پژوهش ها و چشم اندازهای اقتصادی

پژوهش ها و چشم اندازهای اقتصادی

بررسی رابطه علّی میان شاخص قیمت تولیدکننده و مصرف کننده در اقتصاد ایران

نویسندگان
1 دانشجوی دکتری علوم اقتصادی، دانشگاه فردوسی مشهد، دانشکده علوم اداری و اقتصادی
2 استاد گروه اقتصاد دانشگاه فردوسی مشهد، دانشکده علوم اداری و اقتصادی
3 دانشجوی کارشناسی ارشد علوم اقتصادی، دانشگاه فردوسی مشهد، دانشکده‌ علوم اقتصادی و اداری
چکیده
شناخت ماهیت ارتباط علّی میان متغیرهای اقتصادی برای سیاستگذاران و برنامه­ریزان اقتصادی بسیار حائز اهمیت است. بنابراین، مطالعه حاضر علیت گرنجری میان شاخص قیمت تولید کننده (PPI) و شاخص قیمت مصرف­کننده (CPI) را برای اقتصاد ایران بررسی می‌کند. از نقطه نظر سیاستی، نتایج مطالعه می توانند سیاستگذاران اقتصادی را در اتخاذ سیاست‌های مؤثر ضد تورمی آگاه سازند. برای این منظور، داده­های ماهانه دوره زمانی 1369 تا 1390 به کار گرفته شده اند. نتایج آزمون هم­انباشتگی نشان می دهد که ارتباط تعادلی بلندمدتی میان این متغیرها وجود دارد. بر اساس آزمون هسیائو، در هر دو افق زمانی کوتاه مدت و بلندمدت، علیت دوطرفه میان CPI و PPI وجود دارد. آزمون تودا و یاماموتو نیز بر ارتباط علّی دوطرفه میان متغیرها دلالت دارد. با این حال، به نظر می رسد که علیت از PPI به CPI قوی­تر از CPI به PPI است که فرضیه کاشینگ و ام. ­سی. گاروی (1990) را تأیید می کند.
کلیدواژه‌ها

عنوان مقاله English

Investigating the Causal Relationship between Producer Price Index and Consumer Price Index for the Economy of Iran

نویسندگان English

Mohebolah Motahari 1
Mohammad Reza Lotfalipour 2
Shahab Matin 3
1 Ph.D. Candidate in Economics, Ferdowsi University of Mashhad
2 Professor of Economics, Ferdowsi University of Mashhad
3 M.A Student of Economics, Ferdowsi University of Mashhad
چکیده English

Understanding the nature of the causal relationship among economic variables is crucial for the economic policy-makers and planners. So, this study investigates Granger causality between producer price index (PPI) and consumer price index (CPI) for the economy of Iran. From a policy-making point of view, the findings of the study may inform economic policy-makers in pursuing effective anti-inflationary policies. To this end, monthly data are used over the period 1990- 2011. The results of the cointegration test indicate that there is a long-run equilibrium relationship between these variables. According to Hsiao test, there is bi-directional causality between consumer price index (CPI) and producer price index (PPI) in both short-run and long-run. Toda and Yamamoto test also indicate the bi-directional causal relationship between the variables. However, it seems that causality from PPI to CPI is stronger than that from CPI to PPI, supporting the Cushing and McGarvey (1990) hypothesis.

کلیدواژه‌ها English

Consumer Price Index
Producer Price Index
Cointegration
Granger Causality
Iran
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