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Feizi, Rezgar, Amidi, Sahar, Ahmadzadeh, Khaled, Javaheri, Bakhtiar. (1398). Investigating the Impact of Exchange Rate Variation and the Oil Price Shocks on Household Welfare: CGE Model Approach. , 9(1), 261-291. doi: 10.22099/ijes.2021.38074.1693
Rezgar Feizi; Sahar Amidi; Khaled Ahmadzadeh; Bakhtiar Javaheri. "Investigating the Impact of Exchange Rate Variation and the Oil Price Shocks on Household Welfare: CGE Model Approach". , 9, 1, 1398, 261-291. doi: 10.22099/ijes.2021.38074.1693
Feizi, Rezgar, Amidi, Sahar, Ahmadzadeh, Khaled, Javaheri, Bakhtiar. (1398). 'Investigating the Impact of Exchange Rate Variation and the Oil Price Shocks on Household Welfare: CGE Model Approach', , 9(1), pp. 261-291. doi: 10.22099/ijes.2021.38074.1693
Feizi, Rezgar, Amidi, Sahar, Ahmadzadeh, Khaled, Javaheri, Bakhtiar. Investigating the Impact of Exchange Rate Variation and the Oil Price Shocks on Household Welfare: CGE Model Approach. , 1398; 9(1): 261-291. doi: 10.22099/ijes.2021.38074.1693

Investigating the Impact of Exchange Rate Variation and the Oil Price Shocks on Household Welfare: CGE Model Approach

Iranian Journal of Economic Studies
مقاله 11، دوره 9، شماره 1 - شماره پیاپی 17، خرداد 2020، صفحه 261-291    اصل مقاله (998.7 K)
نوع مقاله: Research Paper
شناسه دیجیتال (DOI): 10.22099/ijes.2021.38074.1693
نویسندگان
Rezgar Feizi* 1؛ Sahar Amidi2؛ Khaled Ahmadzadeh3؛ Bakhtiar Javaheri3
1Department of Economics, University of Kurdistan, Sanandaj, Iran,
2Department of Economics and Management, Université d'Orléans, Orl´eans, France.
3Department of Economics, University of Kurdistan, Sanandaj, Iran,
چکیده
The exchange rate and international oil price are key variables to cause the effects of external shock on economics and the relationship to domestic economy. Since in countries like Iran, most government revenues come from exchange earnings from the international markets by oil exports, the impact of these two variables on the economy has significant consequences. In addition, it should be considered how fluctuations in the exchange rate and international oil prices can impact policy and international relations. According to the international trade perspective, it is believed that the exchange rate affects the economy through the changes in exports and imports commodities; therefore, expectations of the exchange rate will affect the price of the products traded. Moreover, the impact of oil price on the production of commodities changes the level of supply for activities and income of institutions through changes in the production factors and intermediary imports price. We conclude that if any change in both exchange rate and oil prices occurs, it will cause a change in welfare indicators. This research has therefore arisen to fill this void in the literature. Moreover, it utilizes a logistic model to represent the change in the exchange rate and oil price. Based on empirical results, a recursive computable general equilibrium model is constructed to predict future social welfare and simulate the impact of exchange rate fluctuations along with the oil price shock. The results are presented in different scenarios using the 2011 Social Accounting Matrix (SAM).
کلیدواژه‌ها
Exchange rate؛ Oil prices؛ Welfare؛ Computable General Equilibrium model؛ Social Accounting Matrix
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