بررسی اثرات نامتقارن سیاست مالی بر رشد اقتصادی در ایران: رویکرد رگرسیون چندکی

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانش آموخته دوره دکتری رشته اقتصاد دانشکده مدیریت و اقتصاد دانشگاه آزاد اسلامی واحد علوم و تحقیقات، تهران، ایران،

2 استادیار گروه اقتصاد دانشکده مدیریت و اقتصاد دانشگاه آزاد اسلامی واحد علوم و تحقیقات، تهران، ایران

3 استاد گروه اقتصاد دانشکده مدیریت و اقتصاد دانشگاه آزاد اسلامی واحد علوم و تحقیقات، تهران، ایران

4 دانشیار گروه اقتصاد دانشکده مدیریت و اقتصاد دانشگاه آزاد اسلامی واحد علوم و تحقیقات، تهران، ایران

10.29252/ecoj.10.4.126

چکیده

سیاست‌های پولی و مالی از جمله مهم‌ترین ابزارهای سیاستی هستند که از طریق تصمیمات مقامات اقتصادی بر فعالیت‌های اقتصادی تأثیر می‌گذارند. هدف این مطالعه بررسی اثرات نامتقارن سیاست مالی بر رشد اقتصادی در ایران با رویکرد رگرسیون چندکی طی دوره زمانی 1395-1367 با استفاده از داده‌های فصلی است. نتایج این مطالعه نشان می‌دهد که مالیات، سرمایه‌گذاری و تجارت خارجی تأثیر مثبت و معناداری بر رشد اقتصادی داشته است. در چندک‌های پائین رشد اقتصادی، تأثیر مخارج مصرفی دولت بر رشد مثبت بوده است؛ اما در چندک‌های بالای نرخ‌های رشد، تأثیر مخارج مصرفی دولت بر رشد اقتصادی منفی است. همچنین اثر متغیر کسری بودجه بر رشد اقتصادی در نرخ‌های پائین رشد اقتصادی منفی است و در نرخ‌های بالای رشد اقتصادی این تأثیر مثبت است. آزمون نیووی و پاول نشان می‌دهدنیز اثرات کسری بودجه و مصرف دولت بر رشد اقتصادی، نامتقارن است. برای سایر متغیرهای مورد بررسی اثرات متقارن تائید می‌شود.

کلیدواژه‌ها

عنوان مقاله [English]

Investigating the Asymmetric Effects of Fiscal Policy on Economic Growth in Iran: A Quantile Regression Approach

نویسندگان [English]

  • Seyed Ali Reza Alavi Bajgani 1
  • Kambiz Peykarjo 2
  • Kambiz Hojabr Kiani 3
  • Taghi Torabi 4
1 PhD in Economics, Faculty of Management and Economics, The Islamic Azad University, Science and Research Branch, Tehran, Iran,
2 Assistant Professor of Economics, Faculty of Management and Economics, Islamic Azad University, Science and Research Branch, Tehran, Iran
3 Professor of Economics, Faculty of Management and Economics, Islamic Azad University, Science and Research Branch, Tehran, Iran
4 Associate Professor of Economics, Faculty of Management and Economics, Islamic Azad University, Science and Research Branch, Tehran, Iran
چکیده [English]

Monetary and fiscal policies are the most important policy tools that affect economic activities through economic authority decision. The aim of this study is to investigate the asymmetric effects of fiscal policy on economic growth in Iran by quantile regression approach using quarterly data of 1988-2016 period. The results showed that tax, investment and foreign trade had a significant positive effect on economic growth. In the low-quantiles of economic growth, the impact of government spending on economic growth has been positive, but the impact of government spending on economic growth has been negative and significant in high growth rates. Also, the effect of the budget deficit on economic growth at low rates of economic growth has been negative. At high rates of economic growth, this effect has been positive and significant. Also, the results showes that the effects of government deficit and consumption on economic growth were asymmetric. For the other variables symmetric effects were confirmed.

کلیدواژه‌ها [English]

  • Fiscal Policy
  • Economic Growth
  • Quantitative Regression
  • Iran

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