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:: Volume 32, Issue 109 (quarterly journal of economic research and policies 2024) ::
qjerp 2024, 32(109): 176-215 Back to browse issues page
Modeling Economic Factors Affecting the Value of Smuggling: Underlying Trend and Structural Time Series Approach
Meysam Hadad *
Isfahan University , meisam.haddad66@gmail.com
Abstract:   (981 Views)
Calculating the value of goods smuggling and correctly estimating the economic factors affecting it are important in order to adopt policies related to the fight against goods smuggling. In the present study, the value of goods smuggling was calculated using the international trade method. Also, by introducing the unobservable component of the trend and creating a state-space model, using the method of structural time series and applying the Kalman filter algorithm, the coefficients were estimated and the short-term and long-term elasticities of the factors affecting goods smuggling were calculated. The data used in this research is a time series during the period of 1971-2021. First, by using the variables of Iran's import and export of other countries to Iran, the value of goods smuggling was calculated. The variables of unemployment rate, inflation rate, tax burden and the difference between official and free exchange rates were used to identify the factors affecting the smuggling of goods. The results indicate that the estimated underlying trend is not smooth and its nature is of the type of relative level model. According to the estimated model, in the short and long term, the unemployment rate has the greatest effect with 0.099 and 0.155, respectively, and the inflation rate has the least effect with 0.0062 and 0.0096, respectively, on the increase in the value of smuggling during the studied period. has it. Based on the results of this research, the general policy for the economic fight against goods smuggling and also to support the national production is to reduce the unemployment rate. Also, among other policies to combat goods smuggling, we can mention reducing the tax burden, controlling the inflation rate, and reducing the difference between the official and free exchange rates.
Keywords: Smuggling, International Trade Method, Unemployment Rate, Inflation Rate, Exchange Rate, Tax Burden, Underlying Trend
Full-Text [PDF 1057 kb]   (613 Downloads)    
Type of Study: Research | Subject: Special
References
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Hadad M. Modeling Economic Factors Affecting the Value of Smuggling: Underlying Trend and Structural Time Series Approach. qjerp 2024; 32 (109) :176-215
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Volume 32, Issue 109 (quarterly journal of economic research and policies 2024) Back to browse issues page
فصلنامه پژوهشها و سیاستهای اقتصادی Journal of Economic Research and Policies
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