کاربرد تحلیل همدوسی موجک در کشف رابطه‌ی بین پویایی‌های قیمت نفت و رفتار ادواری سیاست مالی در ایران

نوع مقاله : علمی-پژوهشی

نویسندگان

1 دانشجوی دکتری، گروه اقتصاد، واحد یزد، دانشگاه آزاد اسلامی، یزد، ایران،

2 استادیار گروه اقتصاد، واحد یزد، دانشگاه آزاد اسلامی، یزد، ایران

3 استادیار گروه اقتصاد، واحد یزد، دانشگاه آزاد اسلامی، یزد، ایران،

10.30465/ce.2023.43531.1837

چکیده

در طول سال‌ها، نفت اهمیت خود را به‌عنوان یک عامل اقتصادی که اقتصاد جهانی همواره باید آن را در نظر بگیرد، نشان داده است؛ بنابراین، اثرات قیمت نفت همیشه جذاب بوده و تأثیرات آن موضوعی موردتوجه پژوهشگران و سیاست‌گذاران است. تغییرات قیمت نفت بر اقتصاد کشورهای تولیدکننده نفت مانند ایران تأثیر می‌گذارد زیرا منبع اصلی درآمدهای دولت به درآمدهای نفتی وابستگی دارد. در این راستا، پژوهش حاضر با استفاده از رویکرد همدوسی موجک با تحلیل در دامنه زمان-فرکانس درک جدیدی از ارتباط بین پویایی‌های قیمت نفت و متغیرهای پیشرو اقتصاد کلان و به‌طور خاص، رفتار ادواری سیاست مالی در ایران را طی سال‌های 1399-1357 ارائه می‌دهد. یافته‌ها سطح بالایی از انسجام بین متغیرها را آشکار می‌کند و این پیوندها از طریق مقیاس‌های زمانی و دامنه‌های فرکانسی در حال تغییر هستند. نتایج همدوسی موجک نشان می‌دهد که اگرچه سیاست مالی در برخی از فرکانس‌ها ضد چرخه‌ای هست اما عموماً موافق ادواری بوده است.
طبقه‌بندی JEL:
Q31، E62، E32،C61

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

The Application of Wavelet Coherence Analysis in Discovering the Nexus Between Oil Price Dynamics and Cyclical Behavior of Fiscal Policy in Iran

نویسندگان [English]

  • Ahmad Pourmohammadi 1
  • zohre tabatabaienasab 2
  • Seyed Yahya Abtahi 2
  • Mohammad Ali Dehqantafti 3
1 Ph.D. Candidate of Economics, Yazd Branch, Islamic Azad University, Yazd, Iran
2 Assistant Professor of Economics, Yazd Branch, Islamic Azad University, Yazd, Iran
3 Assistant Professor of Economics, Yazd Branch, Islamic Azad University, Yazd, Iran
چکیده [English]

Over the years, oil has demonstrated its importance as an economic factor that the world economy must always consider. thus, oil price effects are always fascinating and the oil-price impact has a subject of interest among researchers and policymakers. movements in crude oil prices affect the economy of oil-producing countries such as Iran because the main source of government revenue depends on oil revenues. In this regard, the present research, using the wavelet coherence approach and time-frequency domain analysis, provides new insight into the relationship between oil price dynamics and leading macroeconomic variables, specifically, the cyclical behavior of fiscal policy in Iran over the years 1357-1399 (1978-2020). The findings reveal a high level of coherence between the variables and these links are changing through time scales and frequency domains. The results of wavelet coherence indicate that although the fiscal policy is counter-cyclical in some frequencies, it has generally been pro-cyclical.

کلیدواژه‌ها [English]

  • Oil Price
  • Fiscal Policy Cyclicality
  • Macroeconomic Variables
  • Time-Frequency Domain
  • Wavelet Coherence JEL Classification: Q31
  • E62
  • E32
  • C61
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