ﺗﺤﻠﯿﻞ رﻓﺘﺎر ﻗﯿﻤﺘﯽ ﺑﻨﮕﺎه ﻫﺎ در اﻗﺘﺼﺎد اﯾﺮان ﺑﺎ اﺳﺘﻔﺎده از روش ﺗﺒﺪﯾﻞ ﻣﻮﺟﮏ

The Analysis of Pricing Behavior of Firms in the Iranian Economy, Applying Wavelet Transforms Method

اﯾﻦ ﻣﻘﺎﻟﻪ ﺑﻪ ﺑﺮرﺳﯽ ﺳﺎزﮔﺎري ﻣﺪل ﻫﺎي واﺑﺴﺘﻪ ﺑﻪ زﻣﺎن ﺑﺎ ﺷﻮاﻫﺪ ﺳﺎﺧﺘﺎر ﻗﯿﻤﺖ ﮔﺬاري در اﻗﺘﺼﺎد اﯾﺮان ﻣﯽ ﭘﺮدازد. از اﯾﻦ رو، از ﺷﺎﺧﺺ ﻫﺎي ﻣﺎﻫﺎﻧﻪ ﻗﯿﻤﺖ ﻣﺼﺮف ﮐﻨﻨﺪه در دوره زﻣﺎﻧﯽ 1 :1390 – 8 :1396 ﺑﺮاي ﻣﻄﺎﻟﻌﻪ رﻓﺘﺎر ﻗﯿﻤﺖ ﮔﺬاري و از رﻫﯿﺎﻓﺖ ﺗﺒﺪﯾﻞ ﻣﻮﺟﮏ ﺑﺮاي ﻣﺤﺎﺳﺒﻪ رﻓﺘﺎر ﻧﻮﺳﺎﻧﯽ اﯾﻦ ﺳﺮي ﻫﺎي زﻣﺎﻧﯽ اﺳﺘﻔﺎده ﺷﺪه اﺳﺖ. ﻧﺘﺎﯾﺞ ﻧﺸﺎن ﻣﯽ دﻫﺪ در ﺳﺎﺧﺘﺎر ﻗﯿﻤﺖ ﮔﺬاري اﻗﻼم ﻣﺘﻤﺎﯾﺰ ﮐﺎﻻ و ﺧﺪﻣﺎت، ﻧﺎﻫﻤﮕﻨﯽ ﻣﻌﻨﺎداري وﺟﻮد دارد ﮐﻪ ﺑﺎ ﻓﺮض ﺗﻮزﯾﻊ ﺗﺼﺎدﻓﯽ ﻋﻼﻣﺖ ﺗﻐﯿﯿﺮ ﻗﯿﻤﺖ ﻣﺪل ﻫﺎي واﺑﺴﺘﻪ ﺑﻪ زﻣﺎن ﺳﺎزﮔﺎر ﻧﯿﺴﺖ. ﺳﺎﺧﺘﺎر ﻗﯿﻤﺖ ﮔﺬاري در ﻃﻮل زﻣﺎن ﺗﻐﯿﯿﺮ ﻣﯽ ﮐﻨﺪ ﮐﻪ ﺑﺎ ﻓﺮض ﺗﻮزﯾﻊ ﯾﮑﻨﻮاﺧﺖ ﻋﻼﻣﺖ ﺗﺼﺎدﻓﯽ در ﻃﻮل زﻣﺎن ﻣﻄﺎﺑﻘﺖ ﻧﺪارد. در ﻧﺘﯿﺠﻪ، ﻣﺪل ﻫﺎي واﺑﺴﺘﻪ ﺑﻪ زﻣﺎن ﻗﺎدر ﺑﻪ ﺗﻮﺿﯿﺢ ﺳﺎﺧﺘﺎر ﻗﯿﻤﺖ ﮔﺬاري در اﻗﺘﺼﺎد اﯾﺮان ﻧﯿﺴﺘﻨﺪ و ﻣﺪل ﻫﺎي ﺟﺎﯾﮕﺰﯾﻦ ﻣﺎﻧﻨﺪ ﻗﯿﻤﺖ ﮔﺬاري واﺑﺴﺘﻪ ﺑﻪ ﺣﺎﻟﺖ ﯾﺎ ﺑﯽ اﻋﺘﻨﺎﯾﯽ ﻋﻘﻼﻧﯽ ﻣﯽ ﺗﻮاﻧﺪ ﺳﻮدﻣﻨﺪ ﺑﺎﺷﺪ.

This paper investigates the adaptability of (TDP) models for pricing patterns in Iranian economy. For this purpose, price sub-indexes monthly time-series in the period of 2014(4) to 2017(11) are used. Moreover, appropriate wavelet transformation method is applied to extract pricing patterns from the time-series. Based on our findings, firstly heterogeneity is observed between pricing patterns of distinct groups of goods and services significantly which is inconsistent with (TDP) models assumption about the random distribution of price changing signals. Secondly, the pricing patterns changes over time which does not match with the assumption of uniform distribution of random signal during the time. As a result, the (TDP) models are not able to explain the pricing behavior patterns of the Iranian economy and the alternative approaches such as state-dependent pricing or rationally inattentive methods can be applied.