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کاربرد تبدیل موجک پیوسته در کشف پویایی‌های رابطه‌ی علّی بین نقدینگی و اجزای تشکیل‌دهنده‌ی آن با تورم: مطالعه ی موردی اقتصاد ایران

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ﺩﺮﺑﺭﺎﻛ ﻞﻳﺪﺒﺗ

ﻚﺟﻮﻣ ﺭﺩ ﻪﺘﺳﻮﻴﭘ

ﻒﺸﻛ ﻲﻳﺎﻳﻮﭘ

ﻱﺎﻫ ﻪﻄﺑﺍﺭ ﻲّﻠﻋ ﻱ

ﻩﺪﻨﻫﺩ ﻞﻴﻜﺸﺗ ﻱﺍﺰﺟﺍ ﻭ ﻲﮕﻨﻳﺪﻘﻧ ﻦﻴﺑ ﻪﻌﻟﺎﻄﻣ :ﻡﺭﻮﺗ ﺎﺑ ﻥﺁ ﻱ

ﻱﺩﺭﻮﻣ ﺩﺎﺼﺘﻗﺍ

ﻥﺍﺮﻳﺍ

ﻲﻧﺎﺴﺣﺍ ﻲﻠﻋ ﺪﻤﺤﻣ

*

ﺢﻟﺎﺻ ،1

ﻪﻧﺎﺧﺯﺎﺑ ﻱﺮﻫﺎﻃ

2

1 ﺩ . ﻱﺮﻈﻧ ﺩﺎﺼﺘﻗﺍ ﻩﻭﺮﮔ ﺭﺎﻴﺸﻧﺍ

، ﻥﺍﺭﺪﻧﺯﺎﻣ ﻩﺎﮕﺸﻧﺍﺩ ،

m.ehsani@umz.ac.ir

2 . ﺩﺎﺼﺘﻗﺍ ﻡﻮﻠﻋ ﻱﺮﺘﻛﺩ ﻱﻮﺠﺸﻧﺍﺩ -

ﻲﻟﻮﭘ ﺩﺎﺼﺘﻗﺍ

، ﺪﻧﺯﺎﻣ ﻩﺎﮕﺸﻧﺍﺩ

ﻥﺍ ، saleh.taheri88@gamil.com

:ﺖﻓﺎﻳﺭﺩ ﺦﻳﺭﺎﺗ 13

/ 3 / 1396 :ﺵﺮﻳﺬﭘ ﺦﻳﺭﺎﺗ 05

/ 10 / 1396

ﻩﺪﻴﻜﭼ ﻪـﺑ ﺎـﺑ ﺮـﺿﺎﺣ ﺶﻫﻭﮋﭘ ﻪﺘـﺳﻮﻴﭘ ﻚـﺟﻮﻣ ﻞﻳﺪـﺒﺗ ﻱﺮﻴﮔﺭﺎـﻛ

1

ﻪـﻨﻣﺍﺩ ﺭﺩ ﻞـﻴﻠﺤﺗ ﻭ2

ﻥﺎـﻣﺯ ﻱ

ﺲﻧﺎﻛﺮﻓ

2

ﻪﻄﺑﺍﺭ ﺯﺍ ﻱﺪﻳﺪﺟ ﻙﺭﺩ ،3

ﻳﺪﻘﻧ ﻱ ﻲﮕﻨ ﻱﺍﺰﺟﺍ ﻞﻴﻜﺸﺗ ﻩﺪﻨﻫﺩ ﻥﺁ ﺎﺑ ﻪﺋﺍﺭﺍ ﻥﺍﺮﻳﺍ ﺭﺩ ﻡﺭﻮﺗ

ﻲﻣ :ﻖﻴﻘﺤﺗ ﺞﻳﺎﺘﻧ ﻖﺒﻃ .ﺪﻫﺩ 1

ﻪﻄﺑﺍﺭ ﻚﻳ ﺕﺪﻣﺪﻨﻠﺑ ﺭﺩ ﻢﻫ ﻭ ﻱﻮﻗ ،ﺕﺎﺒﺛﺎﺑ ﻱ

ﻢـﺠﺣ ﺪـﺷﺭ ﺯﺍ ﺯﺎـﻓ

ﺖﺳﺍ ﺭﺍﺮﻗﺮﺑ ﻡﺭﻮﺗ ﻪﺑ ﻝﻮﭘ

، ﻪﻧﻮﮔ ﻪﺑ ﻪﻔﻗﻭ ﺎﺑ ﻝﻮﭘ ﻢﺠﺣ ﺪﺷﺭ ﺭﺩ ﺶﻳﺍﺰﻓﺍ ﻪﻛ ﻱﺍ ًﺍﺩﻭﺪـﺣ ﻱﺍ

5 / 2 ﻪﻟﺎـﺳ

ﻲﻣ ﻡﺭﻮﺗ ﺶﻳﺍﺰﻓﺍ ﻪﺑ ﺮﺠﻨﻣ .ﺩﻮﺷ

2 ﺭﺩ ( ﻩﺎﺗﻮﻛ ﺱﺎﻴﻘﻣ ﻭ ﺕﺪﻣ

2 ﺪـﺷﺭ ﺭﺩ (ﺶﻫﺎـﻛ) ﺶﻳﺍﺰـﻓﺍ ،ﻪـﻫﺎﻣ

ﻪﺒﺷ ﺖﺳﺍ ﻩﺍﺮﻤﻫ ﻡﺭﻮﺗ ﺭﺩ (ﺶﻳﺍﺰﻓﺍ) ﺶﻫﺎﻛ ﺎﺑ ﻝﻮﭘ

، ﻥﺎﻴﻣ ﺭﺩ ﺎﻣﺍ ﺯﺍ ﺖـﻴّﻠﻋ ﻥﺎـﻳﺮﺟ ﺕﺪﻣﺪﻨﻠﺑ ﻭ ﺕﺪﻣ

ﺪﺷﺭ ﻪﺑ ﻡﺭﻮﺗ ﻪﺒﺷ

ﻲﻣ ﻝﻮﭘ ﻥﺎﻴﻣ ﺭﺩ ﺭﻮﻛﺬﻣ ﻱﺎﻫﺮﻴﻐﺘﻣ ﻪﻛ ﺢﻴﺿﻮﺗ ﻦﻳﺍ ﺎﺑ .ﺪﺷﺎﺑ ﻑﻼﺧ ﺕﺪﻣ

ﻭ ﺖﻬﺟ

ﻢﻫ ﺕﺪﻣﺪﻨﻠﺑ ﺭﺩ ﻩﺩﺮﻛ ﺖﻛﺮﺣ ﺖﻬﺟ

.ﺪﻧﺍ 3 ﺑﺍﺭ ( ﻪﻄ ﻩﺎـﺗﻮﻛ ﺭﺩ ﻡﺭﻮـﺗ ﻭ ﻲﮕﻨﻳﺪـﻘﻧ ﺪﺷﺭ ﻦﻴﺑ ﻱ ﻭ ﺕﺪـﻣ

ﻥﺎﻴﻣ ﻪﻄﺑﺍﺭ ﻪﺑ ﻭ ﻩﺩﻮﺑ ﻦﮕﻤﻫﺎﻧ ﺕﺪﻣ ﺪـﺷﺭ ،ﺕﺪـﻣﺪﻨﻠﺑ ﺭﺩ .ﺩﺭﺍﺩ ﻲﮕﺘـﺴﺑ ﻡﺭﻮﺗ ﺎﺑ ﻲﮕﻨﻳﺪﻘﻧ ﻱﺍﺰﺟﺍ ﻱ

ﻲﻣ ﻡﺭﻮﺗ ﻭﺮﻴﭘ ﻲﮕﻨﻳﺪﻘﻧ ﺖﺷﺬﮔ ﺯﺍ ﺲﭘ ﻭ ﺪﺷﺎﺑ

2 ﻥﺁ ﺯﺍ ﻝﺎﺳ ﺮﻴﺛﺄﺗ

ﻲﻣ .ﺩﺮﻳﺬﭘ

ﻪﻘﺒﻃ ﻱﺪﻨﺑ :JEL

،C49 ،E31 E51

ﻩژﺍﻭ :ﻱﺪﻴﻠﻛ ﻱﺎﻫ ﺑﺍﺭ ،ﻲﮕﻨﻳﺪﻘﻧ ،ﻡﺭﻮﺗ

ﻪﻄ ،ﻲّﻠﻋ ﻱ ﻢﻫ ﻲﮕﺘﺴﺑ ﺯﺎﻓ ﻑﻼﺘﺧﺍ ،ﻚﺟﻮﻣ

* ﻩﺪﻨﺴﻳﻮﻧ . ﺱﺎﻤﺗ ﻦﻔﻠﺗ ،ﻝﻮﺌﺴﻣ ﻱ



1. Continuous Wavelet Transform 2. Frequency-Time Domain

(2)

1 - ﻪﻣﺪﻘﻣ ﻪﻫﺩ ﺪﻨﭼ ﻲﻃ ﻥﺍﺮﻳﺍ ﺩﺎﺼﺘﻗﺍ ﻪﺘﺷﺬﮔ ﻱ

ﻪﺑ ﺭﻮﻃ ﺍﺭ ﻲﮕﻨﻳﺪـﻘﻧ ﺭﺩ ﺶﻳﺍﺰـﻓﺍ ﻲﻬﺟﻮـﺗ ﻞـﺑﺎﻗ

ﻲﻣ ﻥﺎﺸﻧ ﻱﺰﻛﺮﻣ ﻚﻧﺎﺑ ﻱﺎﻫﺭﺎﻣﺁ .ﺖﺳﺍ ﻩﺩﺮﻛ ﻪﺑﺮﺠﺗ ﻝﺎﺳ ﻱﺎﻬﺘﻧﺍ ﺭﺩ ﺪﻫﺩ

1393

، ﻲﮕﻨﻳﺪـﻘﻧ

ﺭﺍﺪﻘﻣ ﻪﺑ 8

/ 7823 ﻧ ،ﺐﻴﺗﺮﺗ ﻦﻳﺍ ﻪﺑ .ﺖﺳﺍ ﻩﺪﻴﺳﺭ ﻝﺎﻳﺭ ﺩﺭﺎﻴﻠﻴﻣ ﺭﺍﺰﻫ ﻝﺎـﺳ ﻩﺩ ﻲﻃ ﻲﮕﻨﻳﺪﻘ

ًﺎﺒﻳﺮﻘﺗ ﺮﻴﺧﺍ 5

/ 11 ﻩﺯﺎﺑ ﻚﻳ ﺭﺩ ﻭ ﻩﺪﺷ ﺮﺑﺍﺮﺑ ﻪﻟﺎﺳ ﻩﺩ ﻱ

ﻪﺑ ﺭﻮﻃ ﻪﻧﻻﺎـﺳ ﻂﺳﻮﺘﻣ 7

/ 30 ﺥﺮـﻧ %

ﻪﻳﺮﻈﻧ ﺐﺟﻮﻣ ﻪﺑ ،ﺱﺎﺳﺍ ﻦﻳﺍ ﺮﺑ .ﺖﺳﺍ ﻪﺘﺷﺍﺩ ﺪﺷﺭ ﻪﻄﺑﺍﺭ ﺩﻮﺟﻭ ﻭ ﻝﻮﭘ ﻱﺭﺍﺪﻘﻣ ﻱ

ﻪـﺑ ﻚﻳ ﻱ

ﻲﻧﺍﺮﮕﻧ ،ﺕﺪﻣﺪﻨﻠﺑ ﺭﺩ ﻡﺭﻮﺗ ﻭ ﻝﻮﭘ ﺪﺷﺭ ﻥﺎﻴﻣ ﻚﻳ ﺯﺍ ﻞـﺻﺎﺣ ﻲﻣﺭﻮـﺗ ﺭﺎـﺸﻓ ﺎﺑ ﻪﻄﺑﺍﺭ ﺭﺩ ﻲﻳﺎﻫ

ﻦﻳﺍ ﻲﻣ ﺱﺎﺴﺣﺍ ﻩﺪﻨﻳﺍﺰﻓ ﺪﺷﺭ ﺥﺮﻧ ﺕﺭﻮﺻ ﺭﺩ .ﺩﻮﺷ

ﻲﺘﺳﺭﺩ ،ﻥﺍﺮـﻳﺍ ﺩﺎﺼﺘﻗﺍ ﻱﺍﺮﺑ ﻪﻳﺮﻈﻧ ﻦﻳﺍ

ﺖﻤﻴﻗ ﺕﺎﺒﺛ ﻱﺪﺟ ﺕﺭﻮﺻ ﻪﺑ ﻝﻮﭘ ﺪﺷﺭ ﻭ ﺎﻫ

ﺭﺩ ﺠﻴﺘﻧ ﻪ ﻲﻣ ﺪﻳﺪﻬﺗ ﺍﺭ ﻱﺩﺎﺼﺘﻗﺍ ﺪﺷﺭ ﺭﺩ .ﺪـﻨﻛ

،ﻦﻳﺰﮕﻳﺎﺟ ﻲﻠﻴﻠﺤﺗ ﻪﺟﻮﺗ ﺎﺑ

ﻞﻴﻜﺸﺗ ﻱﺍﺰﺟﺍ ﻦﮕﻤﻫﺎﻧ ﺭﺍﺪﻘﻣ ﻭ ﺪﺷﺭ ﺥﺮﻧ ﻪﺑ ﻩﺪﻨﻫﺩ

ﻲﮕﻨﻳﺪـﻘﻧ ﻱ

ﻝﻮﭘ ﻪﺒﺷ ﻭ ﻝﻮﭘ) ﻲﻣ ،(1

ﺖﻔﮔ ﻥﺍﻮﺗ ﻪﺒﺷ ﺶﻳﺍﺰﻓﺍ ﻱﺍﺮﺠﻣ ﺯﺍ ﻡﺭﻮﺗ

ﺩﻮـﺧ ﻪﺑ ﻲﻧﺍﺪﻨﭼ ﺮﻴﻴﻐﺗ ﻝﻮﭘ

ﻪﺑ ﻥﺩﻮﺑ ﻞﺋﺎﻗ ﺕﺭﻮﺻ ﺭﺩ ،ﻩﺪﻳﺍ ﻭﺩ ﻦﻳﺍ ﺭﺎﻨﻛ ﺭﺩ .ﺖﺳﺍ ﻩﺪﻳﺪﻧ ﻥﻭﺭﺩ

ﺍﺯ ﻲﮕﻨﻳﺪـﻘﻧ ،ﻝﻮـﭘ ﻥﺩﻮـﺑ

ﻪﻄﺳﺍﻭ ﻪﺑ ﻥﺁ ﺶﻳﺍﺰﻓﺍ ﻭ ﻩﺩﻮﺑ ﻡﺭﻮﺗ ﻝﻮﻠﻌﻣ ﻥﺁ ﺯﺍ .ﺖـﺳﺍ ﻥﺍﺮﻳﺍ ﺩﺎﺼﺘﻗﺍ ﻲﻣﺭﻮﺗ ﻂﻴﺤﻣ ﻱ

ﻲﻳﺎـﺟ

ﻩﺎﮔﺪﻳﺩ ﺯﺍ ﻚﻳ ﺮﻫ ﺵﺮﻳﺬﭘ ﻪﻛ ﺖﻟﻻﺩ ﻕﻮﻓ ﻱﺎﻫ

ﺘﺳﺎﻴﺳ ﻱﺎﻫ ﺮـﺿﺎﺣ ﺶﻫﻭﮋﭘ ،ﺩﺭﺍﺩ ﻲﺗﻭﺎﻔﺘﻣ ﻲ

ﻪﻄﺑﺍﺭ ﻲﺳﺭﺮﺑ ﻲّﻠﻋ ﻱ

ﻞﻴﻜﺸﺗ ﻱﺍﺰﺟﺍ ﻭ ﻲﮕﻨﻳﺪﻘﻧ ﻥﺎﻴﻣ ﻩﺪﻨﻫﺩ

ﻲﻃ ﺍﺭ ﻡﺭﻮﺗ ﺎﺑ ﻥﺁ ﻱ 1395

1354 .ﺖﺳﺍ ﻩﺩﺍﺩ ﺭﺍﺮﻗ ﺩﻮﺧ ﻑﺪﻫ

ﻥﺁ ﻲﻣ ﺰﻳﺎﻤﺘﻣ ﻪﺑﺎﺸﻣ ﺕﺎﻌﻟﺎﻄﻣ ﺎﺑ ﺍﺭ ﺶﻫﻭﮋﭘ ﻦﻳﺍ ﻪﭼ ـﻨﻛ

ﻪـﺑ ،ﺪ ﺪـﻳﺪﺟ ﺵﻭﺭ ﻱﺮﻴﮔﺭﺎـﻛ

ﻲﻣ ﻥﺁ ﻪﺑ ﻁﻮﺑﺮﻣ ﻱﺎﻫﺭﺍﺰﺑﺍ ﻭ ﻪﺘﺳﻮﻴﭘ ﻚﺟﻮﻣ ﻞﻳﺪﺒﺗ ﺯﺍ .ﺪﺷﺎﺑ

ﻪﻄﺑﺍﺭ ﻢﻴﺳﺮﺗ ﻥﺎﻜﻣﺍ ،ﻭﺭ ﻦﻳﺍ ﻱ

ﺯﺍ ﻥﺎﻣﺯ ﻝﻮﻃ ﺭﺩ ﻥﺁ ﺕﺍﺮﻴﻴﻐﺗ ﻭ ﺎﻳﻮﭘ ﺕﺭﻮﺻ ﻪﺑ ﻲّﻠﻋ ﻧ

ﻈ ﺮ ﻩﺎﺗﻮﻛ ﻞﻴﻠﺤﺗ ،ﺖﻬﺟ ﻭ ﺕﺪﺷ ،ﺕﺪﻣ

ﻥﺎﻴﻣ ﻭ ﺕﺪﻣﺪﻨﻠﺑ ﻭ ﺕﺪﻣ ﺭﺩ

ﻥﺎﻣﺯ ﻞﻴﻠﺤﺗ ﺖﻳﺎﻬﻧ -

ﺲﻧﺎﻛﺮﻓ ﻢﻫﺍﺮـﻓ

ﻪـﺑ .ﺖـﺳﺍ ﻩﺪـﺷ ﺭﻮـﻈﻨﻣ

ﻲﺑﺎﻴﺘﺳﺩ ﻪﻣﺍﺩﺍ ،ﻖﻴﻘﺤﺗ ﻑﺪﻫ ﻪﺑ

ﻥﺎﻣﺯﺎﺳ ﺮﻳﺯ ﺡﺮﺷ ﻪﺑ ﻪﻟﺎﻘﻣ ﻱ ﻲﻣ ﻲﻫﺩ

:ﺩﻮﺷ

ﻡﻭﺩ ﺶﺨﺑ

، ﺑ ﻭ ﻱﺮﻈﻧ ﻲﻧﺎﺒﻣ ﻪ ﻢـﻬﻣ

ﻦﻳﺮـﺗ ﺶﻫﻭﮋـﭘ ﺎـﻫ

ﺭﺩ .ﺩﺭﺍﺩ ﺹﺎـﺼﺘﺧﺍ ﻂﺒﺗﺮـﻣ ﻱ

ﻪــﻳﺮﻈﻧ ﺕﺎــﻴﻠﻛ ﻲــﻓﺮﻌﻣ ﻦﻤــﺿ ،ﻡﻮــﺳ ﺶــﺨﺑ ﻡﻮــﺳﺮﻣ ﺭﺍﺰــﺑﺍ ﺎــﺑ ﻥﺁ ﺕﻭﺎــﻔﺗ ﻭ ﻚــﺟﻮﻣ ﻱ

ﺭﺍﺰﺑﺍ ،ﻲﺠﻨﺳﺩﺎﺼﺘﻗﺍ ﻩﺪﺷ ﺢﻳﺮﺸﺗ ﻪﺘﺳﻮﻴﭘ ﻚﺟﻮﻣ ﻞﻳﺪﺒﺗ ﻱﺎﻫ

ﺯﺍ ﻩﺩﺎﻔﺘـﺳﺍ ﺎﺑ ﺞﻳﺎﺘﻧ ﻞﻴﻠﺤﺗ .ﺪﻧﺍ

ﺭﺩ .ﺖـﺳﺍ ﻩﺩﺍﺩ ﻞﻴﻜـﺸﺗ ﺍﺭ ﻪﻟﺎﻘﻣ ﻡﺭﺎﻬﭼ ﺶﺨﺑ ،ﺭﻮﻛﺬﻣ ﺭﺍﺰﺑﺍ ﺶـﺨﺑ

ﻲﻧﺎـﻳﺎﭘ ﻊـﻤﺟ ﻱﺪـﻨﺑ ﻭ

ﺕﺍﺩﺎﻬﻨﺸﻴﭘ ﻲﺘﺳﺎﻴﺳ

ﻪﺋﺍﺭﺍ ﻲﻣ ﺩﻮﺷ .

1.

ﺎﺑ ﺱﺎﻴﻗ ﺭﺩ ﻝﻮﭘ ﻪﺒﺷ ﺶﻴﺑ ﻢﻬﺳ ﻝﻮﭘ

ﻪﺑﺮﺠﺗ ﻱﺮﺗﻻﺎﺑ ﺪﺷﺭ ﺥﺮﻧ ﻂﺳﻮﺘﻣ ﺭﻮﻃ ﻪﺑ ﻭ ﻪﺘﺷﺍﺩ ﻲﮕﻨﻳﺪﻘﻧ ﺯﺍ ﻱﺮﺗ

.ﺖﺳﺍ ﻩﺩﺮﻛ

(3)

2 - ﺶﻫﻭﮋﭘ ﺕﺎﻴﺑﺩﺍ ﻩﺪـﺷ ﻪـﺘﺧﺍﺩﺮﭘ ﻡﺭﻮـﺗ ﺄـﺸﻨﻣ ﺎـﺑ ﻪﻄﺑﺍﺭ ﺭﺩ ﻢﻬﻣ ﻱﺩﺎﺼﺘﻗﺍ ﺕﺎﻳﺮﻈﻧ ﻪﺑ ﺖﺴﺨﻧ ﺶﺨﺑ ﺭﺩ

.ﺩﺭﺍﺩ ﺹﺎﺼﺘﺧﺍ ﻂﺒﺗﺮﻣ ﻲﺑﺮﺠﺗ ﺕﺎﻌﻟﺎﻄﻣ ﻢﻫﺍ ﺭﻭﺮﻣ ﻪﺑ ،ﻡﻭﺩ ﺖﻤﺴﻗ .ﺖﺳﺍ 2 - 1 - ﻱﺮﻈﻧ ﻲﻧﺎﺒﻣ

ﺮﺘﺸﻴﺑ ﺚﺤﺑ ﻪﻄﺑﺍﺭ ﻥﻮﻣﺍﺮﻴﭘ ﻱﺎﻫ

،ﻡﺭﻮﺗ ﻭ ﻝﻮﭘ ﻦﻴﺑ ﻱ ﻪﻳﺮﻈﻧ ﺎﺑ

ﻝﻮـﭘ ﻱﺭﺍﺪـﻘﻣ ﻱ ﺯﺎـﻏﺁ1

ﻲﻣ ﻪﻟﺩﺎﻌﻣ ﺎﺑ ﻪﻳﺮﻈﻧ ﻦﻳﺍ ،ﻱﺩﺎﺼﺘﻗﺍ ﻥﻮﺘﻣ ﺭﺩ .ﺩﻮﺷ ) ﻪﻟﺩﺎﺒﻣ ﻱ

MV≡PY2

ﺖﺳﺍ ﻩﺪﺷ ﻲﻓﺮﻌﻣ (

ﻚﻣ) ﻥﻮﺴﻠﻧ ﻭ ﻢﻟﺎﻛ ،3

2010 ﻪﻴﺿﺮﻓ .(

ﻱ ﻲﻠﺻﺍ ﻪـﻳﺮﻈﻧ ﺩﻮـﺟﻭ ،ﺭﻮﻛﺬـﻣ ﻚـﻳ

ﻊﺑﺎـﺗ ﻱﺎـﺿﺎﻘﺗ

ﻱﺍﺮﺑ ﺕﺎﺒﺛﺎﺑ ﺯﺍﺮﺗ

ﻲﻘﻴﻘﺣ ﻝﻮﭘ ﺖﺳﺍ ﻪﻛ ﻡﺩﺮﻣ ﻪﺑ ﺭﻮﻈﻨﻣ ﻆـﻔﺣ ﺕﺭﺪـﻗ ﺪـﻳﺮﺧ ﺯﺍﺮـﺗ ﻱﺪـﻘﻧ

ﻧ ،ﺩﻮﺧ ﺶﻴﭘ ﺍﺭ ﻡﺭﻮﺗ ﺥﺮ ﻭ ﻲﻨﻴﺑ

ﺯﺍﺮـﺗ ﻲـﻘﻴﻘﺣ ﺩﻮـﺧ

ﺍﺭ ﺐـﺳﺎﻨﺘﻣ ﺎـﺑ

ﻥﺁ ﻞﻳﺪـﻌﺗ ﻲـﻣ ﺪـﻨﻨﻛ

ﻥﻮﺴﻧﺎﺟ) ،4

1978 ﺖﻤﻴﻗ ﺮﺑ ﻝﻮﭘ ﻱﺭﺍﺬﮔﺮﺛﺍ ﺭﺎﻛﻭﺯﺎﺳ .(

ﻲﻘﻴﻘﺣ ﺯﺍﺮﺗ ﺮﺛﺍ ﻖﻳﺮﻃ ﺯﺍ ﺎﻫ ﺯﺍﺮـﺗ ﺎـﻳ5

6ﻱﺪﻘﻧ ﺖﺳﺍ ﻪﻴﺟﻮﺗ ﻞﺑﺎﻗ ﺰﻴﻧ

، ﻱﺍﺮـﺑ ﺎـﺿﺎﻘﺗ ﻲﻟﻮـﭘ ﻝﺩﺎـﻌﺗ ﻡﺪـﻋ ،ﺪﻨﻳﺍﺮﻓ ﻦﻳﺍ ﺖﻘﻴﻘﺣ ﺭﺩ ﻪﻛ

ﺖﺤﺗ ﺍﺭ ﺕﺎﻣﺪﺧ ﻭ ﺎﻫﻻﺎﻛ ﺮﻴﺛﺄﺗ

ﺭﺍﺮﻗ ﻲﻣ ﺭﺩ ﻩﺮﻬﺑ ﺥﺮﻧ ﻢﺴﻴﻧﺎﻜﻣ ﻖﻳﺮﻃ ﺯﺍ ﻢﻫ ﻭ ﺪﻫﺩ ﺍﺪﺘﺑﺍ

ﺮـﺑ

ﺶﺨﺑ ﻲﻘﻴﻘﺣ ﻭ ﺭﺩ ﺖﻳﺎﻬﻧ ﺮﺑ ﺖﻤﻴﻗ ﺎﻫ ﺮﻴﺛﺄـﺗ ﺪـﻫﺍﻮﺧ ﺐـﻴﻃ) ﺖـﺷﺍﺬﮔ ﻲـﻘﺗ ﻭ ﺎـﻴﻧ

،ﻲـﻳﻼﻣ

1389 ﻞـﻣﺍﻮﻋ ﻞﻣﺎﻛ ﻝﺎﻐﺘﺷﺍ ﻭ ﻝﻮﭘ ﺵﺩﺮﮔ ﺕﺎﺒﺛ ﺽﺮﻓ ﺎﺑ ،ﻪﻳﺮﻈﻧ ﻦﻳﺍ ﺯﺍ ﺮﺸﻴﻓ ﻞﻴﻠﺤﺗ ﺭﺩ .(

ﺖﻤﻴﻗ ﺢﻄﺳ ﺭﺩ ﻝﻮﭘ ﻢﺠﺣ ﺭﺩ ﻱﺮﻴﻴﻐﺗ ﺮﻫ ،ﺪﻴﻟﻮﺗ ﻲﻣ ﺍﺪﻴﭘ ﺏﺎﺗﺯﺎﺑ ﺎﻫ

ﺮـﺸﻴﻓ) ﺪـﻨﻛ ،7

1920 .(

ﻪﻳﺮﻈﻧ ،ﻉﻮﻤﺠﻣ ﺭﺩ ﻪﻴﻟﻭﺍ ﻞﻜﺷ ﺭﺩ ﻝﻮﭘ ﻱﺭﺍﺪﻘﻣ ﻱ

ﻪﻄﺑﺍﺭ ،ﻥﺁ ﻱ ﻭ ﻝﻮـﭘ ﻥﺎـﻴﻣ ﻚﻳ ﻪﺑ ﻚﻳ ﻱﺍ

ﻲﻣ ﺩﺎﻬﻨﺸﻴﭘ ﺍﺭ ﺕﺪﻣﺪﻨﻠﺑ ﺭﺩ ﻡﺭﻮﺗ .ﺪﻨﻛ

ﻪﻳﺮﻈﻧ ﺎﺿﺎﻘﺗ ﺭﺎﺸﻓ ﺮﺑ ﻲﻨﺘﺒﻣ ﻡﺭﻮﺗ ﻱ

، 8

ﻪﻳﺮﻈﻧ ﻦﻴﻣﻭﺩ ،ﻪـﻳﺮﻈﻧ ﻦﻳﺍ ﻖﺒﻃ .ﺖﺳﺍ ﺡﺮﻄﻣ ﻱ

ﺑ ﺎﺿﺎﻘﺗ ﻦﺘﻓﺎﻳ ﻲﻧﻭﺰﻓ ،ﺪﻴﻟﻮﺗ ﻞﻣﺍﻮﻋ ﻞﻣﺎﻛ ﻝﺎﻐﺘﺷﺍ ﺽﺮﻓ ﻪﺑ ﻪﺿﺮﻋ ﺮ

ﺪـﻴﻟﻮﺗ ﺕﺎﻣﺪـﺧ ﻭ ﻻﺎﻛ ﻱ

ﺖﻤﻴﻗ ﺭﺩ ﻩﺪﺷ ﺖﻤﻴﻗ ﺶﻳﺍﺰﻓﺍ ﺎﺑ ﻑﺎﻜﺷ ﻦﻳﺍ ﻭ ﻩﺩﺮﻛ ﺩﺎﺠﻳﺍ ﻲﻣﺭﻮﺗ ﻑﺎﻜﺷ ،ﻱﺭﺎﺟ ﻱﺎﻫ

ﺮـﭘ ﺎـﻫ

.ﺪﺷ ﺪﻫﺍﻮﺧ

1.Quantity Theory of Money

2.

،ﺩﺎﺤﺗﺍ ﻦﻳﺍ ﺭﺩ ﻪﺿﺮﻋ ﺎﻳ ﻝﻮﭘ ﻢﺠﺣM

،ﻝﻮﭘ ﻱ ،ﻝﻮﭘ ﺵﺩﺮﮔ ﺖﻋﺮﺳV

ﻲﻃ ﻩﺪﺷ ﻡﺎﺠﻧﺍ ﺕﻻﺩﺎﺒﻣ ﻥﺍﺰﻴﻣY

ﻭ ﻩﺭﻭﺩ ﻲﻣ ﺕﻻﺩﺎﺒﻣ ﺖﻤﻴﻗP

.ﺪﻨﺷﺎﺑ

3. McCallum and Nelson 4. Johnson

5. Real Balance Effect 6. Cash Balance Effect 7. Fisher

8. Demand Pull

(4)

ﻪﻳﺮﻈﻧ ﺪﻳﺪﺟ ﻞﻜﺷ ﺭﺩ ﻦﻣﺪﻳﺮﻓ ،ﻝﻮﭘ ﻱﺭﺍﺪﻘﻣ ﻱ

)1

1956 (،

ﺯﺍ ﻱﺪـﻳﺪﺟ ﺮﻴـﺴﻔﺗ ﺍﺪـﺘﺑﺍ

ﻪﻳﺮﻈﻧ ﻪﻳﺮﻈﻧ ﺕﺭﻮﺻ ﻪﺑ ﺍﺭ ﺭﻮﻛﺬﻣ ﻱ ﺩﺮﻛ ﻥﺎﻴﺑ ﻝﻮﭘ ﻱﺎﺿﺎﻘﺗ ﻱ

ﺖﺳﺍ ﻩ ﻩﺪـﻳﺍ ﻦـﻳﺍ ﺎﺑ ﻱﻭ . ﻪـﻛ

ﻲﻣ ﻲﻘﻠﺗ ﻲﻳﺍﺭﺍﺩ ﻚﻳ ﻱﺍﺮﺑ ﺎﺿﺎﻘﺗ ﺕﺭﻮﺻ ﻪﺑ ﺍﺭ ﻥﺁ ﻱﺎﺿﺎﻘﺗ ،ﺖﺴﻴﻧ ﻲﻓﺮﺼﻣ ﻲﻳﻻﺎﻛ ﻝﻮﭘ .ﺪﻨﻛ

ﻝﻮﭘ ،ﺱﺎﺳﺍ ﻦﻳﺍ ﺮﺑ ﻥﺎﻳﺍﺮﮔ

ﻩﺪﻤﻋ ﺶﻘﻧ2

ﺩﻮـﺑ ﻞـﺋﺎﻗ ﻝﻮﭘ ﻱﺍﺮﺑ ﻱﺍ ﻩ ﺍ

ﻥﺁ ﻭ ﺪـﻧ ﻪـﻧﻮﮔﺮﻫ ﺖـﻠﻋ ﺍﺭ

(ﻥﺁ ﻝﻮﻠﻌﻣ ﻪﻧ ﻭ) ﻱﺩﺎﺼﺘﻗﺍ ﻥﺎﺳﻮﻧ ﺘـﺴﻧﺍﺩ

ﻪ ﺍ ﺭﺩ ﻝﻮـﭘ ﺕﺍﺮـﻴﻴﻐﺗ ﺯﺍ ﻲـﺷﺎﻧ ﺕﺍﺮـﺛﺍ ،ﻪـﺘﺒﻟﺍ .ﺪـﻧ

ﻩﺎﺗﻮﻛ ﺪﻨﻠﺑ ﻭ ﺕﺪﻣ ﻩﺎﺗﻮﻛ ﺭﺩ ﻪﻛ ﻲﻨﻌﻣ ﻦﻳﺍ ﻪﺑ .ﺖﺳﺍ ﺕﻭﺎﻔﺘﻣ ﺮﮕﻳﺪﻜﻳ ﺎﺑ ﺕﺪﻣ

ﺕﺍﺮـﻴﻴﻐﺗ ،ﺕﺪـﻣ

ﻪﺿﺮﻋ ﻥﻭﺪﺑ ،ﺕﺪﻣﺪﻨﻠﺑ ﺭﺩ ﻞﺑﺎﻘﻣ ﺭﺩ ﻭ ﻪﺘﺷﺍﺬﮔ ﺮﺛﺍ ﺩﺎﺼﺘﻗﺍ ﻲﻌﻗﺍﻭ ﻱﺎﻫﺮﻴﻐﺘﻣ ﺮﺑ ﻝﻮﭘ ﻱ ﺮﻴﺛﺄﺗ

ﻲﻣ ﻲﻠﺠﺗ ﻡﺭﻮﺗ ﺭﺩ ﺎﻬﻨﺗ ﻝﻮﭘ ﻢﺠﺣ ﺶﻳﺍﺰﻓﺍ ،ﺪﻴﻟﻮﺗ ﺮﺑ ﺪﺑﺎﻳ

، ﻪﻳﺮﻈﻧ ﻦﻳﺍﺮﺑﺎﻨﺑ ﻱﺭﺍﺪـﻘﻣ ﺪﻳﺪﺟ ﻱ

ﻪﻄﺑﺍﺭ ﺰﻴﻧ ﻥﺁ ﺪﻳﺪﺟ ﻞﻜﺷ ﺭﺩ ﻝﻮﭘ ﻲﻣ ﻪﺋﺍﺭﺍ ﺍﺭ ﻡﺭﻮﺗ ﻭ ﻝﻮﭘ ﻥﺎﻴﻣ ﻚﻳ ﻪﺑ ﻚﻳ ﻱ

ﻦـﻳﺍ ﺮﺑ .ﺪﻫﺩ

ﻪﻠﻤﺟ ،ﺱﺎﺳﺍ ﻪﻛ ﻦﻣﺪﻳﺮﻓ ﻑﻭﺮﻌﻣ ﻱ

"

ﻩﺪﻳﺪﭘ ﻚﻳ ﺎﺟ ﻪﻤﻫ ﻭ ﻪﺸﻴﻤﻫ ﻡﺭﻮﺗ ﻲﻟﻮـﭘ ﻱ

"

،ﺖـﺳﺍ

ﻪﺑ ﻥﺍﻮﻨﻋ .ﺖﺳﺍ ﺡﺮﻄﻣ ﻲﻟﻮﭘ ﻥﺎﻧﺍﺩﺩﺎﺼﺘﻗﺍ ﺪﺣﺍﻭ ﺭﺎﻌﺷ

ﻪﻫﺩ ﻞﻳﺍﻭﺍ ﺎﺗ ﻩﺎﮔﺪﻳﺩ ﻦﻳﺍ ﻱ

1970 ﻞـﻴﻠﺤﺗ ﻭ ﻪﻳﺰﺠﺗ ﺭﺩ ﻥﺎﻧﺍﺩﺩﺎﺼﺘﻗﺍ ﻥﺎﻴﻣ ﺭﺩ ﻱﺩﻼﻴﻣ

ﺍﺩ ﺝﺍﻭﺭ ﻡﺭﻮﺗ ﺘﺷ

،ﻪ ﻪﻫﺩ ﻱﺍﺪﺘﺑﺍ ﺭﺩ ﻩﺪﻨﻳﺍﺰﻓ ﻲﻣﺭﻮﺗ ﺎﻣﺍ ،ﺭﻮﻛﺬﻣ ﻱ

ﺮﻴﺛﺄﺗ ﻢﺸﭼ ﻩﺎﮕﻳﺎﺟ ﺮﺑ ﻱﺮﻴﮔ

ﺘﺷﺍﺬﮔ ﻱﺎﺟﺮﺑ ﻲﻟﻮﭘ ﺖﺳﺎﻴﺳ ﻭ ﻝﻮﭘ ﺖﺳﺍ ﻪ

. ﻩﺍﺮﻤﻫ ﺶﻳﺍﺰـﻓﺍ ﻦﺘﻓﺮـﮔ ﺏﺎﺘﺷ ﺎﺑ ﻱﺭﺎﻜﻴﺑ ﻥﺪﺷ

ﺖﻤﻴﻗ ﻲﺑ ﺍﺭ ﻲﻠﺒﻗ ﺕﺎﻳﺮﻈﻧ ،ﺎﻫ ﺡﺮﻄﻣ ﺪﻳﺪﺟ ﻲﻫﺎﮔﺪﻳﺩ ﻭ ﺭﺎﺒﺘﻋﺍ

ﺖـﺳﺍ ﻩﺩﺮﻛ ﻪـﻛ

ﺭﺩ ﺡﻼﻄـﺻﺍ

ﻪﻨﻳﺰﻫ ﺭﺎﺸﻓ ﻡﺭﻮﺗ ﻱﻮﮕﻟﺍ ﻣﺎﻧ3

ﻲﻣ ﻩﺪﻴ ﺩﻮﺷ ﺖـﻤﻴﻗ ﺵﺰﻴﺧ ﻲﻠﺻﺍ ﺖﻠﻋ ،ﻪﻳﺮﻈﻧ ﻦﻳﺍ ﻖﺒﻃ . ﺎـﻫ

،

ﻪﻨﻳﺰﻫ ﺶﻳﺍﺰﻓﺍ ﻪﺿﺮﻋ ﻲﻨﺤﻨﻣ ﻝﺎﻘﺘﻧﺍ ﻭ ﺪﻴﻟﻮﺗ ﻱﺎﻫ

.ﺖﺳﺍ ﭗﭼ ﺖﻤﺳ ﻪﺑ ﻞﻛ ﻱ

ﺱﺎﻛﻮﻟ )4

1980 (،

ﻪﻌﻟﺎﻄﻣ ﺭﺩ ﻪـﻄﺑﺍﺭ ﻲـﺴﻧﺎﻛﺮﻓ ﻞﻴﻠﺤﺗ ﺖﻴﻤﻫﺍ ﺮﺑ ،ﻡﺎﮕﺸﻴﭘ ﻱﺍ

ﻦﻴـﺑ ﻱ

ﻡﺭﻮﺗ ﻭ ﻝﻮﭘ ﺪﺷﺭ ﺪﻴﻛﺄﺗ

ﺩﺮﻛ ﺖﺳﺍ ﻩ ﻩﺪﻴﻘﻋ ﻪﺑ . ﻦﻴﻴﻌﺗ ،ﻭﺍ ﻱ

ﻩﺪﻨﻨﻛ ﺲﻧﺎﻛﺮﻓ ﺭﺩ ﻡﺭﻮﺗ ﻱﺎﻫ ﻱﺎﻫ

ﻣ ﻲﻣ ﺮﻴﻴﻐﺗ ﻒﻠﺘﺨ ﺶﻴﭘ .ﺪﻨﻛ

ﻢﻫ ﺮﺑ ﺚﺤﺑ ﺮﺗ ﺕﺪـﻣﺪﻨﻠﺑ ﺭﺩ ﻡﺭﻮـﺗ ﻭ ﻝﻮـﭘ ﺪـﺷﺭ ﻦﻴﺑ ﻲﺘﻛﺮﺣ

ﺲﻧﺎﻛﺮﻓ) ﺩﻮﺑ (ﻦﻴﻳﺎﭘ ﻱﺎﻫ

،ﻩ ﻩﺪﻳﺍ ﺯﺍ ﺲﭘ ﺎﻣﺍ . ﻪـﻄﺑﺍﺭ ﻪـﺑ ﻪـﺟﻮﺗ ،ﻩﺪـﺷ ﻪﺋﺍﺭﺍ ﺪﻳﺪﺟ ﻱ

ﻦﻴـﺑ ﻱ

ﺲﻧﺎﻛﺮﻓ ﺭﺩ ﺭﻮﻛﺬﻣ ﻱﺎﻫﺮﻴﻐﺘﻣ ﺪـﺷ ﺡﺮـﻄﻣ ﻒﻠﺘﺨﻣ ﻱﺎﻫ

ﺖـﺳﺍ ﻩ ﻱﺭﺎﻴـﺴﺑ ﺪﻫﺍﻮـﺷ ﻪـﭼﺮﮔﺍ .

) ﻪـﺑ ﺭﻮــﻃ ﺮــﮕﻴﺟ ﻝﺎــﺜﻣ ،5

2003 ــﻟﺍﻮﻳﺩ ﻭ گﺎــﻫ ؛

6ﺪ ، 2004 ﺮــﺷﺎﻤﻨﺳﺍ ؛ –

ﻙﻻﺮــﮔ ﻭ ﺵﻭ ،7

2008 (،

ﻪﻄﺑﺍﺭ ﺮﻴﻴﻐﺗ ﺲﻧﺎـﻛﺮﻓ ﺭﺩ ﻡﺭﻮـﺗ ﻭ ﻝﻮـﭘ ﺪـﺷﺭ ﻦﻴﺑ ﻱ

ﺕﺎـﺒﺛﺍ ﻪـﺑ ﺍﺭ ﻒـﻠﺘﺨﻣ ﻱﺎـﻫ

1. Friedman 2. Monetarists 3. Cost Push Inflation 4. Lucas

5. Jaeger

6. Haug and Dewald

7. Assenmacher-Wesche and Gerlach

(5)

ﻩﺪﻧﺎﺳﺭ ﺶﻫﻭﮋـﭘ ،ﺎﺘـﺳﺍﺭ ﻦﻳﺍ ﺭﺩ .ﺩﺍﺩ ﺭﺍﺮﻗ ﺮﻈﻧ ﺪﻣ ﺰﻴﻧ ﺍﺭ ﻥﺎﻣﺯ ﻲﻃ ﻪﻄﺑﺍﺭ ﻦﻳﺍ ﺮﻴﻴﻐﺗ ﺪﻳﺎﺑ ،ﺪﻧﺍ

ﺍﺭ ﺮـﻴﻴﻐﺗ ﻭﺩ ﺮـﻫ ،ﻥﺁ ﻱﺎـﻫﺭﺍﺰﺑﺍ ﻭ ﻪﺘـﺳﻮﻴﭘ ﻚـﺟﻮﻣ ﻝﺪـﺒﻣ ﻱﺮﻴﮔﺭﺎـﻛ ﻪﺑ ﺎﺑ ﺮﺿﺎﺣ ﻲـﺳﺭﺮﺑ

ﻲﻣ .ﺪﻨﻛ

2 - 2 - ﻦﻴﺸﻴﭘ ﺕﺎﻌﻟﺎﻄﻣ

ﻪﻄﺑﺍﺭ ﻲﺳﺭﺮﺑ .ﺖـﺳﺍ ﻲﻟﻮﭘ ﺩﺎﺼﺘﻗﺍ ﺭﺩ ﻢﻬﻣ ﺕﺎﻋﻮﺿﻮﻣ ﺯﺍ ﻲﻜﻳ ﻝﻮﭘ ﺪﺷﺭ ﻭ ﻡﺭﻮﺗ ﻦﻴﺑ ﻱ

ﻲﻣ ﺭﻭﺮﻣ ﺕﺎﻌﻟﺎﻄﻣ ﻢﻫﺍ ،ﻪﻣﺍﺩﺍ ﺭﺩ ﺎﺑ ﻲﺟﺭﺎﺧ ﺕﺎﻌﻟﺎﻄﻣ ﻪﻛ ﺖﺳﺍ ﺮﻛﺫ ﻪﺑ ﻡﺯﻻ .ﺩﻮﺷ

ﺪـﻴﻛﺄﺗ ﺮـﺑ

ﺵﻭﺭ ﻩﺪﺷ ﺏﺎﺨﺘﻧﺍ ﻲﺳﺎﻨﺷ .ﺪﻧﺍ

2 - 2 - 1 - ﻲﺟﺭﺎﺧ ﺕﺎﻌﻟﺎﻄﻣ

1ﺁﻭﺭ ) 2012 (،

ﺰﻴﻟﺎﻧﺁ ﺯﺍ ﻪﻄﺑﺍﺭ ﻲﺳﺭﺮﺑ ﻱﺍﺮﺑ ﻪﺘﺳﻮﻴﭘ ﻚﺟﻮﻣ ﻡﺭﻮـﺗ ﻭ ﻝﻮـﭘ ﺪﺷﺭ ﻦﻴﺑ ﻱ

ﻪﻘﻄﻨﻣ ﺭﺩ ﻪﻄﺑﺍﺭ ،ﺞﻳﺎﺘﻧ ﻖﺒﻃ .ﺖﺳﺍ ﻩﺩﺮﻛ ﻩﺩﺎﻔﺘﺳﺍ ﻭﺭﻮﻳ ﻱ

ﺲﻧﺎﻛﺮﻓ ﺭﺩ ﺭﻮﻛﺬﻣ ﻱ ﻦﻴﻳﺎـﭘ ﻱﺎﻫ

ﻱﻮﻗ (ﺕﺪﻣﺪﻨﻠﺑ) ﻪـﻫﺩ ﻲـﻃ ﻡﺭﻮﺗ ﺮﺑ ﻝﻮﭘ ﺪﺷﺭ ﻱﺭﺍﺬﮔﺮﺛﺍ ﺯﺍ ،ﻦﻳﺍ ﺮﺑ ﻩﻭﻼﻋ .ﺖﺳﺍ ﺮﺗ

ﺮـﻴﺧﺍ ﻱ

.ﺖﺳﺍ ﻩﺪﺷ ﻪﺘﺳﺎﻛ ﻥﺍﺭﺎــﻜﻤﻫ ﻭ ﺯﺎﺒﻬــﺷ )2

2012 ــﺳﺭﺮﺑ ﻱﺍﺮــﺑ ،(

ﻪــﻄﺑﺍﺭ ﻲ ﺖــﻤﻴﻗ ﺺﺧﺎــﺷ ﻦﻴــﺑ ﻲــّﻠﻋ ﻱ

ﻑﺮﺼﻣ ﻩﺪﻤﻋ ﺖﻤﻴﻗ ﺺﺧﺎﺷ ﻭ ﻩﺪﻨﻨﻛ ﻥﺎﺘﺴﻛﺎﭘ ﺭﺩ ﻲﺷﻭﺮﻓ

، ﻪـﻨﻣﺍﺩ ﺭﺩ ﺖـﻴّﻠﻋ ﺯﺍ ﺲﻧﺎـﻛﺮﻓ ﻱ

ﻩﺩﺮﻛ ﻩﺩﺎﻔﺘﺳﺍ ﻲﻣ ﻥﺎﺸﻧ ﺞﻳﺎﺘﻧ .ﺪﻧﺍ

ﻖﻓﺍ ﻲﻣﺎﻤﺗ ﺭﺩ ﺪﻫﺩ ﻲﻧﺎﻣﺯ ﻱﺎﻫ

، ﺖـﻤﻴﻗ ﺺﺧﺎـﺷ ﺯﺍ ﺖﻴّﻠﻋ

ﻑﺮﺼﻣ ﻩﺪﻤﻋ ﺖﻤﻴﻗ ﺺﺧﺎﺷ ﻪﺑ ﻩﺪﻨﻨﻛ .ﺖﺳﺍ ﻩﺩﻮﺑ ﻲﺷﻭﺮﻓ

ﻥﺍﺭﺎﻜﻤﻫ ﻭ ﻱﺭﺍﻮﻴﺗ )3

2013 ﻮﻴﺗ ﻭ ( ) ﻥﺍﺭﺎﻜﻤﻫ ﻭ ﻱﺭﺍ 2014

ﺎﻳﻮﭘ ﻁﺎﺒﺗﺭﺍ ﻲﺳﺭﺮﺑ ﻱﺍﺮﺑ

ﻑﺮﺼﻣ ﺖﻤﻴﻗ ﺺﺧﺎﺷ ﻦﻴﺑ ﻭ ﻲﻧﺎـﻣﻭﺭ ﻱﺎﻫﺭﻮـﺸﻛ ﺭﺩ ﻩﺪـﻨﻨﻛﺪﻴﻟﻮﺗ ﺖـﻤﻴﻗ ﺺﺧﺎﺷ ﻭ ﻩﺪﻨﻨﻛ

ﻩﺩﺮـﻛ ﻩﺩﺎﻔﺘـﺳﺍ ﻪﺘـﺳﻮﻴﭘ ﻚـﺟﻮﻣ ﻞﻳﺪـﺒﺗ ﺯﺍ ،ﻚـﻳﺰﻜﻣ ﻲﻣﺎــﻤﺗ ﺭﺩ ،ﻲﻧﺎـﻣﻭﺭ ﺭﻮـﺸﻛ ﺭﺩ .ﺪـﻧﺍ

ﺲﻧﺎﻛﺮﻓ ﻪﻄﺑﺍﺭ ﺎﻫ ﻢﻫ ﺎﻫﺮﻴﻐﺘﻣ ﻦﻴﺑ ﻲّﻠﻋ ﻱ ﻮﺑ ﺯﺎﻓ

ﺩ ﻦﻴﺑ ﻁﺎﺒﺗﺭﺍ ،ﻚﻳﺰﻜﻣ ﺭﺩ .ﺖﺳﺍ ﻩ ﺮـﻴﻐﺘﻣ ﻭﺩ

ﺶﻴﺑ ﺕﺍﺮﻴﻴﻌﺗ ﺖﺳﺍ ﻩﺪﻳﺩ ﺩﻮﺧ ﻪﺑ ﺍﺭ ﻱﺮﺗ

، ﻪﻧﻮﮔ ﻪﺑ ﻩﺎـﺗﻮﻛ ﺭﺩ ﻪـﻛ ﻱﺍ ﺶﻴـﭘ ﺮـﻴﻐﺘﻣ ،ﺕﺪـﻣ

ﻭﺭ

ﻑﺮﺼﻣ ﺖﻤﻴﻗ ﺺﺧﺎﺷ ﻲﻣ ﻩﺪﻨﻨﻛ

ﺪﺷﺎﺑ

، ﻑﺮـﺼﻣ ﺖـﻤﻴﻗ ﺺﺧﺎﺷ ،ﺕﺪﻣﺪﻨﻠﺑ ﺭﺩ ﺎﻣﺍ ﺯﺍ ﻩﺪـﻨﻨﻛ

ﻩﺪﻨﻨﻛﺪﻴﻟﻮﺗ ﺖﻤﻴﻗ ﺺﺧﺎﺷ ﻱﻭﺮﻴﭘ

.ﺖﺳﺍ ﻩﺩﺮﻛ

1. Rua 2. Shahbaz 3. Tiwari et al.

(6)

ﻪـﻄﺑﺍﺭ ﻲﺳﺭﺮﺑ ﻪـﻌﻟﺎﻄﻣ ﻉﻮـﺿﻮﻣ ،ﻦﻴـﭼ ﺭﺩ ﻡﺭﻮـﺗ ﻭ ﻝﻮـﭘ ﺪـﺷﺭ ﻦﻴـﺑ ﻱ

ﮓـﻧﺎﻴﺟ ﻱ ﻭ

ﻥﺍﺭﺎﻜﻤﻫ )1

2015 ﻱﺎـﻫﺭﺍﺰﺑﺍ ﻭ ﻪﺘـﺳﻮﻴﭘ ﻚﺟﻮﻣ ﻝﺪﺒﻣ ﻱﺮﻴﮔﺭﺎﻛ ﻪﺑ ﺎﺑ ﻥﺎﻘﻘﺤﻣ .ﺖﺳﺍ ﻩﺩﻮﺑ (

ﺩﺍﺩ ﻥﺎﺸﻧ ﻥﺁ ﻩ ﺍ

ﻥﺎﻴﻣ ﺭﺩ ﺪﻧ ﻪﻄﺑﺍﺭ ﺕﺪﻣﺪﻨﻠﺑ ﻭ ﺕﺪﻣ

ﻡﺭﻮـﺗ ﻭ ﻝﻮـﭘ ﺪـﺷﺭ ﻦﻴـﺑ ﻲﻜﻳ ﻪﺑ ﻚﻳ ﻱ

.ﺩﺭﺍﺩ ﺩﻮﺟﻭ ﻩﺎﺗﻮﻛ ﺭﺩ ﺎﻣﺍ

ﻲﻣ ﻑﺮﺤﻨﻣ ﻪﻄﺑﺍﺭ ﻦﻳﺍ ﺕﺪﻣ .ﺩﻮﺷ

ﻥﻭﺰﻓﺍ ﻞـﻴﻠﺤﺗ ﺎﺑ ﻥﺎﻘﻘﺤﻣ ،ﻦﻳﺍ ﺮﺑ

ﻪﻨﻣﺍﺩ ﺭﺩ ﺖﺳﺎﻴﺳ ﻥﺎﻣﺯ ﻱ ﻝﺎﺳ ﺯﺍ ﺪﻌﺑ ﺍﺭ ﻦﻴﭼ ﺭﺩ ﻲﻟﻮﭘ

2000 ﻲﻣ ﻲﺑﺎﻳﺯﺭﺍ ﻖﻓﻮﻣ .ﺪﻨﻨﻛ

ﻪﻌﻟﺎﻄﻣ ﺭﺩ ﻥﺍﺭﺎـﻜﻤﻫ ﻭ ﺱﻭﺮﻴﻜﺑ ،ﺮﮕﻳﺩ ﻱﺍ

)2

2017 (،

ﻱﺍﺮـﺑ ﻪﺘـﺳﻮﻴﭘ ﻚـﺟﻮﻣ ﺭﺍﺰـﺑﺍ ﺯﺍ

ﻲﻳﺎﻳﻮﭘ ﻞﻴﻠﺤﺗ ﻪﻄﺑﺍﺭ ﻱﺎﻫ

ﻱﺰﻟﺎـﻣ ﻭ ﻦـﭘﺍژ ،ﺪـﻨﻫ ﺭﻮـﺸﻛ ﻪـﺳ ﺭﺩ ﻡﺭﻮـﺗ ﻭ ﻝﻮـﭘ ﺪﺷﺭ ﻦﻴﺑ ﻱ

ﻩﺩﺮﻛ ﻩﺩﺎﻔﺘﺳﺍ ﻩﺎﺗﻮﻛ ﺭﺩ ﺪﻨﻫ ﺭﺩ ،ﻖﻴﻘﺤﺗ ﺞﻳﺎﺘﻧ ﻖﺒﻃ .ﺪﻧﺍ

ﻣ ﻭ ﺕﺪﻣ ﻥﺎﻴ

ﻪـﻄﺑﺍﺭ ﺕﺪﻣ ﺯﺍ ﻲـّﻠﻋ ﻱ

ﻩﺯﺎﺑ ﺭﺩ ﻪﻓﺮﻃ ﻭﺩ ﺖﻴّﻠﻋ ﻱﺰﻟﺎﻣ ﺭﺩ .ﺖﺳﺍ ﻝﻮﭘ ﺪﺷﺭ ﻪﺑ ﻙﺭﻮﺗ ﻩﺎـﺗﻮﻛ ﺭﺎﻴﺴﺑ ﻱ

ﺭﺎﻴـﺴﺑ ﻭ ﺕﺪـﻣ

ﻪـﻄﺑﺍﺭ ،ﻦﭘﺍژ ﺭﺩ .ﺖﺳﺍ ﺭﺍﺮﻗﺮﺑ ﺕﺪﻣﺪﻨﻠﺑ ﻩﺎـﺗﻮﻛ ﺭﺩ ﻝﻮـﭘ ﺪـﺷﺭ ﻪـﺑ ﻡﺭﻮـﺗ ﺯﺍ ﻲـّﻠﻋ ﻱ

ﻭ ﺕﺪـﻣ

.ﺖﺳﺍ ﺭﺍﺮﻗﺮﺑ ﺕﺪﻣﺪﻨﻠﺑ 2 - 2 - 2 - ﻲﻠﺧﺍﺩ ﺕﺎﻌﻟﺎﻄﻣ

) ﻥﺍﺭﺎﻜﻤﻫ ﻭ ﻲﺑﺎﺤﺳ 1392

ﻪﺑ ﺎﺑ ﻱﺮﻴﮔﺭﺎﻛ ﻑﻮﻛﺭﺎﻣ ﻲﺸﺧﺮﭼ ﺖﻓﺎﻴﻫﺭ

، 3

ﺪـﺷﺭ ﺕﺍﺮـﺛﺍ

ﻲﻃ ﺍﺭ ﻥﺍﺮﻳﺍ ﺩﺎﺼﺘﻗﺍ ﺭﺩ ﻡﺭﻮﺗ ﺮﺑ ﻲﮕﻨﻳﺪﻘﻧ ﻝﺎﺳ

ﺎﻫ ﻱ 1390 - 1369 ﻩﺩﺍﺩ ﺯﺍ ﻩﺩﺎﻔﺘـﺳﺍ ﺎﺑ ﻱﺎـﻫ

ﻩﺪﻴﺠﻨﺳ ﻪﺘﻓﺎﻳ ﺎﺑ ﻖﺑﺎﻄﻣ .ﺪﻧﺍ ﻥﺎـﺴﻜﻳ ﻥﺎـﻣﺯ ﻲـﻃ ﺭﺩ ﻡﺭﻮـﺗ ﺮـﺑ ﻲﮕﻨﻳﺪﻘﻧ ﺕﺍﺮﺛﺍ ،ﻖﻴﻘﺤﺗ ﻱﺎﻫ

ﺖﺳﺍ ﻩﺩﻮﺒﻧ

، ﻔﻗﻭ ﻚﻳ ﺎﺑ ﻲﮕﻨﻳﺪﻘﻧ ﺪﺷﺭ ،ﻂﺳﻮﺘﻣ ﻡﺭﻮﺗ ﻢﻳژﺭ ﺭﺩ ﻪﻛ ﺕﺭﻮﺻ ﻦﻳﺍ ﻪﺑ ﻪـﺑ ﺮﺠﻨﻣ ﻪ

57 / 0 ﻲﻣ ﻥﺍﺮﻳﺍ ﺭﺩ ﻡﺭﻮﺗ ﺩﻮﺷ

، ﻲﻨﻌﻣ ﺮﺛﺍ ﻻﺎﺑ ﻡﺭﻮﺗ ﻢﻳژﺭ ﺭﺩ ﺎﻣﺍ ﻡﺭﻮـﺗ ﺮـﺑ ﻲﮕﻨﻳﺪـﻘﻧ ﺪـﺷﺭ ﺭﺍﺩ

.ﺖﺳﺍ ﻩﺪﺸﻧ ﻩﺩﺍﺩ ﺺﻴﺨﺸﺗ ) ﻦــﺷﻭﺭ ﺭﺎــﻛﺮﻄﻋ 2014

ﻪــﻄﺑﺍﺭ ﻱ ﻪــﺿﺮﻋ ﻱ ﺐــﺴﺣﺮﺑ) ﻝﻮــﭘ

M1

M2

ﺢﻄــﺳ ﻭ (

ﺖﻤﻴﻗ ﻑﺮﺼﻣ ﺖﻤﻴﻗ ﺺﺧﺎﺷ ﺐﺴﺣﺮﺑ) ﺎﻫ ﺵﻭﺭ ﻚﻤﻛ ﻪﺑ ﺍﺭ (ﻩﺪﻨﻨﻛﺪﻴﻟﻮﺗ ﻭ ﻩﺪﻨﻨﻛ

ﻢﻫ ﺍﺮﮔ ﻲﻳ

ﻦﺴﻧﺎﻫﻮﻳ ﻩﺩﺍﺩ ﺯﺍ ﻩﺩﺎﻔﺘﺳﺍ ﺎﺑ ﺖﻴّﻠﻋ ﻥﻮﻣﺯﺁ ﻭ 4

ﻲﻠﺼﻓ ﻱﺎﻫ 2010

- 1988 .ﺖﺳﺍ ﻩﺩﺮﻛ ﻲﺳﺭﺮﺑ

ﺎﻫﺮﻴﻐﺘﻣ ،ًﻻﻭﺍ ﻪﻛ ﺖﺳﺍ ﻥﺁ ﺯﺍ ﻲﻛﺎﺣ ﻖﻴﻘﺤﺗ ﺞﻳﺎﺘﻧ ﻢﻫ

ﺍﺮﮔ ﺖﻴّﻠﻋ ﺎﻫﺮﻴﻐﺘﻣ ﻦﻴﺑ ،ًﺎﻴﻧﺎﺛ ؛ﺪﻨﺘﺴﻴﻧ

.ﺩﺭﺍﺩ ﺩﻮﺟﻭ ﻪﻓﺮﻃﻭﺩ ) ﻱﺪﻘﻧ ﻭ ﻲﻳﻮﻛﺎﻛ 1393

ﻪﻟﺎﻘﻣ ﺭﺩ ﻥﺍﻮـﻨﻋ ﺎـﺑ ﻱﺍ

"

ﻪـﻄﺑﺍﺭ :ﻥﺍﺮـﻳﺍ ﺭﺩ ﻡﺭﻮـﺗ ﻭ ﻝﻮـﭘ ﻱ

ﻱﺪﻫﺍﻮﺷ ﺮﺑ

ﺱﺎﺳﺍ ﻝﺪﻣ

P*

"

، ﺎﺑ ﺪﻴﻳﺄﺗ ﻪﻴﺿﺮﻓ ﻲﺒﺴﻧ ﻥﺍﻮـﻨﻋ ،ﻥﺍﺮـﻳﺍ ﺭﺩ ﻡﺭﻮـﺗ ﻥﺩﻮـﺑ ﻲﻟﻮﭘ ﻱ

1. Jiang et al.

2. Bekiros et al.

3. Markov Switching 4. Johansen Cointegration

(7)

ﻲﻣ ﺮﻫ ﺪﻨﻨﻛ 10

ﺖﻤﻴﻗ ﻲﻣﻮﻤﻋ ﺢﻄﺳ ﺶﻳﺍﺰﻓﺍ ﻪﺑ ﺮﺠﻨﻣ ﻲﮕﻨﻳﺪﻘﻧ ﺪﺷﺭ ﺪﺻﺭﺩ ﻥﺍﺰـﻴﻣ ﻪـﺑ ﺎﻫ

6/

4 ﻲﻣ ﺪﺻﺭﺩ ﻩﺩﺎﻔﺘﺳﺍ ﻥﺎﻘﻘﺤﻣ ،ﺱﺎﺳﺍ ﻦﻳﺍ ﺮﺑ .ﺩﻮﺷ

ﻱ ﺖﺳﺎﻴﺳ ﺯﺍ ﻖﻠﻄﻣ ﻱﺍﺮـﺑ ﻲﻟﻮـﭘ ﻱﺎـﻫ

ﻲﻤﻧ ﻲﻘﻠﺗ ﺐﺳﺎﻨﻣ ﺍﺭ ﻥﺍﺮﻳﺍ ﺭﺩ ﻡﺭﻮﺗ ﻝﺮﺘﻨﻛ ﻨﻨﻛ

.ﺪ

3 - ﺵﻭﺭ ﻖﻴﻘﺤﺗ ﻲﺳﺎﻨﺷ

ﺮﺠﻧﺮﮔ ﺖﻴﻠﻋ ﻥﻮﻣﺯﺁ

، 1

ﺯﺍ ﻲﻜﻳ ﺵﻭﺭ ﺎﻫ ﻥﻭﺪـﺑ ﻥﺁ ﺭﺩ ﻪﻛ ﺖﺳﺍ ﻲﺠﻨﺳﺩﺎﺼﺘﻗﺍ ﻝﺍﻭﺪﺘﻣ ﻱ

ﻪﻄﺑﺍﺭ ﻱﺩﺎﺼﺘﻗﺍ ﺕﺎﻳﺮﻈﻧ ﻪﺑ ﺎﻜﺗﺍ ﻱﺮﺳ ﻦﻴﺑ ﻲّﻠﻋ ﻱ

ﻲﻣ ﻲﺳﺭﺮﺑ ﻲﻧﺎﻣﺯ ﻱﺎﻫ ﺭﻮﻛﺬﻣ ﺵﻭﺭ .ﺩﻮﺷ

ﻪـﻈﺤﻟ ﺭﺎﻴﻌﻣ ﻚﻳ ﺶﺘﻴﻫﺎﻣ ﺮﺑﺎﻨﺑ

2ﻱﺍ ﻞـﻴﻠﺤﺗ ﻭ ﻪـﻳﺰﺠﺗ ﺯﺍ ﻭ ﻩﺩﺍﺩ ﻪـﺋﺍﺭﺍ ﺍﺭ ﺖـﻴّﻠﻋ ﻥﻮـﻣﺯﺁ ﺯﺍ

ﻲﻳﺎﻳﻮﭘ ﺮﻳﺩﺎـﻘﻣ ﺯﺍ ،ﺮـﺠﻧﺮﮔ ﺖـﻴّﻠﻋ ﺵﻭﺭ ﺭﺩ ﻦـﻳﺍ ﺮـﺑ ﻥﻭﺰـﻓﺍ .ﺖـﺳﺍ ﻥﺍﻮﺗﺎـﻧ ﺖﻴﻠﻋ ﻲﻳﺎﻳﺎﭘ ﻭ

ﻪﻔﻗﻭﺎﺑ ﻲﻣ ﻩﺩﺎﻔﺘﺳﺍ ﺎﻫﺮﻴﻐﺘﻣ ﻱ ﺪـﻫﺍﻮﺧ ﺩﻮـﺟﻭ ﻲـﻧﺁ ﺕﺍﺮـﺛﺍ ﻑﺬـﺣ ﻝﺎﻤﺘﺣﺍ ﻪﺠﻴﺘﻧ ﺭﺩ ﻭ ﺩﻮﺷ

ﻱﺍﺮﺑ .ﺖﺷﺍﺩ ﻞﻜﺸﻣ ﻦﻳﺍ ﻥﺩﺮﻛ ﻑﺮﻃﺮﺑ

ﻲﻔﻴﻃ ﻞﻴﻠﺤﺗ ، ﻲﻣ ﺭﺎﻛ ﻪﺑ3

ﻪﻳﺭﻮﻓ ﻞﻳﺪﺒﺗ .ﺪﻳﺁ ﻲـﻜﻳ4

ﺖﺳﺍ ﻲﻔﻴﻃ ﻞﻴﻠﺤﺗ ﺭﺩ ﺩﺮﺑﺭﺎﻛﺮﭘ ﺚﺣﺎﺒﻣ ﺯﺍ ﻦﻴـﺑ ﺩﻮـﺟﻮﻣ ﻂـﺑﺍﻭﺭ ﻱﺯﺎﺳﺭﺎﻜﺷﺁ ﺭﻮﻈﻨﻣ ﻪﺑ ﻪﻛ

ﻱﺮﺳ ﺲﻧﺎﻛﺮﻓ ﺭﺩ ﻲﻧﺎﻣﺯ ﻱﺎﻫ ﻲﻣ ﻩﺩﺎﻔﺘﺳﺍ ﻒﻠﺘﺨﻣ ﻱﺎﻫ

ﻲﻧﺎـﺳﻮﻧ ﺖـﻴﻫﺎﻣ ﻪـﺑ ﺎـﻨﺑ ﻪـﻛ ﺩﻮـﺷ

ﻢﻫ ﻲﮕﺘﺴﺑ ﻱﺮﺳ ﺯﺍ ﻲﺧﺮﺑ ﻥﺎﻴﻣ ﻲﻳﺎـﻳﻮﭘ ﻲـﺳﺭﺮﺑ ﻞـﻴﻠﺤﺗ ﻭ ﻪﻳﺰﺠﺗ ﺭﺩ ،ﻱﺩﺎﺼﺘﻗﺍ ﻲﻧﺎﻣﺯ ﻱﺎﻫ

ﻪﻄﺑﺍﺭ ﻥﻭ) ﺖﺳﺍ ﻩﺩﺎﻔﺘﺳﺍ ﻞﺑﺎﻗ ﺖﻴّﻠﻋ ﻱ ،5

2005 ﻳﺭﻮﻓ ﻞﻳﺪﺒﺗ ﺭﺩ ،ﺩﻮﺟﻭ ﻦﻳﺍ ﺎﺑ .(

ﺮـﺑ ﻩﻭﻼـﻋ ﻪ

ﻦﻳﺍ ﻲﻣ ﻪﺘﺷﺍﺬﮔ ﺭﺎﻨﻛ ﻥﺎﻣﺯ ﻲﻌﺿﻮﻣ ﺕﺎﻋﻼﻃﺍ ﻪﻛ ﻱﺮﺳ ﻥﺩﻮﺑ ﺎﻳﺎﭘ ،ﺩﻮﺷ

ﻲـﺿﺮﻓ ﻲﻧﺎـﻣﺯ ﻱﺎـﻫ

ﺮﻴﮔﺍ) ﺖﺳﺍ ﻲﺳﺎﺳﺍ –

ﻥﺍﺭﺎﻜﻤﻫ ﻭ ﺎﻳﺭﺍﺮﻧﺎﻛ ،6

2008 (،

ﻥﺁ ﻝﺎﺣ ﻱﺮﺳ ﺯﺍ ﻱﺭﺎﻴﺴﺑ ﻪﻛ ﻲﻧﺎـﻣﺯ ﻱﺎﻫ

ﺑ ﻭ ﻩﺩﻮﺑ ﺎﻳﺎﭘﺎﻧ ﺮﺘﺸﻴ

ﻲﮔﮋﻳﻭ ﻥﺁ ﻱﺎﻫ ﻲـﻣ ﺮـﻴﻴﻐﺗ ﻥﺎـﻣﺯ ﻝﻮـﻃ ﺭﺩ ﺎﻫ ﻦـﻳﺍ ﻪـﺑ ﻪـﺟﻮﺗ ﺎـﺑ .ﺪـﻨﻛ

ﻞﻳﺪﺒﺗ ،ﺖﻳﺩﻭﺪﺤﻣ

7ﻚﺟﻮﻣ ﻪﺑ ﻥﺍﻮﻨﻋ ﻂـﺑﺍﻭﺭ ﻒـﺸﻛ ﺭﺩ ﻪﻳﺭﻮﻓ ﻞﻳﺪﺒﺗ ﻱﺍﺮﺑ ﺪﻴﻔﻣ ﻲﻨﻳﺰﮕﻳﺎﺟ

ﻲﻣ ﺏﻮﺴﺤﻣ ﻲّﻠﻋ ﻲﮔﮋﻳﻭ ﺯﺍ .ﺩﻮﺷ

ﻲـﻣ ﻚـﺟﻮﻣ ﻞﻳﺪـﺒﺗ ﻢـﻬﻣ ﻱﺎﻫ ﺭﺩ ﻥﺁ ﻲﻳﺎـﻧﺍﻮﺗ ﻪـﺑ ﻥﺍﻮـﺗ

ﻪﻳﺰﺠﺗ ﺲﻧﺎﻛﺮﻓ ﻪﺑ ﻲﻧﺎﻣﺯ ﻱﺮﺳ ﻚﻳ ﻱ ﺎـﻳ ﻥﺎـﻣﺯ ﺯﺍ ﻪـﻄﻘﻧ ﺮـﻫ ﺭﺩ ﻒﻠﺘﺨﻣ ﻱﺎﻫ

ﺡﻼﻄـﺻﺍ ﺭﺩ

ﻥﺎﻣﺯ ﻞﻴﻠﺤﺗ -

ﻦـﻳﺍ ﺮﺑ ﻩﻭﻼﻋ .ﺩﺮﻛ ﻩﺭﺎﺷﺍ ﻲﻧﺎﻣﺯ ﻱﺮﺳ ﺲﻧﺎﻛﺮﻓ ﻑﻼـﺧ ﺮـﺑ ﻚـﺟﻮﻣ ﻞﻳﺪـﺒﺗ ،

ﻱﺮﺳ ﻲﻳﺎﻳﺎﭘ ﺮﺑ ﻥﺩﻮﺒﻧ ﻲﻨﺘﺒﻣ ﺎﺑ ﻪﻳﺭﻮﻓ ﻞﻳﺪﺒﺗ ﻪﻨﻣﺍﺩ ﺭﺩ ،ﻲﻧﺎﻣﺯ ﻱﺎﻫ

ﺲﻧﺎﻛﺮﻓ ﻱ ﻡﺎﺠﻧﺍ

ﻪﺘﻓﺮﮔ

ﺲﻧﺎﻛﺮﻓ ﺺﻴﺨﺸﺗ ﺖﻴﻠﺑﺎﻗ ﻭ ﻩﺩﺍﺩ ﺭﺩ ﺩﻮﺟﻮﻣ ﻱﺎﻫ

ﻪﻄﻘﻧ ﺮﻫ ﺭﺩ ﺎﻫ ﻒـﺋﻭﺭ) ﺖﺳﺍﺭﺍﺩ ﺍﺭ ﻲﻧﺎﻣﺯ ﻱ

1. Granger Causality 2. One Shot Measure 3. Spectral Analysis 4. Fourier Transform 5. Wen

6. Aguiar-Conraria et al 7. Wavelet Transform

(8)

ﺲﻛﺎﺳ ﻭ ،1

2011 .(

ﻪﺟﻮﺗ ﺎﺑ ﻭ ﻪﻣﺪﻘﻣ ﻦﻳﺍ ﻪﺑ ﻥﺁ ﻱﺮﺗﺮﺑ

ﺭﻮﻈﻨﻣ ﻪﺑ ، ﻦﻴﻣﺄﺗ

ﺶﻫﻭﮋـﭘ ﻑﺪـﻫ

،

.ﺖﺳﺍ ﻩﺪﺷ ﻩﺩﺎﻔﺘﺳﺍ ﻲﻀﺘﻘﻣ ﻱﺎﻫﺭﺍﺰﺑﺍ ﻭ ﻪﺘﺳﻮﻴﭘ ﻚﺟﻮﻣ ﻞﻳﺪﺒﺗ ﺯﺍ 3 - 1 - ﻪﺘﺳﻮﻴﭘ ﻚﺟﻮﻣ ﻞﻳﺪﺒﺗ ﻪﻳﺎﭘ ﻊﺑﺍﻮﺗ ﺯﺍ ﻩﺩﺎﻔﺘﺳﺍ ﺎﺑ ﻚﺟﻮﻣ ﻞﻳﺪﺒﺗ ﺲﻧﺎـﻛﺮﻓ ﻱﺎـﻀﻓ ﻪـﺑ ﺍﺭ ﻲﻧﺎـﻣﺯ ﻱﺮـﺳ ﻚﻳ ،ﻱﺍ

ﺱﺎـﻴﻘﻣ ﻭ ﻥﺎـﻣﺯ ﺭﺩ ﺍﺭ ﻲﻧﺎـﻣﺯ ﻱﺮﺳ ﺲﭙﺳ ﻭ ﻩﺩﺍﺩ ﻝﺎﻘﺘﻧﺍ ﻲـﻣ ﻥﺎـﺸﻧ ﻒـﻠﺘﺨﻣ ﻱﺎـﻫ

.ﺪـﻫﺩ

ﻚﺟﻮﻣ ﻪﻛ) ﺎﻫ ﻪﺑ ﻥﺍﻮﻨﻋ ﻚﺟﻮﻣ ﺮﺘﺧﺩ ﻱﺎﻫ ﻲﻣ ﻪﺘﺧﺎﻨﺷ2

(ﺪﻧﻮﺷ

، ﻲﻜﺗ ﻊﺑﺎﺗ ﻚﻳ ﺯﺍ -

ﻚـﺟﻮﻣ

3ﺭﺩﺎﻣ

ɗ୳ǡୱሺ–ሻ

- ﻪﻛ ﻪﺑ ﻥﺍﻮﻨﻋ ) ﻥﺎﻣﺯ ﺖﻴﻌﻗﻮﻣ ﺯﺍ ﻲﻌﺑﺎﺗ ) ﺱﺎﻴﻘﻣ ﻭ (u

ﻲـﻣ ﻒـﻳﺮﻌﺗ (s

،ﺩﻮـﺷ

ﻲﻣ ﻖﺘﺸﻣ ﻩﺯﻮـﺣ ﺭﺩ ﺩﺮﺑﺭﺎـﻛﺮﭘ ﻚﺟﻮﻣ ﻊﺑﺍﻮﺗ .ﺪﻧﻮﺷ

ﻪﺘـﺳﺩ ﻭﺩ ﻪـﺑ ﺩﺎـﺼﺘﻗﺍ ﻱ ﻪﺘـﺳﻮﻴﭘ ﻱ

4

ﻪﺘﺴﺴﮔ ﻢﻴﺴﻘﺗ ﻞﺑﺎﻗ5

ﻪﻳﺎﭘ ﻚﺟﻮﻣ ﻊﺑﺎﺗ .ﺪﻧﺍ :ﺯﺍ ﺖﺳﺍ ﺕﺭﺎﺒﻋ ﻪﺘﺳﻮﻴﭘ ﻱﺍ

) 1 (

u,s

1 t u

t s s

§ ·

\ © ¸¹

ﻲﻣ ﺽﺮﻓ ﻚﺟﻮﻣ ﺩﻮﺷ

ﻝﺍﺮﮕﺘﻧﺍ ﻊﺑﺮﻣ ﻊﺑﺎﺗ ﻚﻳ ﺎﻫ ﻲﻨﻌﻳ) ﺪﻨﺘﺴﻫ ﺮﻳﺬﭘ

ɗሺǤ ሻ א ሺԹሻ

.(

ﻪﻄﺑﺍﺭ ﺭﺩ ) ﻱ 1 (

ͳ ξݏΤ

ﻝﺎﻣﺮﻧ ﻞﻣﺎﻋ ،ﻚـﺟﻮﻣ ﺲﻧﺎـﻳﺭﺍﻭ ﻥﺩﻮـﺑ ﺪـﺣﺍﻭ ﻦﻤﻀﺘﻣ ﻪﻛ ﻩﺩﻮﺑ ﺯﺎﺳ

ฮɗ୳ǡୱ ൌ ͳ

ﻲﻣ ، .ﺪﺷﺎﺑ ﻝﺎـﻘﺘﻧﺍ ﺮﺘﻣﺍﺭﺎـﭘu

ﺍﺭ ﻚـﺟﻮﻣ ﻖـﻴﻗﺩ ﺖـﻴﻌﻗﻮﻣ ﻪـﻛ ﻩﺩﻮـﺑ6

ﻪـﺋﺍﺭﺍ

ﻲﻣ .ﺪﻫﺩ ﻉﺎﺴﺗﺍ ﺮﺘﻣﺍﺭﺎﭘs

ﻩﺯﺍﺪﻧﺍ)7

ﻲﻣ (ﻊﺑﺎﺗ ﺱﺎﻴﻘﻣ ﻱ ﻩﻮﺤﻧ ﻪﻛ ﺪﺷﺎﺑ

ﺍﺭ ﻚـﺟﻮﻣ ﻲﮔﺪﻴﺸﻛ ﻱ

ﻲﻣ ﻒﻳﺮﻌﺗ ﺱﺎﻴﻘﻣ .ﺪﻨﻛ

ﻦﻳﺍ ﺭﺩ ﻪﻛ ﺖﺳﺍ ﻲﺿﺎﻳﺭ ﺭﺍﺰﺑﺍ ﻚﻳ ﻱﺪﻨﺑ ﻭ ﻥﺪـﺷ ﺯﺎﺑ ﻥﺁ ﺯﺍ ﺭﻮﻈﻨﻣ ﺎﺟ

ﻥﺪﺷ ﻩﺪﻴﺸﻛ ﺎﻳ ﻭ ﻥﺪﺷ ﺯﺎﺑ ﺎﺑ ﻖﺑﺎﻄﻣ گﺭﺰﺑ ﺱﺎﻴﻘﻣ .ﺖﺳﺍ ﻥﺎﻣﺯ ﺭﺩ ﻚﺟﻮﻣ ﻥﺪﺷ ﻩﺩﺮﺸﻓ ﺎﻳ ﻚﭼﻮﻛ ﺱﺎﻴﻘﻣ ﻭ ﻚﺟﻮﻣ ﺮﺸﻓ ﻲﻨﻌﻣ ﻪﺑ

ﺩ ﻚﺟﻮﻣ ﻥﺪﺷ ﻩ ﻲﻣ

ﺪﺷﺎﺑ ﻥﺁ ﺯﺍ . ﻲﮔﺩﺮـﺸﻓ ﻪـﻛ ﺎـﺟ

ﺎـﺑ ﻖﺑﺎـﻄﻣ ﻚـﺟﻮﻣ ﻲﮔﺪﻴﺸﻛ ﺎﻳ ﻭ ﻲﮔﺪﺷﺯﺎﺑ ﺰﻴﻧ ﻭ ﻥﺁ ﺲﻧﺎﻛﺮﻓ ﻥﺩﻮﺑ ﻻﺎﺑ ﺎﺑ ﻖﺑﺎﻄﻣ ﻚﺟﻮﻣ ﺭﺩ ﻢـﻫ ﺎـﺑ ﻚـﺟﻮﻣ ﻚـﻳ ﻚﭼﻮﻛ ﺱﺎﻴﻘﻣ ﻭ ﺐﻟﺎﻏ ﺲﻧﺎﻛﺮﻓ ،ﺖﺳﺍ ﻥﺁ ﺐﻟﺎﻏ ﺪﻣﺎﺴﺑ ﻥﺩﻮﺑ ﻢﻛ ﻴﻳﺎﭘ ﺲﻧﺎﻛﺮﻓ ﺎﺑ ﻖﺑﺎﻄﻣ ﻻﺎﺑ ﺱﺎﻴﻘﻣ ﻪﻛ ﻡﻮﻬﻔﻣ ﻦﻳﺍ ﻪﺑ .ﺪﻨﺘﺴﻫ ﻁﺎﺒﺗﺭﺍ ﺎـﻴﻘﻣ ﻭ ﻦ

،ﻚـﭼﻮﻛ ﺱ

ﻲﻣ ﻻﺎﺑ ﺲﻧﺎﻛﺮﻓ ﺎﺑ ﻖﺑﺎﻄﻣ ﺪﺷﺎﺑ

.

1. Roueff and Sachs 2. Wavelet Daughters 3. Mother Wavelet 4. Discrete 5. Continuous 6. Location Parameter 7. Dilatation Parameter

(9)

ﺖـﺴﺨﻧ ﻲﻋﻮـﺿﻮﻣ ﻭ ﻪـﻨﻴﻣﺯ ﺮﻫ ﺭﺩ ﻪﺘﺳﻮﻴﭘ ﻚﺟﻮﻣ ﻞﻳﺪﺒﺗ ﺩﺮﺑﺭﺎﻛ

، ﺏﺎـﺨﺘﻧﺍ ﺪـﻨﻣﺯﺎﻴﻧ

ﻞﻳﺪـﺒﺗ ﺪﻨﻳﺍﺮﻓ ﻦﺘﺧﺎﺳ ﻲﻠﻤﻋ ﻱﺍﺮﺑ ﺐﺳﺎﻨﻣ ﻚﺟﻮﻣ ﻲـﻣ

ﺪـﺷﺎﺑ ﻡﻮـﻠﻋ ﻭ ﺪـﺻﺎﻘﻣ ﻪـﺑ ﻪﺘـﺴﺑ .

ﺭﺎـﻫ ﺮـﻴﻈﻧ ﻲﺗﻭﺎـﻔﺘﻣ ﺭﺩﺎﻣ ﻚﺟﻮﻣ ﻉﺍﻮﻧﺍ ،ﻒﻠﺘﺨﻣ ﺖـﻟﺭﻮﻣ ،1

ﺰـﻴﭽﻴﺑﻭﺍﺩ ،2

ﺱﻭﺮـﺗﺁ ،3

ﻩﻼـﻛ ،4

ﻲﻜﻳﺰﻜﻣ ﻝﻭﺍﺪﺘﻣ .ﺖﺳﺍ ﻩﺩﺎﻔﺘﺳﺍ ﻞﺑﺎﻗ ... ﻭ5

ﺭﻮـﻈﻨﻣ ﻪـﺑ ﻩﺩﺎﻔﺘـﺳﺍ ﻞـﺑﺎﻗ ﺭﺩﺎـﻣ ﻚـﺟﻮﻣ ﻦﻳﺮﺗ

ﻱﺮﺳ ﺕﺎﻴﺻﻮﺼﺧ ﺝﺍﺮﺨﺘﺳﺍ ﻲﻣ ﺖﻟﺭﻮﻣ ﻚﺟﻮﻣ ،ﻲﻧﺎﻣﺯ ﻱﺎﻫ

ﻂـﺳﻮﺗ ﺭﺎـﺑ ﻦﻴﺘـﺴﺨﻧ ﻪـﻛ ﺪﺷﺎﺑ

ﺩﻮﻠﻴﭘﻮﮔ ﻦﻤﺳﺍﺮﮔ ،6

) ﺖﻟﺭﺎﻣ ﻭ 7

1984 ﻪﺘـﺳﻮﻴﭘ ﻚﺟﻮﻣ ﻊﺑﺎﺗ .ﺖﺳﺍ ﻩﺪﺷ ﻲﻓﺮﻌﻣ ( ﺖـﻟﺭﻮﻣ ﻱ

ﻲﻣ ﺢﻳﺮﺼﺗ ﺮﻳﺯ ﻞﻜﺷ ﻪﺑ :ﺩﻮﺷ

) 2

(

M i t / t /

t / eZ eZ e

\ S

2 2

0 0 2 2

1 41

ﻪﻄﺑﺍﺭ ﺭﺩ ) ﻱ 2 ،(

ɗሺ–ሻ

ﻪﺘﺳﻮﻴﭘ ﻚﺟﻮﻣ ﻊﺑﺎﺗ ،ﺖﻟﺭﻮﻣ ﻱ

ﻭ ﻥﺎـﻣﺯ ﻞـﻣﺎﻋt ɘ

ﻞـﻣﺎﻋ

ﻲﻣ ﻥﺎﺸﻧ ﺍﺭ (ﻚﺟﻮﻣ ﻱﺰﻛﺮﻣ ﺲﻧﺎﻛﺮﻓ) ﺲﻧﺎﻛﺮﻓ ﻪﮕﻧ ﺖﺑﺎﺛ ﺎﺑ .ﺪﻫﺩ

ﻚـﻳ ﺭﺩ ﺲﻧﺎـﻛﺮﻓ ﻦﺘﺷﺍﺩ

ﻩﺭﻭﺩ ﻚـﻴﻜﻔﺗ ﻱﺍﺮـﺑ ﻲﻧﺎـﻣﺯ ﺱﺎـﻴﻘﻣ ﻝﺎﻘﺘﻧﺍ ﺮﺘﻣﺍﺭﺎﭘ ﺯﺍ ﻪﻨﻴﻬﺑ ﻭ ﺺﺨﺸﻣ ﺭﺍﺪﻘﻣ ﻲﻧﺎـﻣﺯ ﻱﺎـﻫ

ﻲﻣ ﻩﺩﺎﻔﺘﺳﺍ ﻲﻣ ﻚﺟﻮﻣ ﻞﻴﻠﺤﺗ ﺯﺍ ﺩﺮﺑﺭﺎﻛ ﻦﻳﺍ ﺭﺩ .ﺩﻮﺷ

ﻚـﺟﻮﻣ ﻥﺩﺮـﻛ ﻪﺘـﺴﺑ ﻭ ﺯﺎـﺑ ﺎﺑ ﻥﺍﻮﺗ

ﻩﺭﻭﺩ ﺯﺍ ﻞﺻﺎﺣ ﺞﻳﺎﺘﻧ ﻥﺎﻣﺯ ﻝﻮﻃ ﺭﺩ (ﺱﺎﻴﻘﻣ ﺮﺘﻣﺍﺭﺎﭘ ﺮﻴﻴﻐﺗ) ﺍﺭ ﻒـﻠﺘﺨﻣ ﻲﻧﺎﻣﺯ ﻱﺎﻫ

ﻣ ﺎﻘ ﻳ ـﺴ ﻪ

ﻥﺩﺍﺩ ﺭﺍﺮــﻗ ﺮــﺑﺍﺮﺑ ﺎــﺑ ﻭ ﺱﺎــﺳﺍ ﻦــﻳﺍ ﺮــﺑ .ﺩﺮــﻛ

ɘ

ﻪــﻄﺑﺍﺭ ﺭﺩ ) ﻱ

2 ءﺰــﺟ ،(

‡ିனȀଶ

ﻞــﺑﺎﻗ

ﻢﺸﭼ ﻲﺷﻮﭘ ﻩﺪﺷ ﻪﺻﻼﺧ ﻡﺮﻓ ﻭ ﻩﺩﻮﺑ ﻥﺁ ﻱ

ﻪﻄﺑﺍﺭ ﻂﺳﻮﺗ ) ﻱ

3 :ﺖﺳﺍ ﻩﺪﺷ ﻥﺎﻴﺑ (

) 3 (

i t

M t /

t / eZ e

\ S

0 2 2

1 4 1

ﻝﻮـﺣ ﺖـﻟﺭﻮﻣ ﻚـﺟﻮﻣ ﺱﺎـﺳﺍ ﻦﻳﺍ ﺮﺑ

ሺͲǡ ™ȀʹɎሻ

ﻪـﻨﻣﺍﺩ ﺭﺩ ﻥﺎـﻣﺯ ﻱ

- ﺲﻧﺎـﻛﺮﻓ

ﻲﻣ ﺰﻛﺮﻤﺘﻣ ﺮﻴﮔﺍ) ﺩﻮﺷ

– ،ﻥﺍﺭﺎﻜﻤﻫ ﻭ ﺎﻳﺭﺍﺮﻧﺎﻛ 2008

.(

ﻲﻧﺎﻣﺯ ﻱﺮﺳ ﻚﺟﻮﻣ ﻞﻳﺪﺒﺗ ﺮـﻴﻈﻧ ﻚـﺟﻮﻣ ﻊﺑﺎﺗ ﻚﻳ ﺭﺩ ﻲﻠﺧﺍﺩ ﺏﺮﺿ ﺕﺭﻮﺻ ﻪﺑšሺ–ሻ

ɗሺ–ሻ

ﻲﻣ ﻒﻳﺮﻌﺗ ﺰﻧﻮﻧ ﻭ ﺁﻭﺭ) ﺩﻮﺷ

،8

2009 ﻚﻴﻧﻭﺭﻮﺑ ﻭ ﺎﭼﻭ ﻭ ،9

2011 :(

1. Haar 2. Morlet 3. Daubechies 4. Atrous 5. Mexican hat 6. Goupillaud 7. Grossman 8. Rua and Nunes 9. Vacha and Barunik

(10)

) 4 (

x *

t u

W u,s x t dt

s s f

f

§ ·

\ ¨© ¸¹

³

1

ﻥﺁ ﺭﺩ ﻪﻛ

ሺ—ǡ •ሻ

ﻪﺘﺳﻮﻴﭘ ﻚﺟﻮﻣ ﻞﻳﺪﺒﺗ ﻲﻧﺎﻣﺯ ﻱﺮﺳ ﻱ

ﺝﻭﺩﺰﻣ ﺯﺍ ﻩﺩﺎﻔﺘﺳﺍ ﺎﺑšሺ–ሻ

ﻂﻠﺘﺨﻣ ،ﻚﺟﻮﻣ ﻊﺑﺎﺗ1

ɗכሺǤ ሻ

ﻲﻣ ، .ﺪﺷﺎﺑ ﻲﻳﺎـﻧﺍﻮﺗ ﺭﺩ ﻪﺘﺳﻮﻴﭘ ﻚﺟﻮﻣ ﻞﻳﺪﺒﺗ ﺩﺮﺑﺭﺎﻛ ﻭ ﺖﻳﺰﻣ

ﺲﭙﺳ ﻭ ﻪﻳﺰﺠﺗ ﺮﻴﻈﻧ ﻲﻧﺎﻣﺯ ﻱﺮﺳ ﻚﻳ ﻲﻳﺎﻤﻧﺯﺎﺑ

šሺ–ሻ א ሺԹሻ

ﻪﻧﻮﮔ ﻪﺑ ﺖﺳﺍ :ﻪﻛ ﻱﺍ

) 5 (

*

x u,s

x t W u, s t du ds, s

C s

f f

\ f

ª º

« \ » !

« »

¬ ¼

³ ³

2

0

1 0

ﻱﺮـﺳ ﺭﺩ ﻥﺍﻮـﺗ ﻆﻔﺣ ،ﻚﺟﻮﻣ ﻞﻳﺪﺒﺗ ﻲﻠﺻﺍ ﻲﮔﮋﻳﻭ ﻪﻛ ﺖﺳﺍ ﺮﻛﺫ ﻥﺎﻳﺎﺷ ﻲﻧﺎـﻣﺯ ﻱﺎـﻫ

ﻥﺍﻮﺗ ﻒﻴﻃ ﻞﻴﻠﺤﺗ ﻱﺍﺮﺑ ﻲﮔﮋﻳﻭ ﻦﻳﺍ .ﺖﺳﺍ ﻲﺑﺎﺨﺘﻧﺍ ﻪـﻄﺑﺍﺭ ﻖﺑﺎـﻄﻣ ﺍﺭ ﺲﻧﺎـﻳﺭﺍﻭ ﻪـﻛ2

) ﻱ 6 (

ﻲﻣ ﺺﺨﺸﻣ ﮔ ﺭﺎﻛ ﻪﺑ ﺪﻨﻛ

ﻲﻣ ﻪﺘﻓﺮ :ﺩﻮﺷ

) 6

x ds (

x W u,s du

C s

f f

\ f

ª º

« »

« »

¬ ¼

³ ³

2

2 2

0 1

ﻲﻣ ﻩﺩﺎﻔﺘﺳﺍ ﻞﻳﺪﺒﺗ ﻚﻳ ﺯﺍ ﻪﻛ ﻲﻣﺎﮕﻨﻫ ﺖﺷﺍﺩ ﻪﺟﻮﺗ ﺪﻳﺎﺑ ﻪـﺑ ﻱﺮـﺘﻬﺑ ﺮـﻈﻨﻣ ﺯﺍ ﺎﺗ ﺩﻮﺷ

ًﻼﻣﺎـﻛ ﻲﻧﺎـﻣﺯ ﻱﺮﺳ ﻚﻳ ﻪﻛ ﻪﺘﻜﻧ ﻦﻳﺍ ﺯﺍ ﺖﺳﺍ ﻱﺭﻭﺮﺿ ،ﺩﻮﺷ ﻪﺘﺴﻳﺮﮕﻧ ﻲﻧﺎﻣﺯ ﻱﺮﺳ ﺹﺍﻮﺧ ﻲﻣ ﺩﻮـﺷ ﻱﺯﺎـﺳﺯﺎﺑ ﻪﺘﻓﺎﻳ ﻲﻳﺎﻤﻧﺯﺎﺑ ﻞﻜﺷ ﺯﺍ ﺪﻧﺍﻮﺗ

، ﺯﺍ .ﺩﺮـﻛ ﻞـﺻﺎﺣ ﻥﺎـﻨﻴﻤﻃﺍ ـﺳ

ﻱﻮ ﺮـﮕﻳﺩ

ﻲﻣ ﻲﻳﺎﻤﻧﺯﺎﺑ ﻲﺑ ًﺎﺘﺒﺴﻧ ﺎﻳ ًﻼﻣﺎﻛ ﺪﻧﺍﻮﺗ

ﻱﺯﺎﺳﺯﺎﺑ ﻁﺮﺷ ،ﻚﺟﻮﻣ ﻞﻳﺪﺒﺗ ﻱﺍﺮﺑ .ﺪﺷﺎﺑ ﻲﻨﻌﻣ –

ﻪﻛ

ﺖﻴﻟﻮﺒﻘﻣ ﻁﺮﺷ ﻥﺁ ﻪﺑ ﻲﻣ ﻪﺘﻔﮔ3

ﺩﻮﺷ - :ﺯﺍ ﺖﺳﺍ ﺕﺭﺎﺒﻋ

) 7 ( ) (

C d

f

\ f

\ Z f

Z Z

³

2

ﻪﻛ ،ɗሺɘሻ

ﻪﻳﺭﻮﻓ ﻞﻳﺪﺒﺗ ﻲﻣ ﻚﺟﻮﻣ ﻱ

ﺎﺑ ﻦﻳﺍ ﻱﺍﺮﺑ .ﺪﺷ ﻪﺘﺷﺍﺩ ﺍﺭ ﻻﺎﺑ ﻁﺮﺷ ﻚﺟﻮﻣ ﻪﻛ

:ﻲﺘﺴﻳﺎﺑ ﺪﺷﺎﺑ ) 8 (

( ) (t)dt

f f

\ Z

³

\ 0

1. Complex Conjugation 2. Power Spectrum 3. Admissibility

(11)

ﺪﻳﺎﺑ ﻦﻳﺍ ﺮﺑ ﻩﻭﻼﻋ .ﺖﺳﺍ ﺮﻔﺻ ﻂﺳﻮﺘﻣ ﺭﺍﺪﻘﻣ ﺎﺑ ﻲﻧﺎﺳﻮﻧ ﻲﻌﺑﺎﺗ ﻚﺟﻮﻣ ﻪﻛ ﻲﻨﻌﻣ ﻦﻳﺍ ﻪﺑ ﻪﺑ ﻱﺍﺯﺍ

~߱°՜∞ ﻭ

~ɘ°՜ Ͳ

.ﺪﺷﺎﺑ ﺮﻔﺻ ﺭﺍﺪﻘﻣ ﻱﺍﺭﺍﺩ ﺲﭘ

ﺎﺑɗሺ–ሻ

ﺪـﻳ ﻪﺑﺮـﺿ ﺦـﺳﺎﭘ ﻱ

ﻥﺎﻴﻣ ﻥﺁ ﺯﺍ .ﺪﺷﺎﺑ ﺭﺬﮔ ﻪﻛ ﻲﻳﺎﺟ

ﻞﻳﺪـﺒﺗ ﻦـﻳﺍ ،ﺖﺳﺍ ﻚﭼﻮﻛ ﺝﻮﻣ ﻚﻳ ﻪﻴﺒﺷ ﻪﺑﺮﺿ ﺦﺳﺎﭘ ﻚﻳ

ﻲﻣ ﻪﺘﺧﺎﻨﺷ ﻚﺟﻮﻣ ﻞﻳﺪﺒﺗ ﻥﺍﻮﻨﻋ ﺎﺑ ﺩﻮﺷ

ﻮﭙﻣﺎﻛ ﻭ ﺲﻧﺭﻮﺗ) ،1

1998 ،ﺰﭽﻴﺑﺍﺩ ﻭ 1992

.(

3 - 2 - ﻢﻫ ﻲﮕﺘﺴﺑ

2ﻚﺟﻮﻣ

ﺯﺎﻓ ﻑﻼﺘﺧﺍ ﻭ

3

ﻢﻫ ﻲﮕﺘﺴﺑ ﻲﻧﺎﻣﺯ ﻱﺮﺳ ﻭﺩ ﻚﺟﻮﻣ

š ൌ ሼš

› ൌ ሼ›

ﺐﻳﺍﺮﺿ ﻂﺳﻮﺗ ﻢﻫ

ﻲﮕﺘﺴﺑ

ﻥﺎــﻣﺯ ﻱﺎــﻀﻓ ﺭﺩ ﻭﺩ ﻥﺁ ﻲــﻠﺤﻣ -

ﺮﻌﺗ ﺲﻧﺎــﻛﺮﻓ ﻲــﻣ ﻒــﻳ

) ﺩﻮــﺷ ،ﻮﭙﻣﺎــﻛ ﻭ ﺲﻧﺭﻮــﺗ 1998

( .

ﻢﻫ ﻲﮕﺘﺴﺑ ﻲﻣ ﻒﻳﺮﻌﺗ ﻊﻃﺎﻘﺘﻣ ﻚﺟﻮﻣ ﻒﻴﻃ ﺭﺍﺪﻘﻣ ﻊﺑﺮﻣ ﺕﺭﻮﺻ ﻪﺑ ﻚﺟﻮﻣ ﻂـﺳﻮﺗ ﻪﻛ ﺩﻮﺷ

ﻩﺪﺷ ﺭﺍﻮﻤﻫ ﻚﺟﻮﻣ ﻥﺍﻮﺗ ﻒﻴﻃ ﻱﺮﺳ ﺯﺍ ﻚﻳ ﺮﻫ ﻱﺍﺮﺑ 4

:ﺖﺳﺍ ﻩﺪﺷ ﻝﺎﻣﺮﻧ ،ﻲﻧﺎﻣﺯ ﻱﺎﻫ

) 9

xy

(

x y

S s W u,s

R u,s

S s W u,s S s W u,s

§ ·

§ ·

¨ ¸ ¨ ¸

© ¹ © ¹

1 2

2 1 2 1 2

ﻥﺁ ﺭﺩ ﻪﻛ ﻞﻤﻋS

ﺯﺎﺳﺭﺍﻮﻤﻫ ﺮﮔ ﺮﻫ ﺭﺩ 5

ﻪﻔﻟﺆﻣ ﻭﺩ ﺕﺭﻮﺻ ﻪﺑ ﻭ ﺖﺳﺍ ﺲﻧﺎﻛﺮﻓ ﻭ ﻥﺎﻣﺯ ﻱ

ﺲﻧﺎﻛﺮﻓ ﺯﺎﺳﺭﺍﻮﻤﻫ ﻭ ﻥﺎﻣﺯ ﺯﺎﺳﺭﺍﻮﻤﻫ ﻭﺩ ﺯﺍ ﻲﺒﻴﻛﺮﺗ ﻪﺑ

ﺖﺳﺩ ﻲـﻣ ﺮﺘـﺴﺑﻭ ﻭ ﺲﻧﺭﻮـﺗ) ﺪـﻳﺁ ،6

1998 ﻦـﻳﺍ ﺖـﻠﻋ ﻪﺑ .(

،ﻱﺯﺎـﺳﺭﺍﻮﻤﻫ ﻡﺪـﻋ ﺕﺭﻮـﺻ ﺭﺩ ﻪـﻛ ﻢـﻫ

ﻲﮕﺘـﺴﺑ ﻡﺎـﻤﺗ ﺭﺩ ﻚـﺟﻮﻣ

ﺲﻧﺎﻛﺮﻓ ﻲﻣ ﻩﺩﺎﻔﺘﺳﺍ ﻱﺯﺎﺳﺭﺍﻮﻤﻫ ﺯﺍ ،ﺩﻮﺑ ﺪﻫﺍﻮﺧ ﺪﺣﺍﻭ ﺎﺑ ﺮﺑﺍﺮﺑ ﺎﻫ ﺯﺎﺳﺭﺍﻮﻤﻫ ﺎﺑ .ﺩﻮﺷ

ﻂﺳﻮﺗ ﻱ

ﻞﻤﻋ ﺮﮔ ،S

ﻢﻫ ﻲﮕﺘﺴﺑ ﻊﺑﺮﻣ ﻚﺟﻮﻣ ﻡﺪـﻋ) ﺮﻔﺻ ﻦﻴﺑ ،7

ﻢـﻫ ﻲﮕﺘـﺴﺑ ) ﻚـﻳ ﻭ ( ﻢـﻫ

ﻲﮕﺘـﺴﺑ

، (ﻞﻣﺎﻛ

Ͳ ൑ ሺ—ǡ •ሻ ൑ ͳ

ﺩﻮـﺑ ﺪـﻫﺍﻮﺧ ﺲﻧﺎـﻛﺮﻓ ﻥﺎـﻣﺯ ﻱﺎﻀﻓ ﺭﺩ ، )8

،ﻮﭙﻣﺎـﻛ ﻭ ﺲﻧﺭﻮـﺗ

1998 ( ،ﺐﻴﺗﺮﺗ ﻦﻳﺍ ﻪﺑ . ﻢﻫ

ﻲﮕﺘﺴﺑ ﻱﺪﻌﺑ ﻪﺳ ﻞﻴﻠﺤﺗ ﻥﺎﻜﻣﺍ ﻚﺟﻮﻣ ﺍﺭ9

ﻢﻫﺍﺮﻓ ﻲﻣ ﻪـﻛ ﺪـﻨﻛ

1. Torrence and Compo 2. Wavelet Coherence 3. Phase Difference

4. Smoothed Cross-Wavelet Spectra 5. Smoothing Operator

6. Torrence and Webster 7. Squared Wavelet Coherency

8.

ﻦﻳﺍ ﻪﺑ ﻪﺟﻮﺗ ﺎﺑ ﺖﺳﺍ ﺮﻛﺫ ﻪﺑ ﻡﺯﻻ ﻱﺍﺮﺑ ،ﺖﺳﺍ ﻩﺪﺸﻧ ﻒﻳﺮﻌﺗ ﻊﺑﺮﻣ ﻚﺟﻮﻣ ﻲﮕﺘﺴﺒﻤﻫ ﻱﺍﺮﺑ ﻝﺎﻤﺘﺣﺍ ﻊﻳﺯﻮﺗ ﻊﺑﺎﺗ ﻪﻛ

ﻪﻠﺻﺎﻓ ﻦﻴﻴﻌﺗ ﻲﻣ ﻩﺩﺎﻔﺘﺳﺍ ﻮﻟﺭﺎﻛ ﺖﻧﻮﻣ ﺵﻭﺭ ﺯﺍ ﻱﺭﺎﻣﺁ ﻱﺭﺍﺩﺎﻨﻌﻣ ﻭ ﻥﺎﻨﻴﻤﻃﺍ ﻱ

.ﺩﻮﺷ 9. Three-Dimensional

(12)

ﻪﺑ ﺭﻮﻃ ﻢﻫ ﺕﺪﺷ ﻥﺎﻣﺯ ﻢﻫ

ﻲﮕﺘـﺴﺑ ـﻴﻛﺮﺗ ﻭ

ﻲـﻣ ﺢﻴـﺿﻮﺗ ﺍﺭ ﺲﻧﺎـﻛﺮﻓ ﻭ ﻥﺎـﻣﺯ ﺐ ﻻ) ﺪـﻫﺩ

،1

2013 (،

ﺕﺭﺪﻗ ﻱﺭﺍﺰﺑﺍ ﻦﻳﺍﺮﺑﺎﻨﺑ ﻪﻄﺑﺍﺭ ﻞﻴﻠﺤﺗ ﻱﺍﺮﺑ ﺪﻴﻔﻣ ﻭ ﺪﻨﻣ

ﻱﺮﺳ ﻦﻴﺑ ﺎﻳﻮﭘ ﻱ ﻲﻧﺎﻣﺯ ﻱﺎﻫ

ﺭﺎﻤﺷ ﻪﺑ ﻲﻣ ﺩﻭﺭ ﻲﺑﻮﺧ ﻪﺑ ﺍﺭ ﺮﺿﺎﺣ ﺶﻫﻭﮋﭘ ﻑﺪﻫ ﻭ ﻦﻴﻣﺄﺗ

ﻲﻣ .ﺪﻨﻛ

ﻥﺁ ﺯﺍ ﻪﻛ ﻲﻳﺎﺟ ﻢﻫ

ﻲﮕﺘـﺴﺑ ﻲـﻤﻧ ،ﺩﺭﺍﺩ ﺭﺍﺮـﻗ ﻚـﻳ ﻭ ﺮﻔـﺻ ﻦﻴـﺑ ﻊـﺑﺮﻣ ﻚـﺟﻮﻣ

ﻥﺍﻮـﺗ

ﻢﻫ ﻲﮕﺘﺴﺑ ﻲﻔﻨﻣ ﻱﺍﺮﺑ .ﺩﺍﺩ ﺺﻴﺨﺸﺗ ﺍﺭ ﺖﺒﺜﻣ ﻭ

،ﻞﻜﺸﻣ ﻦﻳﺍ ﻥﺩﺮﻛ ﻑﺮﻃﺮﺑ ﻑﻼﺘـﺧﺍ ﺭﺍﺰـﺑﺍ

ﻪﻳﻭﺍﺯ ﺎﻳ) ﻲﻣ ﺭﺎﻛ ﻪﺑ ﺯﺎﻓ (ﻱ ،ﻲﻧﺎﻣﺯ ﻱﺮﺳ ﻭﺩ ﻦﻴﺑ ﺯﺎﻓ ﻑﻼﺘﺧﺍ .ﺪﻨﻳﺁ

Ԅ୶ǡ୷

ﻪﻄﺑﺍﺭ ، ﻦﻴﺑ ﻱﺯﺎﻓ ﻱ

ﻥﺁ ﻲّﻠﻋ ﻥﺎﻳﺮﺟ ﺎﺑ ﻪﻄﺑﺍﺭ ﺭﺩ ﻱﺪﻴﻔﻣ ﺕﺎﻋﻼﻃﺍ ﻭ ﻩﺩﺮﻛ ﻥﺎﻴﺑ ﺍﺭ ﺎﻫ ﻢﻫﺍﺮﻓ

ﻲﻣ ﺭﺍﺪـﻘﻣ ﻦـﻳﺍ .ﺪﻨﻛ

ﻲﻧﺎﻣﺯ ﻱﺮﺳ ﻭﺩ ﻱﺍﺮﺑ ﻭš

ﺒﻋ›

:ﺯﺍ ﺖﺳﺍ ﺕﺭﺎ

) 10

> @ (

nxy

x,y xy x,y

n {W }

tan , with ,

{W } §¨‚ ·¸

I I  S S

¨ƒ ¸

© ¹

1

ﻥﺁ ﺭﺩ ﻪﻛ ﻭ ‚

ﺭﺍﻮﻤﻫ ﻚﺟﻮﻣ ﻊﻃﺎﻘﺘﻣ ﻝﺪﺒﻣ ﻲﻘﻴﻘﺣ ﻭ ﻲﻣﻮﻫﻮﻣ ﺶﺨﺑ ﺐﻴﺗﺮﺗ ﻪﺑ ƒ

ﻩﺪﺷ

، ﺮﻴﮔﺍ ﺯﺍ ﻱﻭﺮﻴﭘ ﻪﺑ ،ﺮﺿﺎﺣ ﺶﻫﻭﮋﭘ ﺭﺩ .ﺪﻨﺘﺴﻫ –

ﺎﻳﺭﺍﺮﻧﺎﻛ ﻭ ﻥﺍﺭﺎـﻜﻤﻫ )

2008 ( ﺮﻳﺩﺎـﻘﻣ ،

Ԅ୶ǡ୷

ﺮﺑ ﺕﻭﺎﻔﺘﻣ ﺶﻠﻓ ﺐﺴﺣ

ﻪﻳﻭﺍﺯ ﻱﺎﻫ ﻲﻣ ﺮﻴﺴﻔﺗ ﺭﺍﺩ

ﺕﺎﺤﻴﺿﻮﺗ ﻩﺍﺮﻤﻫ ﻪﺑ ﺮﻳﺯ ﻞﻜﺷ .ﺪﻧﻮﺷ

ﻩﻮﺤﻧ ﻭ ﺯﺎﻓ ﻑﻼﺘﺧﺍ ﺯﺍ ﻲﻨﺷﻭﺭ ﻥﺎﻴﺑ ﻥﺁ ﻲﻣ ﻪﺋﺍﺭﺍ ﻥﺁ ﻞﻴﻠﺤﺗ ﻱ

:ﺪﻫﺩ

ﻞﻜﺷ 1 ﻱﺎﻀﻓ ﺭﺩ ﻲﻧﺎﻣﺯ ﻱﺮﺳ ﻭﺩ ﻦﻴﺑ ﺖﻴﻠﻋ ﺖﻬﺟ ﻦﻴﻴﻌﺗ ﻭ ﺯﺎﻓ ﻑﻼﺘﺧﺍ . ﻢﻫ

ﻲﮕﺘﺴﺑ ﻚﺟﻮﻣ

ﺮﻴﮔﺍ ﺯﺍ ﻪﺘﻓﺮﮔﺮﺑ :ﻊﺒﻨﻣ

ﺯﺭﺍﻮﺳ ﻭ ﺎﻳﺭﺍﺮﻧﺎﻛ )2

2009 (

1. Loh

2. Aguiar-Conraria and Soares

(13)

ﺧﺍ ﻲﻣ ﻥﺎﺸﻧ ﺮﻔﺻ ﺯﺎﻓ ﻑﻼﺘ ﻲﻣ ﺖﻛﺮﺣ ﺮﮕﻳﺪﻜﻳ ﺎﺑ ﮓﻨﻫﺎﻤﻫ ﻲﻧﺎﻣﺯ ﻱﺮﺳ ﻭﺩ ﺪﻫﺩ

ﺪـﻨﻨﻛ

ﺮﮔﺍ .(ﺖﺒﺜﻣ ﺲﻧﺎﻳﺭﺍﻭﻮﻛ ﺎﺑ ﻪﺑﺎﺸﻣ)

Ԅ୶ǡ୷ א ቀͲǡ

ﻢـﻫ ﻲﻧﺎـﻣﺯ ﻱﺮـﺳ ﻭﺩ ،ﺪﺷﺎﺑ ﻭ ﻩﺩﻮـﺑ ﺯﺎـﻓ

ﻲﻧﺎﻣﺯ ﻱﺮﺳ ﺶﻴﭘx

1ﻭﺭ ﺯﺍ ﺖﻴﻠﻋ) ﺖﺳﺍ ﻪـﺑx

ﺮـﮔﺍ .(y Ԅ୶ǡ୷ א ቀെ

ǡ Ͳቁ

ﻱﺮـﺳﻭﺩ ﺪـﺷﺎﺑ

ﻢﻫ ﺖﻛﺮﺣ ﺶﻴﭘ ﺎﺑ ﺯﺎﻓ

ﻱﻭﺭ ﺪـﻧﺭﺍﺩy

ﺖـﻴﻠﻋ) ﻪـﺑ ﺯﺍy

ﺮﻔـﺻ ﺯﺎـﻓ ﻑﻼﺘـﺧﺍ .(x

ﺎـﻳ ﻭ)S -S

(

ﻥﺎــﻴﺑ ﻪــﻄﺑﺍﺭ ﺮــﮔ ﻪــﻛ ﻲﺗﺭﻮــﺻ ﺭﺩ .(ﻲــﻔﻨﻣ ﺲﻧﺎــﻳﺭﺍﻭﻮﻛ ﺎــﺑ ﻪﺑﺎــﺸﻣ) ﺖــﺳﺍ ﺯﺎــﻓ ﻑﻼــﺧ ﻱ

Ԅ୶ǡ୷ א ቀ

ǡS

ﺶﻴﭘ ﺎﺑ ﺯﺎﻓ ﻑﻼﺧ ﺖﻛﺮﺣ ﻲﻧﺎﻣﺯ ﻱﺮﺳ ﻭﺩ ،ﺪﺷﺎﺑ ﻱﻭﺭ

ﺖـﻴﻠﻋ) ﺪﻧﺭﺍﺩy

ﺯﺍy

ﻪﺑ .(x

ﺖﻳﺎﻬﻧ ﺭﺩ ﺮﮔﺍ

Ԅ୶ǡ୷א ቀെSǡ െ

ﺖﻛﺮﺣ ،ﺪﺷﺎﺑ

، ﺯﺎﻓ ﻑﻼﺧ ﻲﻧﺎـﻣﺯ ﻱﺮـﺳ ﻭ ﻩﺩﻮﺑ

x

ﺶﻴﭘ ﺖﺳﺍ ﻭﺭ ﺯﺍ ﺖﻴﻠﻋ)2

ﻪﺑx

.(y

4 - ﻩﺩﺍﺩ ﻞﻴﻠﺤﺗ ﻭ ﻪﻳﺰﺠﺗ ﺶﻫﻭﮋﭘ ﺞﻳﺎﺘﻧ ﻭ ﺎﻫ

ﻪﻌﻟﺎﻄﻣ ﺭﺩ ﻪﻄﺑﺍﺭ ﻲﺳﺭﺮﺑ ﻱﺍﺮﺑ ﺮﺿﺎﺣ ﻱ

ﻝﻮﭘ ﺪﺷﺭ ﻥﺎﻴﻣ ﺖﻴّﻠﻋ ﻱ ﻪﺒـﺷ ﺪـﺷﺭ ،3

ﻝﻮـﭘ ﻭ4

ﻲﮕﻨﻳﺪﻘﻧ ﺪﺷﺭ ﻑﺮﺼﻣ ﺖﻤﻴﻗ ﺺﺧﺎﺷ ﻡﺭﻮﺗ ﺎﺑ5

ﻩﺪﻨﻨﻛ

، ﻩﺩﺍﺩ ﺯﺍ ﻱﺎﻫ 1395 – 1354 ﻩﺩﺎﻔﺘﺳﺍ

ﺖﺳﺍ ﻩﺪﺷ . 6

ﺁﺮﺑ ﺯﺍ ﻞﺒﻗ ﻪﻄﺑﺍﺭ ﺩﺭﻭ

ﻥﻮـﻣﺯﺁ ،ﻪﺘﺳﻮﻴﭘ ﻚﺟﻮﻣ ﻞﻳﺪﺒﺗ ﺯﺍ ﻩﺩﺎﻔﺘﺳﺍ ﺎﺑ ﺎﻫﺮﻴﻐﺘﻣ ﻦﻴﺑ ﺎﻳﻮﭘ ﻱ

ﻪـﻨﻣﺍﺩ ﺭﺩ ﺖﻴّﻠﻋ ،ﺮـﺠﻧﺮﮔ) ﻥﺎـﻣﺯ ﻱ

1980 ﻪـﻨﻣﺍﺩ ﻭ ( ﻥﻻﺪـﻨﻛ ﻭ ﮓـﻧﻮﺘﻨﻳﺮﺑ) ﺲﻧﺎـﻛﺮﻓ ﻱ

،7

2006 ( ﻪﺑ ﺭﻮﻃ ﻲﻣ ﻪﺘﻓﺮﮔ ﺭﺎﻛ ﻪﺑ ﺍﺰﺠﻣ ﺩﻮـﺷ

ﻪـﻨﻣﺍﺩ ﺭﺩ ﺖـﻴّﻠﻋ ﻥﻮـﻣﺯﺁ ﺞﻳﺎـﺘﻧ .8

ﺭﺩ ﻥﺎـﻣﺯ ﻱ

) ﻝﻭﺪﺟ 1 :ﺖﺳﺍ ﻩﺪﺷ ﻪﺋﺍﺭﺍ (

1. Leading

2.

ﺯﺍ ﺖﻴﻠﻋ ﻭ ﻩﺩﻮﺑ ﺖﻬﺟ ﻢﻫ ﺎﻫﺮﻴﻐﺘﻣ ،ﺪﺷﺎﺑ (ﻦﻴﻳﺎﭘ) ﻻﺎﺑ ﻥﺁ ﻙﻮﻧ ﻭ ﺩﺮﻴﮕﺑ ﺩﻮﺧ ﻪﺑ ﻱﺩﻮﻤﻋ ﺖﻟﺎﺣ ﺶﻠﻓ ﻪﻛ ﻲﺗﺭﻮﺻ ﺭﺩ )x ( y ﻪﺑ )y ( x ﻪﻔﻗﻭ ﺎﺑ

ﻲﻣ

ﻪﺑ .ﺪﺷﺎﺑ ﻗﻭ ،ﻱﺩﻮﻤﻋ ﺖﻟﺎﺣ ﻪﺑ ﻲﻘﻓﺍ ﺖﻟﺎﺣ ﺯﺍ ﺖﻛﺮﺣ ﺎﺑ ﻲﻠﻛ ﺭﻮﻃ ﻪﻔ

ﻱﺭﺍﺬﮔﺮﺛﺍ ﻱ

ﺶﻴﺑ ﻪﺑ ﺮﻔﺻ ﺯﺍ ﻭ ﻩﺪﺷ ﺮﺗ

ﻲﻣ

.ﺪﺳﺭ

3.

ﻞﻣﺎﺷ ﺱﺎﻨﻜﺳﺍ ﻙﻮﻜﺴﻣ ﺭﺩ ﺖﺳﺩ ﺹﺎﺨﺷﺍ ﻩﺩﺮﭙﺳ ﻱﺎﻫ ﻱﺭﺍﺪﻳﺩ ﺶﺨﺑ ﻲﺘﻟﻭﺩﺮﻴﻏ ﺩﺰﻧ ﻚﻧﺎﺑ ﺎﻫ ﺕﺎﺴﺳﺆﻣ

ﻱﺭﺎﺒﺘﻋﺍ ﺮﻴﻏ ﻲﻜﻧﺎﺑ ﻲﻣ ﺪﺷﺎﺑ .

4.

ﻞﻣﺎﺷ ﻩﺩﺮﭙﺳ ﻱﺎﻫ ﻱﺭﺍﺪﻳﺩﺮﻴﻏ ﺶﺨﺑ

ﺮﻴﻏ ﻲﺘﻟﻭﺩ ﺩﺰﻧ ﻚﻧﺎﺑ ﺎﻫ ﺕﺎﺴﺳﺆﻣ ﻱﺭﺎﺒﺘﻋﺍ ﻲﻜﻧﺎﺑﺮﻴﻏ ﻲﻣ ﺪﺷﺎﺑ .

5.

ﻞﻣﺎﺷ ﻝﻮﭘ ﻪﺒﺷ ﻝﻮﭘ ﻲﻣ ﺪﺷﺎﺑ .

6.

ﻩﺩﺍﺩ ﻱﺮﺳ ﺕﺎﻋﻼﻃﺍ ﻚﻧﺎﺑ ﺯﺍ ﺎﻫ ﻩﺪﺷ ﺝﺍﺮﺨﺘﺳﺍ ﻱﺰﻛﺮﻣ ﻚﻧﺎﺑ ﻱﺩﺎﺼﺘﻗﺍ ﻱﺎﻫﺮﮔﺎﻤﻧ ﻭ ﻱﺩﺎﺼﺘﻗﺍ ﻲﻧﺎﻣﺯ ﻱﺎﻫ

ﻱﺍﺮﺑ .ﺪﻧﺍ

ﻩﺩﺍﺩ ﺮﺗﺍﻮﺗ ﺮﻴﻴﻐﺗ ﻩﺩﺍﺩ ﻪﺑ ﻲﻠﺼﻓ ﻱﺎﻫ

ﺵﻭﺭ ﺯﺍ ﻪﻧﺎﻫﺎﻣ ﻱﺎﻫ Denton

ﻪﻛ ﺖﺳﺍ ﺮﻛﺫ ﻪﺑ ﻡﺯﻻ .ﺖﺳﺍ ﻩﺪﺷ ﻩﺩﺎﻔﺘﺳﺍ

ﺮﺗﺍﻮﺗ ﻭﺩ ﺮﻫ ﺭﺩ ﺎﻫﺮﻴﻐﺘﻣ ﻲﻣﺎﻤﺗ .ﺪﻨﺘﺴﻫ ﺎﻳﺎﭘ ﺢﻄﺳ ﺭﺩ

7.Breitung and Candelon

8.

ﻪﻄﺑﺍﺭ ﻪﺑ ﻪﺟﻮﺗ ﺎﺑ ﻩﺩﺍﺩ ﺯﺍ ﻲﺴﻧﺎﻛﺮﻓ ﺖﻴّﻠﻋ ﺭﺩ ﺲﻧﺎﻛﺮﻓ ﻭ ﺏﻭﺎﻨﺗ ﻱ

.ﺖﺳﺍ ﻩﺪﺷ ﻩﺩﺎﻔﺘﺳﺍ ﻲﻠﺼﻓ ﻱﺎﻫ

(14)

ﻝﻭﺪﺟ 1.

ﻪﺠﻴﺘﻧ ﻪﻨﻣﺍﺩ ﺭﺩ ﺖّﻠﻋ ﻥﻮﻣﺯﺁ ﻱ ﻥﺎﻣﺯ ﻱ

ﻪﻴﺿﺮﻓ ﺮﻔﺻ ﻱ ﻩﺭﺎﻣﺁ

ﻝﺎﻤﺘﺣﺍ F

ﺩﺭﺍﺪﻧ ﻝﻮﭘ ﺪﺷﺭ ﺮﺑ ﻲّﻠﻋ ﺮﺛﺍ ﻡﺭﻮﺗ 91

/ 0 53

/ 0

ﺩﺭﺍﺪﻧ ﻡﺭﻮﺗ ﺮﺑ ﻲّﻠﻋ ﺮﺛﺍ ﻝﻮﭘ ﺪﺷﺭ 42

/ 1 18

/ 0

ﻪﺒﺷ ﺪﺷﺭ ﺮﺑ ﻲّﻠﻋ ﺮﺛﺍ ﻡﺭﻮﺗ ﺩﺭﺍﺪﻧ ﻝﻮﭘ

91 / 0 53

/ 0

ﻪﺒﺷ ﺪﺷﺭ ﺩﺭﺍﺪﻧ ﻡﺭﻮﺗ ﺮﺑ ﻲّﻠﻋ ﺮﺛﺍ ﻝﻮﭘ 42

/ 1 18

/ 0

ﺪﺷﺭ ﺮﺑ ﻲّﻠﻋ ﺮﺛﺍ ﻡﺭﻮﺗ ﺩﺭﺍﺪﻧ ﻲﮕﻨﻳﺪﻘﻧ

2 02

/ 0

ﺩﺭﺍﺪﻧ ﻡﺭﻮﺗ ﺮﺑ ﻲّﻠﻋ ﺮﺛﺍ ﻲﮕﻨﻳﺪﻘﻧ ﺪﺷﺭ 26

/ 1 24

/ 0

ﻪﺘﻓﺎﻳ :ﻊﺒﻨﻣ ﻖﻴﻘﺤﺗ ﻱﺎﻫ

.ﺖﺳﺍ ﺭﺍﺮﻗﺮﺑ ﻲﮕﻨﻳﺪﻘﻧ ﺪﺷﺭ ﻪﺑ ﻡﺭﻮﺗ ﺯﺍ ﺖﻴّﻠﻋ ﻥﺎﻳﺮﺟ ﻚﻳ ﺎﻬﻨﺗ ،ﻕﻮﻓ ﻝﻭﺪﺟ ﻪﺑ ﻪﺟﻮﺗ ﺎﺑ ﻪﻨﻣﺍﺩ ﺭﺩ ﻱﺮﺠﻧﺮﮔ ﺖﻴّﻠﻋ ﺕﻼﻀﻌﻣ ﺯﺍ ﻲﻜﻳ ﻪﻄﺑﺍﺭ ﻲﺳﺭﺮﺑ ﻡﺪﻋ ،ﻥﺎﻣﺯ ﻱ

ﺭﺩ ﺎـﻫﺮﻴﻐﺘﻣ ﻦﻴـﺑ ﻱ

ﻖﻓﺍ ﺎﻣﺯ ﻱﺎﻫ ﻦﻳﺍ ﺯﺍ .ﺖﺳﺍ ﻒﻠﺘﺨﻣ ﻲﻧ ﻪﻄﺑﺍﺭ ،ﻭﺭ

ﺲﻧﺎﻛﺮﻓ ﺭﺩ ﺎﻫﺮﻴﻐﺘﻣ ﻦﻴﺑ ﻲّﻠﻋ ﻱ ﻒﻠﺘﺨﻣ ﻱﺎﻫ

ﺪﺷ ﻲﺳﺭﺮﺑ ﻭ

ﻪﺻﻼﺧ ) ﻝﻭﺪﺟ ﺭﺩ ﺭﻮﻛﺬﻣ ﺞﻳﺎﺘﻧ ﻱ 2

ﺖﺳﺍ ﻩﺪﺷ ﻪﺋﺍﺭﺍ ( : 1

ﻝﻭﺪﺟ 2 . ﻪﺠﻴﺘﻧ ﻪﻨﻣﺍﺩ ﺭﺩ ﺖّﻠﻋ ﻥﻮﻣﺯﺁ ﻱ ﺲﻧﺎﻛﺮﻓ ﻱ

ﻲﻧﺎﻣﺯ ﻖﻓﺍ ﺭﺩ ﻪﺠﻴﺘﻧ

ﻪﻴﺿﺮﻓ ﺮﻔﺻ ﻱ ﻩﺎﺗﻮﻛ

ﺕﺪﻣ ﺎﻴﻣ ﺕﺪﻣ ﺕﺪﻣﺪﻨﻠﺑ

ﺩﺭﺍﺪﻧ ﻝﻮﭘ ﺪﺷﺭ ﺮﺑ ﻲّﻠﻋ ﺮﺛﺍ ﻡﺭﻮﺗ ﺪﻴﻳﺄﺗ

ﺪﻴﻳﺄﺗ ﺪﻴﻳﺄﺗ

ﺩﺭﺍﺪﻧ ﻡﺭﻮﺗ ﺮﺑ ﻲّﻠﻋ ﺮﺛﺍ ﻝﻮﭘ ﺪﺷﺭ ﺪﻴﻳﺄﺗ

ﺪﻴﻳﺄﺗ ﻡﺪﻋ

ﺪﻴﻳﺄﺗ

ﻪﺒﺷ ﺪﺷﺭ ﺮﺑ ﻲّﻠﻋ ﺮﺛﺍ ﻡﺭﻮﺗ ﺩﺭﺍﺪﻧ ﻝﻮﭘ

ﺪﻴﻳﺄﺗ ﻡﺪﻋ

ﺪﻴﻳﺄﺗ ﺪﻴﻳﺄﺗ

ﻪﺒﺷ ﺪﺷﺭ ﺩﺭﺍﺪﻧ ﻡﺭﻮﺗ ﺮﺑ ﻲّﻠﻋ ﺮﺛﺍ ﻝﻮﭘ ﺪﻴﻳﺄﺗ

ﺪﻴﻳﺄﺗ ﺪﻴﻳﺄﺗ

ﻳﺪﻘﻧ ﺪﺷﺭ ﺮﺑ ﻲّﻠﻋ ﺮﺛﺍ ﻡﺭﻮﺗ ﺩﺭﺍﺪﻧ ﻲﮕﻨ

ﻡﺪﻋ ﺪﻴﻳﺄﺗ ﻡﺪﻋ ﺪﻴﻳﺄﺗ ﺪﻴﻳﺄﺗ

ﺩﺭﺍﺪﻧ ﻡﺭﻮﺗ ﺮﺑ ﻲّﻠﻋ ﺮﺛﺍ ﻲﮕﻨﻳﺪﻘﻧ ﺪﺷﺭ ﺪﻴﻳﺄﺗ

ﺪﻴﻳﺄﺗ ﺪﻴﻳﺄﺗ

ﻪﺘﻓﺎﻳ :ﻊﺒﻨﻣ ﻖﻴﻘﺤﺗ ﻱﺎﻫ

) ﻝﻭﺪﺟ ﻪﺑ ﻪﺟﻮﺗ ﺎﺑ 2

ﻪﺠﻴﺘﻧ ﻱ ﻪﺑ ﺖـﺳﺩ ﺪـﺷﺭ ﻭ ﻡﺭﻮـﺗ ﻦﻴـﺑ ﻲـّﻠﻋ ﻥﺎـﻳﺮﺟ ﺯﺍ ﻩﺪـﻣﺁ

ﻪﻨﻣﺍﺩ ﺭﺩ ﻲﮕﻨﻳﺪﻘﻧ ﻩﺎﺗﻮﻛ ﺭﺩ ،ﻥﺎﻣﺯ ﻱ

ﻥﺎﻴﻣ ﻭ ﺕﺪﻣ ﺕﺪﻣ

ﺪﻴﻳﺄﺗ ﻲﻣ ﺮـﺑ .ﺩﻮﺷ

ّﻠﻋ ﻑﻼﺧ ﺭﺩ ﺖـﻴ

1.

.ﺖﺳﺍ ﻩﺪﺷ ﻪﺋﺍﺭﺍ ﺖﺳﻮﻴﭘ ﺭﺩ ﻲﻠﻴﺼﻔﺗ ﺞﻳﺎﺘﻧ

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