نوع مقاله : مقاله پژوهشی
نویسندگان
1 استاد گروه اقتصاد دانشگاه شهید چمران اهواز، اهواز، ایران
2 دانشیار، گروه اقتصاد، دانشکده اقتصاد و علوم اجتماعی، دانشگاه شهید چمران اهواز، اهواز، ایران
3 دانشجوی دکتری اقتصاد، گروه اقتصاد، دانشکده اقتصاد و علوم اجتماعی، دانشگاه شهید چمران اهواز، اهواز،ایران
چکیده
کلیدواژهها
موضوعات
عنوان مقاله [English]
نویسندگان [English]
In recent years, the foreign trade sector has been recognized as a lever for economic growth and development in most developing countries. A key determinant of economies' vulnerability to various uncertainties lies in the composition of produced goods, which is reflected in the structure of export and import commodities. Countries with high export diversification benefit from stable foreign exchange earnings and greater resilience against uncertainties. Therefore, this study examines the impact of domestic and global uncertainty on the trade balance of Iran and selected trading partners (China, India, and Turkey), with emphasis on export diversification, using the Vector Autoregression (VAR) method and a Time-Varying Parameter (TVP) approach over the period 2004:04–2022:12. The variables of the study include Iran’s uncertainty, global uncertainty, exports to selected countries, imports from selected countries, bilateral real exchange rate, trade balance, GDP ratio of the two countries, and the export diversification index. Key findings reveal that Iran’s uncertainty had a stronger impact on bilateral trade variables compared to global uncertainty. Periods with improved export diversification showed weaker effects of uncertainty, a result clearly evident in the net directional pairwise spillovers between Iran-Turkey and Iran-India. Notably, the Iran-India bilateral trade model effectively captured the relationship between export diversification and uncertainty. Given these findings, it is recommended that future research incorporate geopolitical risk effects for these countries to further enrich the analysis.
کلیدواژهها [English]
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