بررسی تأثیر شوک‌های امنیت انرژی، غذایی و متغیر برون‌زای اقلیم بر تاب‌آوری اقتصادی ایران: رویکرد مدل VARX

نوع مقاله : پژوهشی

نویسندگان

1 گروه اقتصاد، دانشکده علوم اقتصادی و اداری، دانشگاه فردوسی مشهد، مشهد، ایران

2 گروه اقتصاد، دانشکده علوم اداری و اقتصادی، دانشگاه فردوسی مشهد، مشهد، ایران

3 گروه اقتصاد، دانشکده علوم اقتصادی و اداری، دانشگاه فردوسی، مشهد، ایران.

چکیده

تاب‌آوری اقتصادی نقش مهمی بر شکل‌گیری الگوی رشد بلندمدت دارد و به‌ عنوان پیش‌نیازی در جهت نظریه رشد درون‌زا است. بنابراین این مطالعه با به کارگیری مدل خودرگرسیون برداری با متغیر برون‌زا (VARX) و داده‌های فصلی دوره زمانی زمستان 1379 تا پاییز 1402، به بررسی تأثیر شوک‌های امنیت انرژی، غذایی و متغیر برون‌زای اقلیم بر تاب‌آوری اقتصادی ایران پرداخته است. تابع واکنش به ضربه آنی تاب‌آوری اقتصادی نشان داد که پس از شوک امنیت انرژی ابتدا تقویت، سپس پس از چند دوره منفی شده و در ادامه به وضعیت تعادلی قبلی نزدیک می‌گردد. در مقابل پس از شوک امنیت غذایی تاب‌آوری اقتصادی افزایش یافته، در ادامه اثر شوک مثبت به مرور زمان جذب شده و سیستم به وضعیت تعادلی جدید نزدیک می‌شود. شوک‌ اقلیمی نیز نوسانات قابل توجه و پایدار در تابع واکنش به ضربه‌ آنی تاب‌آوری اقتصادی ایجاد می‌کند.
نمودار واکنش تجمعی تاب‌آوری اقتصادی نشان داد که تاثیر مثبت شوک بهبود امنیت انرژی بر این متغیر پایدار نیست و در نهایت منفی می‌گردد. اما شوک مثبت امنیت غذایی و اقلیمی اثر تجمعی مثبت و پایداری بر تاب‌آوری اقتصادی دارد. نتایج تجزیه واریانس خطای پیش‌بینی نیز نشان داد که در کوتاه‌مدت بخش عمده نوسانات تاب‌آوری اقتصادی توسط شوک‌های درونی این متغیر توضیح داده می‌شود. با افزایش افق زمانی، سهم متغیرهای دیگر به‌ویژه امنیت غذایی در توضیح تغییرات تاب‌آوری اقتصادی افزایش می‌یابد.

کلیدواژه‌ها

موضوعات

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