مدلسازی اقتصادسنجی

مدلسازی اقتصادسنجی

مدل‌سازی فرار سرمایه در اقتصاد ایران (رویکردی بر مبنای کاهش عدم اطمینان در انتخاب مدل)

نوع مقاله : مقاله پژوهشی

نویسندگان
1 دانشجوی دکتری علوم اقتصادی، دانشگاه آزاد اسلامی، واحد اصفهان (خوراسگان)، اصفهان، ایران.
2 دانشیار گروه علوم اقتصادی دانشگاه آزاد اسلامی، واحد اصفهان (خوراسگان)، اصفهان، ایران
3 استادیار گروه علوم اقتصادی، دانشگاه آزاد اسلامی، واحد اصفهان (خوراسگان)، اصفهان، ایران.
چکیده
عوامل متعددی بر فرار سرمایه اثرگذارند که تعدد این عوامل موجب ابهام و سردرگمی تصمیم‌گیری در این حوزه می‌گردد؛ در نتیجه تدوین مدل مطلوب و کاهش ابعاد متغیرهای اثرگذار بر فرار سرمایه، از اهمیت بالایی برخودار است. رویکردهای میانگین‌گیری بیزین توانایی بالایی در این حوزه دارند. بر این اساس هدف تحقیق حاضر مدل‌سازی فرار سرمایه در اقتصاد ایران است. بازه زمانی انتخابی تحقیق 1990 تا 2023 است. در این مقاله 41 متغیر موثر بر فرار سرمایه با استفاده از مدل‌های میانگین‌گیری بیزین مدل‌سازی گردید. بر اساس نتایج 18 متغیر غیرشکننده؛ که بالاترین سطح احتمال را بر فرار سرمایه داشتند؛ جهت حضور در مدل بهینه انتخاب شدند. مهم‌ترین متغیرهای غیرشکننده موثر بر فرار سرمایه در اقتصاد ایران ثبات سیاسی؛ تحریم و بدهی خارجی تشخیص داده شدند. با توجه به حضور متغیر بدهی خارجی در متغیرهای غیرشکننده نظریه بدهی-محور در حوزه فرار سرمایه اقتصاد ایران مورد تأیید قرار می‌گیرد.
کلیدواژه‌ها

عنوان مقاله English

Modeling capital flight in Iran's economy (An approach based on reducing uncertainty in model selection)

نویسندگان English

Hiva Shiveh 1
Saeed Daei Karimzadeh 2
Bahar hafezi 3
1 Phd Student, Department of Economics, Isfahan (Khorasgan) Branch, Islamic Azad University, Isfahan, Iran.
2 Associate Professor, Department of Economics, Isfahan, (Khorasgan) Branch, Islamic Azad Unevisity, Isfahan, Iran
3 Assistant Professor department of Economics, Islamic Azad University, Isfahan, Iran
چکیده English

Several factors affect capital flight, and the multiplicity of these factors causes ambiguity and confusion in decision-making in this area; as a result, developing a desirable model and reducing the dimensions of variables affecting capital flight is of great importance. Bayesian averaging approaches have high potential in this area. Accordingly, the aim of the present study is to model capital flight in the Iranian economy. The selected time period of the study is 1990 to 2023. In this article, 41 variables affecting capital flight were modeled using Bayesian averaging models. Based on the results, 18 non-fragile variables; which had the highest level of probability of capital flight; were selected to be present in the optimal model. The most important non-fragile variables affecting capital flight in the Iranian economy were identified as political stability; sanctions and foreign debt. Considering the presence of the foreign debt variable in the non-fragile variables, the debt-based theory in the field of capital flight of the Iranian economy is confirmed.

کلیدواژه‌ها English

Capital
Capital Flight
Sanctions
Iran's Economy
BMA
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