بررسی تأثیر کنترل ناترازی بانک‌ها بر تورم در ایران(رهیافت رگرسیون کوانتایل)

نوع مقاله : علمی

نویسندگان

1 دانشگاه رازی، کرمانشاه

2 عضو هیئت علمی گروه اقتصاد دانشگاه رازی

3 گروه اقتصاد ،دانشکده علوم اجتماعی، دانشگاه رازی ،کرمانشاه

چکیده

تورم، یکی از معضلات اقتصادی است که امروزه بسیاری از کشورها از جمله کشور ایران را درگیر کرده است. تورم، مشکلات اجتماعی و اقتصادی زیادی را به بار می‌آورد و اغلب اقتصاددانان و سیاستمداران به دنبال راه حلی برای مهار تورم هستند. یکی از متغیرهایی که در ایران بر تورم اثرگذار است نقدینگی و پایه پولی است. ترازنامه بانکی کشور طی سال‌های متمادی با اضافه برداشت بانک‌ها از بانک مرکزی و کسری بودجه دولت با ناترازی رو به گسترشی مواجه بوده است. لذا در این پژوهش به برآورد تأثیر ناترازی بانک‌ها بر تورم در ایران پرداخته شده است. در این پژوهش از داده‌‌های آماری سال‌‌های 1400-1370 استفاده شده و مدل‌ مورد استفاده، رگرسیون کوانتایل می‌باشد. نتایج پژوهش نشان می‌‌دهد، که با افزایش نرخ رشد بدهی بانک‌‌ها به بانک مرکزی، نرخ رشد بدهی دولت به بانک مرکزی و نرخ ارز در چندک‌های بالا و پایین، تورم افزایش می‌‌یابد، و همچنین نرخ رشد شکاف تولید و باز بودن بازار مالی تأثیر منفی و معناداری بر تورم دارد.

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

Estimating the Impact of Banking System Imbalance on Inflation in Iran (Quantile Regression Approach)

نویسندگان [English]

  • neda pourjamshidi 1
  • kaumars sohaili 2
  • shahram fatahi 3
1 razi
2 raze
3 razi
چکیده [English]

Inflation is one of the economic problems that has affected many countries, including Iran. Inflation causes many social and economic problems, and most economists and politicians are looking for a solution to curb inflation. One of the variables that affects inflation in Iran is liquidity and monetary base. The country's bank balance sheet has been facing a widening imbalance for many years with the banks’ overdrafts from the central bank and the government's budget deficit. Therefore, this research estimates the impact of banks' imbalance on inflation in Iran. This study used the quantile regression model and the statistical data of 1370-1400. The results show that inflation increases with the increase in the growth rate of banks' debt to the central bank, the growth rate of the government's debt to the central bank, and the exchange rate in high and low quantiles because the growth rate of the production gap and financial market openness have a significant negative effect on inflation.

کلیدواژه‌ها [English]

  • Bank Imbalance
  • Inflation
  • Iran
  • Quantile Regression
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