اندازه گیری تورم پایه در اقتصاد ایران (رویکرد مبتنی بر مدل)
Publish place: Journal of Economic Research، Vol: 46، Issue: 1
Publish Year: 1390
نوع سند: مقاله ژورنالی
زبان: Persian
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شناسه ملی سند علمی:
JR_JTET-46-1_004
تاریخ نمایه سازی: 19 آبان 1400
Abstract:
This study tries to measure core inflation in Iran's economy, using SVAR method, spanning the period ۱۹۷۳-۲۰۰۷. The necessity of knowing about core inflation is that it increases signals to likely noises (shocks). Through using coring inflation criteria in policy making, monetary policies become more effective, as policymakers just react to fluctuations in measured inflation, ignoring temporary noises. Core inflation criteria is an appropriate index for both the measurement of current and future inflation trends, and an applicable target for monetary policy. In this study, core inflation is considered as "a component of measured inflation with no effect on real output either in the long run or short run". In an attempt to measure core inflation in Iran, three variables as oil price, gross national product, and consumer price index are deployed in a Structural Vector Auto Regressive (SVAR) model, imposing some restrictions to make the model compliant with the structure of Iran's economy. The results show that in most cases, headline inflationary pressures have been more than measured inflation, for there have been deflationary pressures of oil export revenues in the economy. JEL Classification: E۳۱ , E۵۲
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Authors
حسین عباسی نژاد
دانشیار دانشکده ی اقتصاد دانشگاه تهران
احمد تشکینی
دکترای اقتصاد از دانشگاه تهران و هیات علمی موسسهی مطالعات و پژوهش های بازرگانی