بررسی اثرات نامتقارن نرخ تورم بر نابرابری درآمد در ادوار تجاری: رویکرد مارکف سوئیچینگ

نوع مقاله : علمی

نویسندگان

1 عضو هیئت علمی دانشکده اقتصاد دانشگاه امام صادق علیه السلام

2 دانشگاه آزاد واحد علوم و تحقیقات

3 دانشگاه امام صادق علیه السلام

چکیده

ﻧﺎﺑﺮاﺑﺮی درآﻣﺪ ازجمله ﻣﺸﻜﻼﺗﻲ اﺳﺖﻛﻪ کشورهای درحال‌توسعه ﺑﺎ آن دست ‌به‌گریبانﻫﺴﺘﻨﺪ. ازآنجایی‌که نرخ تورم می‌تواند تأثیر معنی‌داری بر توزیع درآمد در اقتصاد داشته باشد، در این تحقیق تلاش شده است تا رابطه غیرخطی میان نرخ تورم و نابرابری درآمد در اقتصاد ایران را با به‌کارگیری رهیافت مارکف سوئیچینگ و تئوری‌های موجود در زمینه مارکف سوئیچینگ، با داده‌های فصلی طی دوره زمانی 1385 تا 1400 و با واردکردن متغیرهای تأثیرگذار دیگر همچون نرخ بیکاری و حجم نقدینگی مورد آزمون و بررسی قرار دهد؛ نتایج تحقیق نشان می‌دهند که بین نرخ تورم و توزیع درآمد رابطه غیرخطی وجود دارد. ضریب نرخ تورم در رژیم صفر (دوران رونق) 0.00975702 و در رژیم یک (دوران رکود) 0.0327855 است که نشان ازتأثیر مثبت و معنی دار نرخ تورم بر ضریب جینی دارد؛ به عبارتی تأثیرات غیرخطی نرخ تورم بر توزیع درآمد هم در دوران رکود و هم در رونق در رژیم صفر(دوران رونق)، معنی‌دار و در رژیم یک ( دوران رکود)، بی‌معنی است. همچنین تأثیرات نرخ بیکاری بر نابرابری درآمد در هر دو رژیم مثبت و معنادار می‌باشد، حجم نقدینگی نیز تأثیر منفی و معنادار در رژیم اول و تأثیر مثبت و معنادار در رژیم دوم بر توزیع درآمد دارد.

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

Investigating the asymmetric effects of inflation rate on income inequality in business cycles: Markov switching approach

نویسندگان [English]

  • Mostafa Samiee nasab 1
  • Aliraza Rezaei 2
  • mohammad Kaveh Baghbadorani 3
  • Ali Jodatvand 3
1 Member of Faculty of Economics, Imam Sadiq University
2 Islamic Azad University Science and Research Branch
3 Imam Sadiq University
چکیده [English]

Income inequality is one of the problems that developing countries are dealing with. Since the inflation rate can have a significant effect on the income distribution in the economy, in this research, an attempt has been made to analyze the non-linear relationship between the inflation rate and income inequality in the Iranian economy by applying the Markov switching approach and existing theories in the field of Markov switching, with seasonal data. The time period from 1385 to 1400 and by introducing other influential variables such as unemployment rate and liquidity volume will be tested and investigated; The research results show that there is a non-linear relationship between the inflation rate and income distribution. Inflation rate coefficient is 0.00975702 in regime zero (boom period) and 0.0327855 in regime one (recession period), which shows the positive and significant effect of inflation rate on the Gini coefficient; In other words, the non-linear effects of the inflation rate on income distribution both during the recession and boom are significant in regime zero (prosperity) and meaningless in regime one (recession). Also, the effects of unemployment rate on income inequality are positive and significant in both regimes, the volume of liquidity has a negative and significant effect in the first regime and a positive and significant effect in the second regime on income distribution.

کلیدواژه‌ها [English]

  • Income distribution
  • inflation rate
  • Markov switching

مراجع

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پژوهشنامه اقتصاد کلان Macroeconomics Research Letter
دوره 19، شماره 44
دی 1403
صفحه 151-172

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سابقه مقاله

  • تاریخ دریافت: 12 اسفند 1402
  • تاریخ بازنگری: 27 خرداد 1403
  • تاریخ پذیرش: 08 تیر 1403

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