خلاصة:
چکیده مقاله تحلیل گذار غیر خطی نرخ ارز در اقتصاد ایران:گذار نرخ ارز (ERPT)، به مفهوم تاثیر تغییرات نرخ ارز بر قیمتهای داخلی است. بررسی ارتباط بین نرخ ارز و سطح عمومی قیمتهای داخلی که در ادبیات مالیه بینالملل به تحلیل گذار نرخ ارز معروف گردیده، یکی از موضوعات مهم و اساسی در ادبیات اقتصادی بوده است. این مطالعه به بررسی گذار غیرخطی نرخ ارز در اقتصاد ایران در دوره زمانی 1362 تا 1397 با استفاده از روش سوئیچینگ مارکوف میپردازد. نتایج بیانگر این است که در دوره مورد بررسی به ازای افزایش یک درصدی در نرخ ارز، نرخ تورم معادل با 74 صدم درصد افزایش مییابد. به عبارتی دیگر انتقال به قیمت ها کامل نیست و درجه گذار نرخ ارز در اقتصاد ایران ناقص است. ناقص بودن عبور نرخ ارز به این علت است که احتمالاً قیمـت کالاهـای وارداتـی فقط تابع نرخ ارز نیست، بلکه عوامل دیگری درنوسان این قیمتها مؤثر بوده است .
Exchange rate pass-through (ERPT) means the impact of exchange rate fluctuations on domestic prices. The study of the relation between the exchange rate and the general level of domestic prices, known in the international financial literature as the exchange rate analysis, has been one of the most important and fundamental topics in the economic literature. This study investigates the nonlinear exchange rate pass-through in the Iranian economy in the period 1984 to 2019 using the Markov switching method. The results show that in the period under review, for a one percent increase in the exchange rate, the inflation rate increases by 74 percent. In other words, transfer to prices is not complete and exchange rate transition in the Iranian economy is incomplete. The imperfection of the exchange rate passage is due to the fact that the price of imported goods is probably not only a function of the exchange rate, but also other factors have contributed to the fluctuation of these prices.
ملخص الجهاز:
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151 يادداشت ها : 1 Exchange Rate Pass-Through (ERPT) 2 Exchange Rate 3 Morana 4 Ferraro et al 5 Boubakr et al 6 Rogoff 7 Alquist et al 8 Meese and Rogoff 9 Amano and van Norden 10 Chen and Rogoff 11 Cayen et al 12 Exchange Rate Pass-Through (ERPT) 13 Developed Markets 14 Emerging Markets 15 Baharumshah 16 Full or Complete Exchange Rate Pass-Through 17 Partial or Incomplete 18 Taylor 19 Dutch Disease 20 Narayan and Sharma 21 Fratzscher et al 22 Exchange Rate Pass-Through (ERPT) 23 Developed Markets 24 Emerging Markets 25 Savoie-Chabot L, Khan 26 Full or Complete Exchange Rate Pass-Through 27 Partial or Incomplete 28 Berner 29 Helmy 30 Law of One Price 31 Taylor 32 Choudhri & Hakura 33 Mitra 34 Delgado et al.