بررسی تاثیر قیمت نفت خام بر فعالیت اقتصادی در مجموعه کشورهای منتخب عضو اوپک

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشیار اقتصاد، دانشکده علوم اداری و اقتصاد، دانشگاه فردوسی مشهد

2 استاد اقتصاد، دانشکده علوم اداری و اقتصاد، دانشگاه فردوسی مشهد

3 دانشجوی کارشناسی ارشد اقتصاد، دانشکده علوم اداری و اقتصاد، دانشگاه فردوسی مشهد

4 دانشجوی کارشناسی ارشد اقتصاد، دانشکده علوم اداری و اقتصاد، دانشگاه فردوسی

چکیده

تأثیر قیمت نفت خام بر فعالیت اقتصادی کشورها برای دهه­ها مورد توجه بوده است. در این دوره زمانی پیوند تجربی بین قیمت نفت و فعالیت اقتصادی به طور پیوسته بررسی شده است اما نتایج اندازه­گیری شده نتایج متفاوتی را نشان داده و متناقض است. ازاین‌رو، مطالعه حاضر در صدد بررسی تأثیر قیمت نفت خام  بر مجموعه فعالیت­های اقتصادی در کشورهای منتخب عضو اوپک در بازه سالیانه 2000 تا 2019 است. این پژوهش از روش داده­های تابلویی و رویکرد سیستم معادلات همزمان با روش حداقل مربعات سه مرحله ای (3SLS) بهره می­گیرد. نتایج حاصل از تخمین مدل­های در نظر گرفته شده حکایت از تأثیر مثبت و معنادار قیمت نفت خام بر شاخص قیمت مصرف کننده و حجم نقدینگی به ترتیب به میزان 221/0و 200/1دارد. همچنین نتایج دال بر تأثیر منفی و معنادار قیمت نفت خام بر نرخ ارز و نرخ بهره به ترتیب به میزان 195/0- و 175/0- هستند.

کلیدواژه‌ها

عنوان مقاله [English]

Investigating the impact of crude oil prices on economic activity in selected OPEC member countries

نویسندگان [English]

  • Mehdi Behnameh 1
  • Mahmoud Houshmand 2
  • Moqdad Zaki Hamid Bananeh 3
  • Soheil Abdollahitooneei 4
1 Associate Professor of Economics, Faculty of Administrative Sciences and Economics, Ferdowsi University of Mashhad
2 Professor of Economics, Faculty of Administrative Sciences and Economics, Ferdowsi University
3 Master's student in Economics, Faculty of Administrative Sciences and Economics, Ferdowsi University of Mashhad
4 Master's student in Economics, Faculty of Administrative Sciences and Economics, Ferdowsi University of Mashhad
چکیده [English]

The effect of crude oil prices on the economic activity of countries has been considered for decades.  In this period of time, the empirical link between oil price and economic activity has been continuously investigated, but the measured results have shown different results and are contradictory.  Therefore, the present study aims to investigate the effect of crude oil prices on the set of economic activities in selected OPEC countries in the period 2000 to 2019.  This research uses the panel data method and the system of simultaneous equations approach by the three-stage least squares (3SLS) method.  The results obtained from the estimation of the considered models indicate a positive and significant effect of crude oil price on the consumer price index and liquidity volume, respectively, at the rate of 221/0 and 200/1.  Also, the results indicating the negative and significant effect of crude oil price on exchange rate and interest rate are -195/0 and -175/0, respectively.

کلیدواژه‌ها [English]

  • oil price
  • macroeconomic indicators
  • three-stage least squares
  • OPEC member countries

مراجع

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