بررسی تأثیر نوسانات نرخ ارز بر میزان قاچاق کالا در ایران در شرایط تحریم

نوع مقاله : علمی

نویسندگان

1 استاد گروه اقتصاد، دانشکده علوم اقتصادی و اداری، دانشگاه مازندران، بابلسر، ایران

2 دکتری اقتصاد، دانشکده علوم اداری و اقتصادی، دانشگاه فردوسی، مشهد، ایران

3 کارشناسی ارشد مدیریت مالی، دانشکده مدیریت و اقتصاد، دانشگاه آزاد اسلامی واحد یادگار امام، شهر ری، ایران

4 کارشناسی ارشد حقوق، دانشکده علوم انسانی، دانشگاه آزاد اسلامی، اهواز، ایران

چکیده

در پژوهش حاضر به بررسی تأثیر نوسانات نرخ ارز بر میزان قاچاق کالا در دو حالت با لحاظ شرایط تحریم و بدون لحاظ تحریم در دوره زمانی 1398-1352 به­صورت سالانه پرداخته شده است. در پژوهش حاضر جهت استخراج نوسانات نرخ ارز از رویکرد تبدیل موجک دابشیز و جهت استخراج شاخص تحریم از رویکرد تحلیل مولفه­های اصلی جهت مشخص نمودن بار عاملی استفاده شده است. هم‌چنین در نهایت جهت بررسی تأثیر نوسانات نرخ ارز با توجه به دوره زمانی بروز نوسانات در دو حالت با لحاظ شاخص تحریم و بدون لحاظ شاخص تحریم بر میزان قاچاق کالا در کشور از الگوی مارکوف سویچینگ استفاده شده است. نتایج پژوهش نشان می­دهد افزایش باز بودن تجاری فارغ از سطح و رژیم قاچاق کالا در کشور موجب کاهش معنادار قاچاق کالا می­شود. افزایش درآمدهای مالیاتی نیز در تمامی سطوح و رژیم­های قاچاق کالا تأثیر مثبت و معنادار داشته است. افزایش اندازه دولت در شرایطی که میزان قاچاق کالا پایین باشد، تأثیر منفی و معنادار و در سطح پایین قاچاق کالا تأثیر مثبت و معنادار داشته است. نوسانات کوتاه­مدت و بلندمدت نرخ ارز در شرایط بدون تحریم و با تحریم در تمامی سطوح و رژیم­های قاچاق کالا تأثیر مثبت و معنادار داشته است و تأثیر مثبت نوسانات بلندمدت ارز به­ویژه با لحاظ تحریم قوی­تر بوده است. هم‌چنین شکاف نرخ ارز اسمی نیز در حالتی که سطح و رژیم قاچاق کالا بالا باشد، تأثیر مثبت و معنادار داشته است. بنابرابن بایستی سهم صندوق توسعه ملی از درآمدهای فروش نفت و گاز افزایش یابد تا منابع ارزی بانک مرکزی نیز بواسطه آن افزایش یابد و در شرایط تحریم بتواند مانع از بروز نوسانات نرخ ارز به­ویژه به­صورت بلندمدت شود.

کلیدواژه‌ها

عنوان مقاله [English]

Investigating the Effect of Exchange Rate Fluctuations on the Smuggling Rate of Goods in Iran under Sanctions Situations

نویسندگان [English]

  • amirmansour tehranchian 1
  • soheil roudari 2
  • Hossein Hedayati 3
  • hedayat bahrami 4
1 1Professor of Economics, Department of Economics, University of Mazandaran, Babolsar, Iran,
2 Ph.D. in Economics, Department of Economics, Ferdowsi University of Mashhad, Iran
3 MSc in Financial Management, Department of Management, Islamic Azad University, Yadegar Emam, Shahr Rey, Iran
4 MSc in Law, Department of Law, Islamic Azad University, Ahvaz, Iran
چکیده [English]

In the present study, the effect of exchange rate fluctuations on the smuggling rate of goods in two cases with and without sanctions in 1352-1398 has been investigated annually. In the present study, the Daubechies wavelet transform approach has been used to extract exchange rate fluctuations, and the principal component analysis approach has been used to extract the factor loading of the sanctions index. Finally, to investigate the effect of exchange rate fluctuations according to the period of fluctuations in two cases with and without the sanctions index on the smuggling rate of goods in the country, the Markov switching model has been used. The results show that increasing trade openness regardless of the level and regime of smuggling in the country significantly reduces smuggling. The increase in tax revenues has also had a positive and significant effect on all levels of smuggling. Increasing the size of government in a situation where the smuggling rate of goods is low, has a positive and significant impact on smuggling of goods. Short-term and long-term exchange rate fluctuations in the conditions without sanctions and with sanctions have had a positive and significant effect at all levels and regimes of smuggling of goods and the positive effect of long-term exchange rate fluctuations has been stronger, especially in terms of sanctions. The official exchange rate gap has also had a positive and significant effect on smuggling of goods in high regime. Therefore, the share of the National Development Fund in oil and gas sales revenues should be increased in order to increase the foreign exchange resources of the Central Bank, and in the event of sanctions, it can prevent exchange rate fluctuations, especially in the long run.

کلیدواژه‌ها [English]

  • Exchange rate Fluctuations
  • Smuggling
  • Sanctions Index
  • Wavelet Transform
  • Markov Switching

مراجع

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پژوهشنامه اقتصاد کلان Macroeconomics Research Letter
دوره 17، شماره 33
فروردین 1401
صفحه 35-59

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سابقه مقاله

  • تاریخ دریافت: 25 تیر 1400
  • تاریخ بازنگری: 02 شهریور 1400
  • تاریخ پذیرش: 16 شهریور 1400

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