Tehran, Iran.
چکیده [English]

.
The relationship between inflation and inflationary uncertainty has attracted the attention of many theoretical and empirical macroeconomic studies. Despite extensive studies in this field, there is still no consensus regarding the flow of causality between these two variables. In this regard, the current research uses continuous wavelet transform and analysis in the time-frequency domain to provide new insights into the relationship between inflation and its uncertainty in Iran during the period 1991 - 2022. According to the obtained results, the flow of causality between the two variables is not established and the theories related to this issue are not relevant to Iran's economy in the sense that, firstly, economic agents are generally not able to correct their forecast in the face of inflation. And secondly, the monetary authorities do not take necessary measures to stabilize the prices when they rise. In the long run, the causal flow from inflation to inflation uncertainty is established with significant intensity. The interpretation of the results in the dimension of time and its compatibility with the theoretical foundations and conditions of Iran's economy indicates that in the long run, the policymaker, in response to the increase in the general level of prices, has relatively less sensitivity to reducing inflation compared to other goals.

کلیدواژه‌ها [English]

  • Inflation
  • Inflation Uncertainty
  • Wavelet Analysis
  • Time-Frequency Domain
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