تاثیر تکانه‌های ارزی بر روی توزیع درآمد در ایران: رهیافت تعادل عمومی محاسبه‌پذیر (cge)

نرخ ارز به‌عنوان یکی از مهم‌ترین متغیرهای کلان اقتصادی، بیانگر شرایط اقتصادی کشور بوده و به‌عنوان حلقه واسط بین اقتصاد داخلی و خارجی و در ارتباط با قیمت‏های داخلی؛ اثرات مستقیمی بر قیمت‌های صادراتی و وارداتی دارد و از این طریق متغیرهایی نظیر درآمد، مخارج مصرفی خانوار و توزیع درآمد خانوار را با تغییرات قابل ‌ملاحظه‏ای همراه می‌سازد. از این ‌رو، هدف مقاله حاضر، بررسی اثرات تکانه‌های نرخ ارز بر توزیع درآمد خانوارهای شهری و روستایی با استفاده از رهیافت تعادل عمومی محاسبه پذیر است؛ بدین منظور، پایه‌های آماری مدل فوق بر اساس ماتریس حسابداری اجتماعی سال 1390 مرکز پژوهش‌های مجلس بنا نهاده شده و فرآیند تصریح معادلات و بستن مدل فوق نیز به‌صورت تعادلی و بر اساس مدل لافگرن تغییر و بسط داده شده است. در این راستا، ابتدا ناهمگنی خانوارها بر اساس پارامترهای تابع تقاضای مستخرج از تابع مطلوبیت استون گری بررسی شده و در مرحله بعد با واردکردن تکانه ارزی به مدل به میزان 10، 20 و 30 درصد، اثرات شوک ارزی بر توزیع درآمد خانوارها به تفکیک دهک‏های درآمدی شهری و روستایی مورد بررسی قرار گرفته است. نتایج حاصل از شبیه‌سازی انجام ‌شده در این پژوهش، بیان‌گر آن است که افزایش نرخ ارز از 10 به 30 درصد، موجب کاهش متوسط مصرف حقیقی در دهک‌های درآمدی شهری از 4.94 درصد به 1.76 درصد و در دهک‌های درآمدی روستایی از 4.57 درصد به 1.15 درصد می‌شود و این تاثیر در خانوارهای شهری بیشتر از خانوارهای روستایی بوده که این امر، عاملی در جهت افزایش شاخص ضریب جینی در کشور بوده است.

the impact of exchange rate shokes on iran’s income distribution: a computable general equilibrium model

introduction: the exchange rate, as one of the macroeconomic factors, reflects the economic conditions of the country and is the link between domestic and foreign economies. it has a direct impact on the price of exports, imports as well as domestic prices. in the same vein, income is related to household consumption and affects the distribution of household income. widespread inequalities in income distribution lead to the emergence of poverty and the creation of gaps among the social classes. when poverty is on the rise, it is inevitable to see a decline in the level of health, hygiene, nutrition and education of the people of the society and, consequently, economic productivity, economic growth, production and national income. this vicious circle leads to the aggravation of poverty. inequality can undermine social cohesion, reduce intergenerational income mobility, and create challenges such as social discontent and political instability.exchange rate through export prices (assuming the stability of the world export price based on foreign currency) affects economic variables. in this process, the price of a product is determined based upon the export prices and domestic prices. so, with export prices being on the rise, product prices increase. this will increase the price of the producer active in exportation and ultimately the household income. the influence of the exchange rate through the imported prices would be another factor that needs to be taken into consideration. according to such a mechanism, assuming that the world prices of the imported goods are constant, exchange rate fluctuations cause changes in the import prices (based on the national currency) that interact with the price of the domestic demand. it changes the price of composite goods. according to the aformentioned mechanism, it is expected that the increase in the exchange rate will increase the price of composite goods as the import prices increase. in this way, the value added decreases, and the reduced price of production will reduce household income. in general, it can be said that one of the most important ways in which a growing exchange rate affects household income and, consequently, household expenditure and welfare is the exertion of those two forces.methodology: the purpose of this article is to investigate exchange rate shocks on income distribution using a general equilibrium model. the computable general equilibrium (cge) model is a quantitative analysis method that is flexible in the face of a wide range of policy issues and can provide a holistic framework for examining the comprehensive effects of shocks. in addition, the robust micro-framework of general equilibrium models, which fully describes the optimization behavior of economic agents, allows these models to have stronger analytical foundations. general equilibrium models evaluate different economic policies and programs as well as the way of interaction and communication of different economic activities and different institutions in society in different markets. those models address goods and services, labor market and the outside world in proportional linear and nonlinear forms. therefore, they are highly able to predict the effects of implementing various socio-economic policies and shocks. the statistical basis of the research is the social account matrix in 2011 published by the parliamentary research center. in this study, the distributive effects of 10, 20, and 30 percent exchange rate increases on income distribution were investigated. to investigate the heterogeneity of households, the parameters of the demand function derived from the aston gray utility function were estimated using the income and expenditure data of the statistics center of iran, and then the effect of shocks on income distribution was investigated.