نوع مقاله : مقاله پژوهشی
موضوعات
عنوان مقاله English
نویسنده English
The rail transport sector is one of the most important economic sectors in the country, and paying attention to the growth of inflation and its changes and the effect of the inflation rate in the rail transport sector under conditions of production uncertainty is of great importance in economic decision-making and planning at various macro and micro levels. In this paper, using an autoregressive model with distribution lags, the effect of inflation on the value added in the rail transport sector under conditions of uncertainty during the years 1369-1401 has been investigated. For this purpose, the EGARCH model was used to calculate production uncertainty, and the autoregressive model with distribution lags was used to estimate the main model, and the model was estimated and the results were interpreted. The results show that there is a conditional variance asymmetry in production, which means the existence of production uncertainty. Also, the results of the model estimation show that both in the short and long term, with an increase in production uncertainty, the added value of the rail transport sector decreases. The exchange rate and inflation rate have a negative effect on the added value of the rail transport sector in both the short and long term. Also, with an increase in the added value of the oil sector in both the short and long term, the added value of the rail transport sector increases. In addition, considering the error correction coefficient in the ECM model, it can be stated that the speed of adjustment towards the equilibrium and long-term value is appropriate, so that in each period about 0.989 of the imbalance error is adjusted and the short-term value tends towards its equilibrium and long-term value exponentially. Also, the diagnostic tests of the model have been examined.
کلیدواژهها English
