تبیین آثار غیرخطی مخارج دولت بر رشد اقتصادی ایران در ادوار تجاری (رهیافت مدل چرخشی مارکوف با ضرایب متغیر)

نویسندگان
الناز انتظار
مینا نجفی
دانشگاه آزاد اسلامی واحد ارومیه
10.52547/jde.2.7.115
چکیده
این مقاله با استفاده از داده­های اقتصاد ایران و با بکارگیری مدل چرخشی مارکوف طی دوره (1369:3-1393:4) به کنکاش چهار موضوع مورد هدف پرداخته است، به نحوی که: الف، نحوه تاثیر شوک مثبت و منفی مالی بر رشد اقتصاد در ایران مورد بررسی قرار گرفت. ب؛ فرضیه تاثیر شوک منفی بزرگتر از شوک مثبت است مورد آزمون قرار گرفت. پ؛ تاثیر مخارج دولت (ضریب فزاینده سیاست مالی) طی دوره رکود بر رشد اقتصادی بزرگتر از دوره رونق است، مورد آزمون قرار گرفت. ج؛ خاصیت و ویژگی ادواری یا ضد ادواری سیاست مالی از جنبه مخارج دولت مشخص شد. نتایج حاصل از مدل مارکوف سوئیچینگ نشان داد که شوک مثبت در دوره رونق تاثیر مثبت و در دوره رکود تاثیر منفی بر رشد اقتصادی دارد هم چنین شوک منفی در دوره رونق تاثیر منفی و در دوره رکود تاثیر مثبتی بر رشد اقتصادی دارد. همچنین فرضیه تاثیر شوک منفی بزرگتر از شوک مثبت است در اقتصاد ایران قابل رد نیست. همچنین مخارج دولت در اقتصاد ایران ماهیت ادواری دارد. همچنین احتمال ماندن در رژیم رکودی برابر با 49 درصد و احتمال ماندن در رژیم یک برابر با 39 درصد می­باشد. بنابراین رژیم با رشد منفی (رکودی) پایداری بیشتری نسبت به رژیم رونق، در اقتصاد ایران دارد.
کلیدواژه‌ها
شوک های مخارج دولت
مدل چرخشی مارکوف
ادوار تجاری
سیاست موافق ادوار تجاری
بدهی دولت
ضریب فزاینده

عنوان مقاله English

Asymmetric Effects of Government Spending on Economic Growth Over the Business Cycle: Application of Markov Switching Models

نویسندگان English

elnaz entezar
mina najafi
Islamic Azad University of Urmia
چکیده English

This paper is investigated four subject with uses iranian economic data and using the Markov-Switching model during the period (1369: 3-1393: 4), So that: (a) were Examined impact of the positive and negative Fiscal shocks on Iran economic growth ( B) the Hypothesis impact of negative shocks is greater than a positive shock was tested. (C) were tested the impact of government expenditure (fiscal policy multiplier) on economic growth during the recession is greater than the boom period.( d) was determined property of cyclical or counter-cyclical fiscal policy aspects of government spending.The results of Markov switching model revealed that the impact of positive shocks on growth in boom is positive and the recession is negative also the impact of negative shocks on growth in boom is negative and the recession is positive .As well as the Hypothesis of effects a negative shock is larger than a positive shock in the iranian economy can not be rejected.The nature of government spending in iran economy is cyclical.The remain probability of regime one is 49 percent and The remain probability of regime two is 39 percent.The regime with negative growth (recession) more stable than the boom regime , in Iran's economy.

کلیدواژه‌ها English

Government spending shocks
Markov-Switching model
Business Cycles
Procyclical policy
Government Debt
Multiplier
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