بررسی اثر نوسانات متغیرهای کلان اقتصادی بر ضریب جینی دهک های درآمدی در ایران با رویکرد رگرسیون فازی

ﻋﺪم ﻗﻄﻌﯿﺖ ﻣﺘﻐﯿﺮﻫﺎی ﮐﻼن اﻗﺘﺼﺎدی آﺛﺎر ﺟﺒﺮان ﻧﺎﭘﺬﯾﺮی را ﺑﺮ ﭘﺪﯾﺪه ﻫﺎی اﻗﺘﺼﺎدی ﺗﺤﻤﯿﻞ ﻣﯽ ﮐﻨﺪ. ﺑﻨﺎﺑﺮاﯾﻦ ﺟﻠﻮﮔﯿﺮی از ﺗﺒﻌﺎت عدم ﻗﻄﻌﯿﺖ ﻣﻮﺟﻮد در ﻣﺘﻐﯿﺮﻫﺎی ﮐﻼن اﻗﺘﺼﺎدی اﻣﺮی ﺿﺮوری اﺳﺖ. ﯾﮑﯽ از اﯾﻦ ﭘﺪﯾﺪه ﻫﺎ ﻧﺎﺑﺮاﺑﺮی در ﺗﻮزﯾﻊ درآﻣﺪ اﺳﺖ. از اﯾﻦ رو ﺑﺮرﺳﯽ ﺗﺄﺛﯿﺮ ﻋﺪم ﻗﻄﻌﯿﺖ ﻣﺘﻐﯿﺮﻫﺎی ﮐﻼن ﺑﺮ ﺗﻮزﯾﻊ درآﻣﺪ ﻧﯿﺎزﻣﻨﺪ ﻣﺪل ﺳﺎزی دﻗﯿﻖ اﺳﺖ. در اﯾﻦ ﻣﻘﺎﻟﻪ ﺑﺎ اﺳﺘﻔﺎده از ﻣﺪل رﮔﺮﺳﯿﻮن ﻓﺎزی ﺑﺎ ﺿﺮاﯾﺐ ﻣﺘﻘﺎرن و ﻧﺎﻣﺘﻘﺎرن در ﻣﺤﯿﻂ ﺑﺮﻧﺎﻣﻪ ﻣﺘﻠﺐ وﮔﻤﺰ ﺑﻪ ﺑﺮرﺳﯽ ﻋﺪم ﻗﻄﻌﯿﺖ ﻣﺘﻐﯿﺮﻫﺎی ﮐﻼن اﻗﺘﺼﺎدی ﺑﺮ ﺿﺮﯾﺐ ﺟﯿﻨﯽ دﻫﮏ ﻫﺎی درآﻣﺪی در اﯾﺮان ﺑﺮای دوره زﻣﺎﻧﯽ١٣٩٨ - ١٣٧٤ ﭘﺮداﺧﺘﻪ ﺷﺪه اﺳﺖ. ﻧﺘﺎﯾﺞ ﻧﺸﺎن ﻣﯽ دﻫﺪ ﮐﻪ داﻣﻨﻪ ی ﭘﻬﻨﺎی راﺳﺖ و ﭼﭗ ﺿﺮﯾﺐ ﺟﯿﻨﯽ ﺗﻤﺎم دﻫﮏ ﻫﺎی درآﻣﺪی ﺑﻪ ﺟﺰ دﻫﮏ دوم و ﻫﺸﺘﻢ ﺗﺎ ﺳﺎل 1390 ﻧﻮﺳﺎن ﻗﺎﺑﻞ ﺗﻮﺟﻬﯽ ﻧﺪاﺷﺘﻪ اﺳﺖ. ﻋﺪم ﻗﻄﻌﯿﺖ ﻣﺘﻐﯿﺮﻫﺎی ﮐﻼن ﻣﻮﺟﺐ اﻓﺰاﯾﺶ اﻧﺤﺮاف ﭘﻬﻨﺎی راﺳﺖ ﺿﺮﯾﺐ ﺟﯿﻨﯽ دﻫﮏ درآﻣﺪی دوم و اﻓﺰاﯾﺶ ﻧﺎﺑﺮاﺑﺮی درآﻣﺪ ﺷﺪه اﺳﺖ. ﺗﺤﻮﻻت اﻗﺘﺼﺎدی در ﺳﺎل ١٣٨٨ ﺑﺮ ﺑﻬﺒﻮد ﺗﻮزﯾﻊ درآﻣﺪ دﻫﮏ ﻫﺸﺘﻢ ﻣﺆﺛﺮ ﺑﻮده اﺳﺖ ﺑﻪﮔﻮﻧﻪ ای ﮐﻪ ﻣﯿﺰان اﻧﺤﺮاف ﭘﻬﻨﺎی راﺳﺖ ﮐﺎﻫﺶ ﯾﺎﻓﺘﻪ اﺳﺖ. ﻣﯿﺰان اﻧﺤﺮاف ﭘﻬﻨﺎی راﺳﺖ و ﭼﭗ ﺿﺮﯾﺐ ﺟﯿﻨﯽ دﻫﮏ ﻫﺎی درآﻣﺪی ﺑﺎﻻ در ﺳﺎل ﻫﺎی ١٣٩٨ -١٣٩٠ اﻓﺰاﯾﺶ ﯾﺎﻓﺘﻪ اﺳﺖ ﮐﻪ ﺑﯿﺎﻧﮕﺮ اﻓﺰاﯾﺶ ﻧﺎﺑﺮاﺑﺮی در ﺗﻮزﯾﻊ درآﻣﺪ در ﺳﺎل ﻫﺎی ﻣﺬﮐﻮر اﺳﺖ ﺑﻪ ﮔﻮﻧﻪ ای ﮐﻪ اﯾﻦ ﻧﺎﺑﺮاﺑﺮی در دﻫﮏ ﻫﺎی درآﻣﺪی دﻫﻢ ﺷﺪﯾﺪﺗﺮ اﺳﺖ ﮐﻪ ﻣﻮﺟﺐ ﻣﯽ ﺷﻮد ﺛﺮوﺗﻤﻨﺪان ﺛﺮوﺗﻤﻨﺪﺗﺮ ﺷﻮﻧﺪ. ﺑﺮای ارزﯾﺎﺑﯽ ﻧﺘﺎﯾﺞ از ﻣﺘﺪاول ﺗﺮﯾﻦ ﻣﻌﯿﺎرﻫﺎی رﻳﺸﻪ ﻣﻴﺎﻧﮕﻴﻦ ﻣﺠﺬور ﺧﻄﺎ، ﻣﻴﺎﻧﮕﻴﻦ ﻣﻄﻠﻖ ﺧﻄﺎ، ﻣﻌﻴﺎر درﺻﺪ ﻣﻴﺎﻧﮕﻴﻦ ﻣﻄﻠﻖ ﺧﻄﺎﻫﺎی ﭘﯿﺶ ﺑﯿﻨﯽ و ﻗﺪر ﻣﻄﻠﻖ ﺧﻄﺎ اﺳﺘﻔﺎده ﺷﺪه اﺳﺖ ﮐﻪ ﻧﺸﺎن دﻫﻨﺪه ﮐﺎراﯾﯽ ﻓﻮق اﻟﻌﺎده ﻣﺪل رﮔﺮﺳﯿﻮن ﺑﺎ ﺿﺮاﯾﺐ ﻓﺎزی اﺳﺖ. در ﯾﮏ ﻧﺘﯿﺠﻪ ﮔﯿﺮی ﮐﻠﯽ ﻣﯽ ﺗﻮان ﮔﻔﺖ ﺑﯽ ﺛﺒﺎت ﻣﺘﻐﯿﺮﻫﺎی ﮐﻼن اﻗﺘﺼﺎدی ﮐﻪ ﻧﺎﺷﯽ از ﺳﯿﺎﺳﺖ ﮔﺬاری اﺳﺖ، ﻣﻮﺟﺐ اﻓﺰاﯾﺶ ﻧﺎﺑﺮاﺑﺮی ﺑﯿﻦ دهک ها ﺷﺪه اﺳﺖ و ﺳﯿﺎﺳﺖ ﻫﺎی ﺟﺒﺮاﻧﯽ ﻫﻢ ﻧﻤﯽ ﺗﻮاﻧﺪ از داﻣﻨﻪ ﻧﺎﺑﺮاﺑﺮی ﺑﮑﺎﻫﺪ .

investigating the effect of fluctuations of macroeconomic variables on the gini coefficient of income deciles in iran with fuzzy regression approach

the uncertainty of macroeconomic variables imposes irreversible effects on economic phenomena. therefore, it is necessary to avoid the effects ofuncertainty on macroeconomic variables. one of these phenomena is income inequality. hence, investigating the effect of the uncertainty of macro variableson income distribution requires careful modeling. in this paper, using the fuzzy regression model with symmetric and asymmetric coefficients in matlab and gams programs environments, the effect of the uncertainty of macroeconomic variables on gini coefficient of income deciles in iran has been investigated for the period 1995-2007. the results showed that the gini coefficient of the right and left extents of all income deciles, except for the second and eighth deciles, did not fluctuate significantly until 2011. the increase in the fluctuation of the right extent of the second income decile indicates the increase of inequality and the effect of the uncertainty of the macro variables. the dramatic decline in the fluctuation of the right extent of the eighth income decile in 2009 is due to economic developments and improved income distribution. also, the increase in the extent of the right and left gini coefficients of income deciles, especially theupper deciles in the years after 2011 indicates an increase in inequality in theincome distribution in these years. this inequality gets more severe in the tenthincome decile, which makes the rich richer. the most common criteria of mse, rmse, mape, mae are used to evaluate the results, showing the excellent performance of fuzzy coefficient regression model. in a general conclusion, it can be said that the instability of macroeconomic variables that result from policymakingincreases the inequality between the deciles, and compensatory policies cannot reduce the scope of such inequality.