پیش‌بینی آثار تحریم‌های جدید و ارزیابی سیاست‌های مالی در چارچوب یک الگوی کلان‌سنجی با داده‌های ترکیبی تواتر متفاوت برای اقتصاد ایران در شرایط تحریم

نویسندگان
محمد نوفرستی
محمدرضا سزاوار
دانشگاه شهید بهشتی
10.52547/jemr.12.44.85
چکیده
در اقتصاد ایران که تحریم‌های مختلفی را تجربه نموده، پیش‌بینی متغیرهای کلان اقتصادی به هنگام اعمال تحریمِ جدید ضروری بوده و از سویی در شرایط تحریم، امکان ارزیابی دقیق‌تری از سیاست‌های اقتصادی مورد انتظار است تا امکان واکنش به موقع به این شوکها و لزوم برنامه‌ریزی متناسب و ایجاد ایمنی در برابر آن‌ها ایجاد گردد. از اینرو در مطالعه حاضر، از یک الگوی کلان‌سنجی داده‌های ترکیبی با تواتر متفاوت بهره گرفته شده است که ضمن داشتن دقت بالا در پیش‌بینی، این امکان در آن فراهم است که وقتی اطلاع جدیدی در مورد متغیرهای پرتواتر بدست آید، بر اساس آن در پیش‌بینی قبلی ارائه شده برای متغیر وابسته کم‌تواتر الگو، تجدید نظر کرد. الگو متشکل از 27 معادله رفتاری،8 معادله ارتباطی و 33 رابطه تعریفی و اتحادی است و پارامترهای الگو به کمک داده‌های سری زمانی در محدوده سال‌های 1338 تا 1396 برآورد شده‌اند. نتایج پیش‌بینی‌ نشان می‌دهد که استفاده از مشاهدات جدید در متغیرهای با تواتر بالا در الگو، منجر به بهبود دقت نتایج در پیش‌بینی متغیرهای درون‌زای الگو شده است.
کلیدواژه‌ها
مدل کلان‌سنجی داده‌های ترکیبی با تواتر متفاوت
تحریم
پیش‌بینی
سیاست مالی

عنوان مقاله English

Predicting the Effects of New Sanctions and Evaluating Fiscal Policies in the Context of a Macroeconomic Model with Mixed-Frequency Data Sampling for the Iranian Economy Under Sanctions

نویسندگان English

Mohamad Noferesti
Mohamadreza Sezavar
Shahid Beheshti University
چکیده English

In the Iranian economy, which has experienced various sanctions, it was necessary to anticipate macroeconomic variables when imposing new sanctions. On the other hand, in the context of sanctions, it is possible to make a more accurate assessment of economic policies in order to be able to respond in a timely manner to these shocks and the need for appropriate planning and security against them. Therefore, in the present study, a macroeconomic model with Mixed-frequency data sampling has been used,While having a high accuracy in prediction, it is possible that when new information about multivariate variables is obtained, based on it, the previous prediction for the dependent variable of the pattern is revised. The model consists of 27 behavioral equations, 8 communication equations and 33 definitional and union relations and the parameters of the model are estimated using time series data in the period 1338 to 1396. Predictive results show that the use of new observations in high frequency variables in the model has led to improved accuracy in predicting the endogenous variables of the model.

کلیدواژه‌ها English

Midas Macroeconometrics Model
Sanctions
Forecasting
Fiscal Policy
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