ORIGINAL_ARTICLE
بررسی تأثیر شکاف قیمت انرژی بر ارزش واردات ایران از شرکای عمده تجاری: رهیافت دادههای تابلویی فضایی
بررسی تأثیر شکاف قیمت انرژی بر ارزش واردات ایران از مهمترین شرکای تجاری آن یکی از موضوعات مهم و اساسی در ادبیات تجارت بینالملل بوده و بخش عمدهای از مطالعات تجربی را در سالهای اخیر به خود اختصاص داده است. از این رو، در این مطالعه با استفاده از روشهای مختلف دادههای تابلویی فضایی به بررسی تاثیر شکاف قیمت انرژی محاسبه شده بر اساس شاخص ساتو و دچزلپرته بر ارزش واردات ایران از شرکای عمده تجاری طی سالهای 2016-2000 پرداخته شده است. یافتههای پژوهش بیانگر این است که اثر سرریز فضایی در روش دوربین فضایی مورد تأیید قرار گرفته و قیمت انرژی تأثیر منفی و معنادار بر ارزش واردات ایران از شرکای تجاری آن داشته، به طوری که افزایش شکاف قیمتانرژی منجر به کاهش بیشتر واردات ایران از شرکای تجاری شده است. همچنین متغیرهای شاخص تشابه دو کشور و نرخ مؤثر حقیقی ارز دارای اثرگذاری منفی و معنادار بر ارزش واردات ایران از شرکای تجاری عمده هستند. علاوه بر این، نتایج آزمون والد بیانگر نامتقارن بودن اثر شکاف قیمت انرژی در دوره زمانی مورد مطالعه است.
https://ecoj.sbu.ac.ir/article_74826_45f06065768afb8be80d8ba7b78404b9.pdf
2018-05-22
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25
قیمت انرژی
تجارت دوجانبه
شرکای تجاری
اثر نامتقارن
رهیافت اقتصادسنجی فضایی
دادههای تابلویی
محسن
ابراهیمی
ebrahimimo@yahoo.com
1
دانشیار گروه اقتصاد دانشکده اقتصاد دانشگاه خوارزمی
AUTHOR
مجید
فشاری
majid.feshari@gmail.com
2
استادیار گروه اقتصاد دانشکده اقتصاد دانشگاه خوارزمی
LEAD_AUTHOR
محمد جواد
فاضل
javadfazel67@yahoo.com
3
کارشناس ارشد اقتصاد انرژی دانشکده اقتصاد دانشگاه خوارزمی
AUTHOR
- Ahmadian, M. (1999). Oil Economics in Theory and Practice. Research Institute of Economics, Tarbiat Modares University (In Persian).
1
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13
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ORIGINAL_ARTICLE
بررسی نقش درآمدهای نفتی در چگونگی اثرگذاری توسعه بخش مالی بر رشد اقتصادی کل و بخش غیرنفتی در ایران
انتظار میرود وجود درآمدهای سرشار منابع طبیعی، سرمایه لازم را برای کمک به توسعه و رشد اقتصادی در کشورهای متکی بر درآمدهای منابع فراهم آورد. اما عملکرد اقتصادی این کشورها در مقایسه با کشورهای مشابه فاقد منابع طبیعی، در دهههای اخیر ضعیف تر بوده است. در این مطالعه به بررسی نقش درآمدهای نفتی بر رابطه میان توسعه مالی و رشد اقتصادی کل کشور و نیز رشد اقتصادی بخش غیرنفتی طی سالهای 1350-1395، با استفاده از الگوی تصحیح خطای برداری پرداخته میشود. نتایج نشان میدهد که توسعه مالی بر رشد اقتصادی تاثیر مثبت دارد، ولی تاثیر درآمدهای نفتی و افزایش ناگهانی آن، تاثیر منفی بر این رابطه گذارده و موجب کاهش آن شده است. در بخش دوم، همین الگو برای رشد اقتصادی بخش غیرنفتی برآورد شده است. اثر توسعه بخش مالی بر رشد اقتصادی بخش غیرنفتی بیشتر و تاثیر منفی جهش درآمدهای نفتی بر این بخش کمتر بوده است.
https://ecoj.sbu.ac.ir/article_74825_036738dbb14020734b48661262025e2d.pdf
2018-05-22
27
54
بخش غیرنفتی
توسعه مالی
رشد اقتصادی
الگوی تصحیح خطای برداری
محمدعلی
کفایی
m-kafaie@sbu.ac.ir
1
استادیار گروه اقتصاد دانشکده اقتصاد و علوم سیاسی دانشگاه شهید بهشتی
LEAD_AUTHOR
طاهره
رحمانی
ta.rahmani@yahoo.com
2
کارشناس ارشد اقتصاد دانشکده اقتصاد و علوم سیاسی دانشگاه شهید بهشتی
AUTHOR
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ORIGINAL_ARTICLE
تأثیر اندازه دولت بر سرمایه اجتماعی در استانهای ایران
پژوهش حاضر با استفاده از دادههای ترکیبی استانهای ایران طی دورهی زمانی 1392-1385، به بررسی تأثیر اندازه دولت (سهم مخارج مصرفی و عمرانی دولت از تولید ناخالص داخلی) بر سرمایه اجتماعی پرداخته است. در این راستا، بر اساس رهیافت پاتنام و کلمن برای اندازهگیری سرمایه اجتماعی در استانهای کشور، سه سطح مشارکت، اعتماد و انسجام درنظر گرفته و بهمنظور ترکیب شاخصهای مورد استفاده در این سطوح، از روش تحلیل عاملی استفاده شده است. برآورد الگوها نیز با استفاده از تحلیلهای همجمعی ترکیبی و روش گشتاورهای تعمیمیافته انجام شده است. نتایج نشان میدهد که سهم مخارج مصرفی و عمرانی دولت از GDP و مجموع این دو سهم، اثر منفی و معناداری بر سرمایه اجتماعی در استانهای ایران داشته است. بنابراین، یکی از راههای تقویت سرمایه اجتماعی در استانهای کشور، اصلاح فعالیتهای دولت است.
https://ecoj.sbu.ac.ir/article_74824_5d50215bbcb0c038c4097ea772ab578a.pdf
2018-05-22
55
87
اندازه دولت
سرمایه اجتماعی
مخارج مصرفی دولت
مخارج عمرانی دولت
روش گشتاورهای تعمیمیافته
صاحبه
محمدیان منصور
mohamadian106@yahoo.com
1
دانشجوی دکتری اقتصاد دانشکده علوم اقتصادی و اداری دانشگاه لرستان
AUTHOR
محمد
جعفری
mohjafari@gmail.com
2
دانشیار گروه اقتصاد بازرگانی دانشکده علوم اقتصادی و اداری دانشگاه لرستان
LEAD_AUTHOR
نادر
مهرگان
mehregannadr@yahoo.com
3
استاد گروه اقتصاد دانشکده اقتصاد و علوم اجتماعی دانشگاه بوعلی سینا
AUTHOR
- Anderws, R. (2016). Organizational Size and Social Capital in the Public Sector: Does Decentralization Matter? Review of public personnel administration, 27, 1-19.
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13
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20
- Lopez, O. E. (2003). Social Capital and Government in the Production of Public Goods. UFAE and IAE Working Papers 580.03, Retrieved from http://hdl.handle.net/10261/1849
21
- Mahdavi, A. & Azizmohamadlu, H. (2018). Analysis of Macro Factors Affecting the Process of Social Capital Accumulation in Iran. Journal of Majlis & Rahbord, 25, 5-42 (In Persian).
22
- Mehregan, N, Daliri, H. & Shahanavaz, S. (2013). An Assessment of Social Capital Trend in Iran Provinces. Journal of Economic Research and Policies, 20(64), 5-24 (In Persian).
23
- Miruka C. O. & Omenya A. O. (2009). Social Capital, Public Provisioning and Democratic Governance. Journal of African Studies, 6(1). Retrieved from http://hdl.handle.net/2027/spo.4761563.0006.101
24
- Mousavi, E. (2016). The Impact of Government Size and Instability of Macroeconomics on Social Capital, M.A Thesis in Economics, Tehran University (In Persian).
25
- Nademi, Y. & Zobeiri, H. (2017). Government Size and Social Capital in Developing Countries: New Empirical Evidence. Quarterly Journal of Quantitative Economics, 14(2), 193-213.
26
- Oliver, J. E. (2000). City Size and Civic Involvement in Metropolitan America. American Political Science Review, 94, 361-374.
27
- Panahi, M. H. & Amini, A. (2011). Rentier Government, Governmental Economy, Political Culture and Social Capital in Iran (1989-2005). Quarterly journal of political and international research, 7, 59-94 (In Persian).
28
- Payne, G. T., Moore, C. B., Griffis, S. E. & Autry, C. W. (2011). Multilevel Challenges and Opportunities in Social Capital Research. Journal of Management, 37, 491-520.
29
- Pil, F. K. & Leana, C. (2009). Applying Organizational Research to Public School Reform: The Effects of Teacher Human and Social Capital on Student Performance. Academy of Management Journal, 52(6), 1101-1124.
30
- Ponzetto, G.A. (2014). Social Capital, Government Expenditures, and Growth. University Pompeu Fabra, CEPR Discussion Paper, DP9891, Retrieved from http://www.econ.upf.edu/docs/papers/downloads/1307.pdf
31
- Putnam, R .D. (1993). Making Democracy Work. Princeton: Princeton University Press.
32
- Svendsen, L. H. & Svendsen, T. (2000). Measuring Social Capital: The Danish Co-Operative Dairy Movement. Sociology Ruralis, 40(1), 72-86.
33
- Tantardini, M. & Kroll, C. (2015). The Role of Organizational Social Capital in Performance Management. Journal Public Performance & Management Review, 39, 83-99.
34
- Vilhelmsdóttir, S., Ritstjóri, S. & Silja, B. (2012). Three Dimensions of Social Capital and Government Performance, Rannsóknir í félagsvísindum XIII: Stjórnmálafræðideild, retrieved from.
35
- Younsi, M. & Chakroun, M. (2017). Does Social Capital Determine Health? Empirical Evidence from MENA Countries. the Social Science Journal, 54(1), 238-247.
36
ORIGINAL_ARTICLE
بررسی اثرات تمرکززدایی مالی بر جذب سرمایهگذاری خصوصی در استانهای ایران
در ادبیات اقتصادی، نظریههای تمرکززدایی مالی به عنوان ابزاری جهت افزایش کارایی و بهرهوری بخش عمومی و گسترش رشد و توسعه متوازن منطقهای مورد توجه قرار گرفته است. این افزایش کارایی و رشد منطقهای میتواند منجر به جذب سرمایهگذاریهای خصوصی در دولتهای محلی شده و زمینه را برای توسعهای درونزا و پایدار در مناطق محلی فراهم کند. لذا هدف اصلی این پژوهش، بررسی تأثیر تمرکززدایی درآمدی و هزینهای بر سرمایهگذاری بخش خصوصی استانهای ایران طی دوره زمانی 1395-1384 و با استفاده از روش گشتاورهای تعمیمیافته است. نتایج حاصل از برآورد الگوها حاکی از تأیید رابطه غیرخطی بین شاخصهای تمرکززدایی مالی و سرمایهگذاری خصوصی است. به طوری که این رابطه برای تمرکززدایی درآمدی به صورت U شکل (به دلیل توزیع نابرابر منابع درآمدی و رشد نامتوازن در برخی استانها) و برای تمرکززدایی هزینهای به صورت U معکوس (به دلیل کاهش منفعت نهایی حاصل از مخارج زیرساختهای عمومی) است. علاوه بر این، رابطهی متغیرهای نرخ تورم، تولید واقعی هر کارگر، نرخ شهرنشینی و مخارج تحقیق و توسعه با سرمایهگذاری خصوصی مثبت و معنادار است.
https://ecoj.sbu.ac.ir/article_74518_a59a16fdbb54d2d9e36d5a917898ce6b.pdf
2018-05-22
89
115
تمرکززدایی درآمدی
تمرکززدایی هزینهای
سرمایهگذاری خصوصی
روش گشتاورهای تعمیم-یافته
استانهای ایران
آزاد
خانزادی
azadkhanzadi@gmail.com
1
استادیار گروه اقتصاد دانشکده علوم اجتماعی دانشگاه رازی
LEAD_AUTHOR
مریم
حیدریان
maryamheidarian.1368@yahoo.com
2
دانشجوی دکتری اقتصاد دانشکده علوم اجتماعی دانشگاه رازی
AUTHOR
سارا
مرادی
saramoradi070@gmail.com
3
کارشناسارشد اقتصاد دانشکده علوم اجتماعی دانشگاه رازی
AUTHOR
- Abasi, A., Rastgarnia, F., and Hosino, M. (2015). The Study of the Effect of Financial Decentralization on the Size of Government and Economic Growth of Provinces. Quarterly program and budget, 20(2), 3-19 (In Persian).
1
- Akai, N., Nishimura, Y. & Sakata, M. (2007). Complementarily, Fiscal Decentralization and Economic Growth. Economics of Governance, 8(4), 339-362.
2
- Brennan, G. & Buchanan, J. (1980). The Power to Tax Analytical Foundation of a Fiscal Constitution. Cambridge: Cambridge University Press.
3
- De Mello, L. (2004). Can Fiscal Decentralization Strengthen Social Capital? Public Finance Review, 3– 35.
4
- Estache, A. & Sarbajit, Sh. (1995). Does Decentralization Increase Spending on Public Infrastructure? World Bank Policy Research Working Paper.
5
- Farzinvash, A. & Ghafarifard, M. (2006). The Effect of Financial Decentralization on Economic Growth and Stability in Iran. Journal of Economic Research, 77, 1-26 (In Persian).
6
- Ghafarifard, M., Sadeghi Shdani, M., Komijani, A., & Zahedivafa, M. H. (2014). The Effect of Financial Dependence on Economic Growth in Different Regions of Iran (A Space Econometric Approach). Quarterly Journal of Economic Research and Policy, 22(71), 125-142 (In Persian).
7
- Haji, Gh. A., & Asghari, M. (2011). The Effect of Private and Public Investment on Economic Growth. Quarterly Journal of Applied Economics, 2(5), 99-121 (In Persian).
8
- He, Q., & Sun, M., (2014). Does Fiscal Decentralization Promote the Inflow of FDI in China? Economic Modelling, 43, 361–371.
9
- Jin, Hua Y. (2009). A Comparative Study of Fiscal Decentralization in China and India. Economics Dissertation, Atlanta: Andrew Young School of Policy Studies, Georgia State University.
10
- Kazemi, A., & Arabi, Z., (2006). The Effect of Public Expenditure on Private Investment in Iran during the Period of 1962-2010. Applied Economic Studies of Iran, 3(9), 223-245 (In Persian).
11
- Kim, T, & Nguyen, H. N. (2012). The Effect of Public Spending on Private Investment: Evidence from Census-Shock. University of Illinois at Urbana Champaign.
12
- Lin, J. & Liu, Z. (2000), Fiscal Decentralization and Economic Growth in China. Economic Development and Cultural Change, 49(1), 1-22.
13
- Mehnatfar, Y., (2015). Investigating the Effect of Government Expenditures on Private Investment in Iran. Quarterly Journal of Economic Applied Theory, 2(1), 143-162 (In Persian).
14
- Moelami, M., & Sameti, M., (2007). Feasibility Study of Formation of Local Governments in Iran and its Effect on Economic Growth. Isfahan University, Faculty of Administrative and Economic Sciences (In Persian).
15
- Oates, W. (1993). Fiscal Decentralization and Economic Development. National Tax Journal, 46(2), 237-243.
16
- Rodriguez- Pose, A. & Ezcurra, R. (2010). Is Fiscal Decentralization Harmful for Economic Growth? Evidence from OECD Countries. Working Paper Series in Economics and Social Sciences.
17
- Rondinelli. D. (1981). Government Decentralization in Comparative Perspective: Theory and Practice in Developing Countries. International Review of Administrative Science, 47(2), 133 – 145.
18
- Sadeghi Shdani, M., Komijani, A., Zahedivafa, M. H., & Ghafarifard, M. (2012). The Effect of Financial Dependence on the Growth and Distribution of Income in Different Regions of Iran. Journal of Economic Research (Islamic-Iranian Approach), 12(47), 97-122 (In Persian).
19
- Sameti, M., Frahmand, Sh., & Mosavei, M., (2014). Analysis of Effects of Financial Decentralization on Growth Interrelationship and Fair Distribution of Financial Resources in Iran Provinces. Quarterly Journal of Economic Research (Sustainable Growth and Development), 14(3), 1-22 (In Persian).
20
- Sameti, M., Ranani, M., & Moelami, M., (2007). Decentralization and Benefits of Formation Local Governments in terms of Increasing Efficiency. Journal of Economic Research, 78, 123-151 (In Persian).
21
- Shah, A. & Thampson, T. (2004). Implementing Decentralized Local Governance: A Treacherous Road with Potholes, Detours and Closures. World Bank Policy Research Working Paper, No. 3353.
22
- Sineviciene, L. & Railiene, G., (2015). The Nexus between Government Size, Tax Burden and Private Investment. Procardia - Social and Behavioral Sciences, 213, 485 – 490.
23
- Snyder, T. C. (2011). Do Federal Budget Deficits Because Crowding out? Research in Business and Economics Journal, 4, 1-15.
24
- Thieben, U. (2000). Fiscal Federalism in Western European and Selected Other Countries: Centralization or Decentralization? What is better for Economic Growth. Working Paper, Available at: www.diw.de, 1- 42.
25
- Thornton, J. (2007). Fiscal Decentralization and Economic Growth Reconsidered. Journal of Urban Economics, 61, 64- 70.
26
- Wang, Y. (2013). Fiscal Decentralization, Endogenous Policies, and Foreign Direct Investment: Theory and Evidence from China and India. Journal of Development Economics, 103, 107–123.
27
- Zhang, H., & Chen, X., (2007). Fiscal Competition and the Structure of Local Public Expenditure in China. Frontiers of Economics in China, 2(2), 237–249.
28
- Zhang, T. and Zou, H. (1998). Fiscal Decentralization, Public Spending and Economic Growth in China. Journal of Public Economics, 67, 221-240.
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ORIGINAL_ARTICLE
برآورد کششهای قیمتی و درآمدی مؤثر بر تقاضای بنزین و نفتگاز در بخش حمل و نقل کشور
حدود یک چهارم انرژی کشور سالانه در بخش حملونقل مصرف میشود. بنزین و نفتگاز از مهمترین انرژیهای مصرفی در این بخش هستند. در این مطالعه مهمترین عوامل اثرگذار بر منابع اصلی تامین انرژی بخش حمل و نقل کشور، بنزین و نفتگاز، در سطح استانها، طی سالهای 1393- 1385 با استفاده از روش گشتاورهای تعمیم یافته ارزیابی میشوند. متغیرهای مورد ارزیابی، درآمد سرانه، قیمت نفتگاز و بنزین، تغییرات سرانه انباره خودروهای سواری و دیزلی و ناوگان اتوبوسرانی شهری استانی است. نتایج نشان میدهد که کشش قیمتی کوتاهمدت بنزین 14/0 و کشش قیمتی کوتاهمدت نفتگاز 13/0 است، در حالیکه کشش درآمدی بدست آمده برای بنزین و نفتگاز در هر دو الگوی اصلی برابر با 3/0 است. افزایش سرانه انباره خودروهای بنزینی بر مصرف سرانه بنزین و نفتگاز اثر مثبت داشته است، در صورتیکه افزایش سرانه انباره خودروهای دیزلی بر سرانه مصرف بنزین و نفتگاز، اثر منفی دارد. همچنین نتایج حاکی از آن است که ناوگان اتوبوسرانی شهری تاثیر بسزایی بر سرانه مصرف سوخت نداشته است. بهرهوری پایین تصمیمات اتخاذ شده در حملونقل عمومی باید در ادامه سیاستگذاریهای بخش عمومی اصلاح شود.
https://ecoj.sbu.ac.ir/article_74255_1cf257b86a0680d5a40ed77b5de84607.pdf
2018-05-22
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بنزین
نفتگاز
حمل و نقل
گشتاورهای تعمیم یافته
فرهاد
دژپسند
dejpasand@gmail.com
1
دانشیار گروه اقتصاد دانشکده اقتصاد و علوم سیاسی دانشگاه شهید بهشتی
AUTHOR
علیرضا
خزائی
kh.alireza@hotmail.com
2
دانشجوی دکتری اقتصاد دانشکده اقتصاد و علوم سیاسی دانشگاه شهید بهشتی
LEAD_AUTHOR
- Anable, J., & Brand, C. (2012). Modeling transport energy demand: A socio-technical approach. Energy Policy, 41, 125-138.
1
- Arellano M. & Bover O. (1995). Another look at the instrumental-variable estimation of error components Models Journal of Econometrics, 68, 29–52.
2
- Arellano M. & Bond S. (1991). Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations. Review of Economic Studies, 58, 277-297.
3
- Bandaranaike, R. D. & Munasighe, M. (1983). The Demand for Electricity Service and the Quality of Supply. Energy Journal 4 (2), 49-71.
4
- Berndt, E.R., & German, B. (1985). Energy demand in the transportation sector of Mexico. Journal of Development Economics, 17, 219-238.
5
- Bhattacharyya, S.C. (2011). Energy Economics. Springer Science & Business Media.
6
- Bhattacharyya, S.C., & Govinda R. T.(2009). Energy demand Models for Policy Formulation. Policy Research Working Paper No.4866.
7
- Baranzini, A., & Weber, S.(2013). Elasticities of gasoline demand in Switzerland. Energy Policy , 63, 674–680.
8
- Fetros, M. H., & Sahraei, R.(2014).estimation of energy demand function in road transportation for 1978-2013. Quarterly Journal of Strategic and Military Policies, 3, 26-42 (In Persian).
9
- Feng, A. (2012). Spread of English across greater china. Journal of multilingual and multicultural development, 33(4), 363-377.
10
- Ghasemi, R.(2014). Analysis of ICT effect on energy intensity in transportation sector. Iran Energy Economic Research Letter, 13, 169-190 (In Persian)..
11
- Lin, Y., & Chuanguo, Z. (2012). Panel estimation for urbanization, energy consumption and CO2 emissions: A regional analysis in China. Energy Policy, 49 , 488–498
12
-Mehregan, N., & Moradi, A. (2014). An Efficient Combined Predictor for Supply and Demand for Gasoline in the State, Combination of State-Space Patterns and Artificial Neural Network Models. Journal of Transportation, 11(3), 265-277 (In Persian).
13
- Kazemi, M.(2011). Prediction of Energy Demand for Transportation Using the Markov Gray Chain Model: A Case Study in Iran. Industrial Management Journal, 7,117-132 (In Persian).
14
- Polemis, M.L. (2006). Empirical assessment of the determinants of road energy demand in Greece. Energy Economics, 28, 385–403.
15
- Ming Z.(2010). Decomposition analysis of energy consumption in Chinese transportation sector. Applied Energy 88, 2275-2289.
16
- Roming ,N., & Marian L.(2015)" Econometric forecasting of final energy demand using in-sample and out-of-sample model selection criteria. Potsdam Institute for Climate Impact Research, Germany.
17
- Raymond, L., & Guy, C.K. (2012). Gasoline consumption in china: a dynamic panel data analysis. Economics Bulletin, 32(3), 2375-2382.
18
- Sung Y. P. (2010). An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach. Energy Economics, 32, 110–120.
19
- Varian, H.R. (1992). Microeconomics Analysis. 3rd edition, Norton & company.
20
ORIGINAL_ARTICLE
کیفیت نهادی، افزایش سهم بانکهای خصوصی و ثبات نظام بانکی در ایران
ثبات بانکی یکی از مباحث مهم در هر نظام مالی به شمار میرود. یکی از عوامل تاثیرگذار بر ثبات نظام بانکی، افزایش سهم بانکهای خصوصی در نظام بانکی است که از دو طریق تاسیس بانکهای خصوصی جدید و خصوصیسازی بانکهای دولتی صورت میپذیرد. در این میان نباید نقش ویژه و پراهمیت کیفیت نهادی و میزان اثربخشی آن بر رابطه بین افزایش سهم بانکهای خصوصی در نظام بانکی و ثبات بانکی را نادیده گرفت. هدف این مقاله بررسی رابطه افزایش سهم بانکهای خصوصی و ثبات نظام بانکی در ایران و ارزیابی میزان اثر بخشی کیفیت نهادی بر رابطه بین این دو است. با استفاده از دادههای ترکیبی نامتوازن، برای برآورد الگو از روش گشتاورهای تعمیم یافته و رگرسیون انتقال ملایم ترکیبی استفاده میشود. نتایج تخمین الگو به روش گشتاورهای تعمیم یافته نشان میدهد که با افزایش سهم بانکهای خصوصی در نظام بانکی، ثبات بانکی کاهش یافته است و افزایش کیفیت نهادی میتواند این رابطه را بهبود ببخشد. همچنین نتایج با استفاده از روش انتقال ملایم ترکیبی نشان میدهد که کیفیت نهادی یک مقدار آستانهای برای تاثیر بر رابطه بین این دو دارد.
https://ecoj.sbu.ac.ir/article_74239_0547ccf7f5b23b7982d164a71cf42868.pdf
2018-05-22
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ثبات بانکی
کیفیت نهادی
رگرسیون انتقال ملایم ترکیبی
سهم بانکهای خصوصی
پرویز
رستم زاده
parvizrostamzadeh@shirazu.ac.ir
1
استادیار بخش اقتصاد دانشکده اقتصاد، مدیریت و علوم اجتماعی دانشگاه شیراز
LEAD_AUTHOR
علی حسین
صمدی
asamadi@rose.shirazu.ac.ir
2
دانشیار بخش اقتصاد دانشکده اقتصاد، مدیریت و علوم اجتماعی دانشگاه شیراز
AUTHOR
زینب
یادگار
gh.yadegar@hotmail.com
3
دانشجوی دکتری اقتصاد دانشکده اقتصاد، مدیریت و علوم اجتماعی دانشگاه شیراز
AUTHOR
-Allen, F. & Gul, X. (2011). Corporate governance and intra-group transactions in European bank holding companies during the crisis. International Finance Review, 14, 365- 401.
1
-Altman, EI. (1968). Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. Journal of Finance, 23, 589-609.
2
-Arellano, M. & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and application to employment equation. Review of Economic Studies, 58, 117-142.
3
-Arellano, M. & Bover, O. (1995). Another look at the instrumental variable estimation of error component models. Journal of Econometrics, 68, 29-51.
4
-Beck, T., De Jonghe, O. & Schepens, G. (2012). Bank competition and stability, cross-country heterogeneity. Journal of Financial Intermediation, 22(2), 218-244.
5
-Blundell, R. & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87, 115-143.
6
-Bushman, R. & Williams, C. (2012). Accounting discretion, loan loss provisioning and discipline of banks risk-taking. Journal of Accounting and Economics, 54, 1-18.
7
-Chan, Y. & Thakor, A. (1986). Information reusability, competition and bank asset quality. Journal of Banking & Finance, 10(2), 243-253.
8
-Choi, I. (2002). Combination unit root test for cross-sectionnally correlated panel. Hong Kong University of Science and Technology, 12, 1-36.
9
-Colletaz, G. & Hurlin, C. (2006). Threshold effects in the public capital productivity: an international panel smooth transition approach.Working Papers, 00008056.
10
-Dwumfour, R. (2017). Explaining banking stability in Sub-Sahra Africa. Research in International Business and Finance, 41, 260- 279.
11
-Essid, Z., Boujelbene, Y. & Plihon, D. (2014). Institutional quality and banking instability: cross-countries evidence in emerging countries. Working Papers, 56, 56251.
12
-Gonzalez, A., Terasvirta, T. & Van Dijk, D. (2005). Panel smooth transition regression models. Working Paper Series in Economics and Finance, 604, 1-33.
13
-Hurlin, C., Mignon, V. (2007). Second generation panel unit root test. Working Papers, 00159842.
14
-Hou, X. & Wang, Q. (2016). Institutional quality and banking marketization and bank stability: Evidence from China. Economic Systems, 40, 539-551.
15
-Im, K., Pesaran, M.H. & Shin, Y. (1997). Testing for unit roots in heterogeneous panels.University of Cambridge.
16
-Jeremy, K (2006). Barriers to entry, OECD roundtables on competition policy. Working Papers, 27.
17
-Karimzadeh, S. & Gorjizadeh, AS. (2015). The effect of the expansion of the share of private banks on the deferred demands of the banking system of Iran. Quarterly Journal of Monetary and Banking Research, 26, 571-593 (In Persian).
18
-Khoshnoodi, A., Sabagh, M., Yavari, K. & Hosseini, A. (2012). Financial banking vulnerability assessment and its effective factors using the Z-Score index. Journal of Economic Research and Policy, 7, 79-100 (In Persian).
19
-Klomp, J. & Haan, J. (2014). Bank regulation and the quality of institutions and banking risk in emerging and developing countries. Emerging Markets Finance and Trade, 50(6), 19- 40.
20
-Lashkari M. & Hazhbarsadati M. (2010). Impact of Mellat bank privatization on daily returns of private banks in Tehran stock exchange. Economic Studies, 1, 45-64 (In Persian).
21
-Micco, A., Panizza, U. & Yariez, M. (2009). Bank ownership and performance does politics matter? Journal of Banking & Finance, 31, 1- 34.
22
-Nazarian, R., Golzarian Pour, S. & Moradpour, M. (2016). The Relationship between Financial Stability and Concentration in Iran's Banking System. Quartely Journal of Economics and Modeling, 28, 108-137 (In Persian).
23
-Noori Boroujerdi, P., Jalili, M. & Mardani, F. (2011). Investigating the impact of focus and other factors in the banking industry on the profitability of government banks. Monetary and Economic, 5, 175-202 (In Persian).
24
-Nowruzi, P. (2014). The effect of macro variables on credit risk in Iran. Quarterly Journal of Monetary and Banking Research, 20, 237-257 (In Persian).
25
-North, D. (1996). Institutions, Organizations and market competition. Working Paper, 9612005.
26
- Pesaran, M. H. (2004). General diagnostic tests for cross section dependence in panel, Working Paper, 1229.
27
-Poostinchi, M., Tahsili, H. & Karimzadeh, M. (2016). Impact of competition in the banking industry on bank stability. Economics, 11. 123- 146 (In Persian).
28
-Rezitis, A. (2009). Evaluating the state of competition of the greek banking industry. Journal of International Financial Markets, Institutions and Money, 20, 68-90.
29
-Zamanzadeh, H. & Al-Husseini, S. (2016). Iran's economy: in straits of development. 1 Edition. Tehran, Iran, Central Press (In Persian).
30