الگوپذیری صادرات غیرنفتی کشور از نوسانات نرخ ارز | ||
| کاوش‌های مدیریت بازرگانی | ||
| مقاله 5، دوره 11، شماره 21، شهریور 1398، صفحه 91-113 اصل مقاله (674.87 K) | ||
| نوع مقاله: مقاله پژوهشی | ||
| شناسه دیجیتال (DOI): 10.22034/jbar.2019.1551 | ||
| نویسندگان | ||
| منصوره علیقلی* 1؛ عطاالله برادران2 | ||
| 1دانشیار گروه آموزشی مدیریت بازرگانی دانشکده مدیریت، دانشگاه آزاد اسلامی، واحد تهران مرکزی | ||
| 2کارشناس ارشد دانشگاه آزاد قزوین، دانشکده مدیریت و حسابداری | ||
| چکیده | ||
| نرخ موثر واقعی ارز یکی از مهمترین عوامل موثر در رقابت پذیری بین المللی است، و با افزایش آن رقابتپذیری صادرات کشور افزایش می‌یابد. بنابراین نگهداشتن و یا بالا بردن نرخ موثر واقعی ارز بر تراز تجاری کشور اثر مثبت، و کاهش آن اثر منفی خواهد داشت. لذا این تحقیق در پی بررسی اثرات نرخ ارز بر صادرات غیرنفتی در ایران با رویکرد تحلیل سری زمانی است. در این تحقیق، اطلاعات متغیرها از طریق بانک‌های اطلاعاتی برای سال‌های 91-1370 استخراج شده و از آزمون دیکی فولر برای پایایی متغیرها، آزمون علیت گرنجری و مدل خودرگرسیون برداری (VAR) به آزمون فرضیات پرداخته شد. نتایج نشان داد که متغیر نرخ ارز اثرات معکوس و معناداری بر صادرات غیرنفتی طی دوره مورد مطالعه دارند. بهطوری که با افزایش نرخ ارز در سال‌های مورد مطالعه، میزان صادرات غیرنفتی کاهش یافته است. همچنین نتایج این تحقیق نشان داد که تاثیر متغیرهای تولید ناخالص داخلی، درجه آزادی اقتصادی و تسهیلات اعطایی به بخش خصوصی بر صادرات غیرنفتی مثبت و معنادار می‌باشد. | ||
| کلیدواژه‌ها | ||
| صادرات غیرنفتی؛ نرخ ارز؛ علیت گرانجری؛ مدل خودرگرسیون برداری (VAR) | ||
| عنوان مقاله [English] | ||
| The Patterns of Non-oil Exports of the Country Affected by Exchange Rate Fluctuation | ||
| نویسندگان [English] | ||
| Mansoureh Aligholi1؛ Ataa'ollah Baradaran2 | ||
| 1Associate Professor of Department of Business Managment Faculty of Management Islamic Azad University Centeral Tehran Branch | ||
| 2Master of Science in business Managment, Faculty of Management & Accounting, Qazvin Azad University, Qazvin, Iran | ||
| چکیده [English] | ||
| The effective rate of exchange is one of the most important factors in international competitiveness. The more it increases, the better the competitiveness of exports is. So, keeping or raising the real effective exchange rate has a positive effect on the country's trade balance, but reducing it will have a negative effect. The aim of this study is to investigate the effect of exchange rate on the non-oil exports of Iran with the time series analysis approach. The data on the variables were extracted from databases for the period of 1991-2012, and the Dickey-Fuller test was used to evaluate the reliability of the variables. Also, the Granger causality test and the VAR model were used to test the hypothesis. The results showed that the variable of exchange rates had significant adverse effects on non-oil exports during the studied period; with an increase in the exchange rate in that period, non-oil exports declined. It was also shown that the impacts of GDP, the degree of economic openness and non-oil export facilities granted to the private sector were positive. | ||
| کلیدواژه‌ها [English] | ||
| Exports, Exchange rate, Granger causality, VAR model | ||
| مراجع | ||
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