نوع مقاله : مقاله پژوهشی
نویسندگان
1 دانشکده مدیریت و اقتصاد، دانشگاه سیستان و بلوچستان، زاهدان، ایران.
2 دانشکده اقتصاد کشاورزی، دانشگاه سیستان و بلوچستان، زاهدان، ایران.
10.22099/ijes.2022.42270.1796
چکیده
هدف اصلی این مقاله بررسی تاثیر شوک های مثبت مخارج دولت در دوره های مختلف مالی بر متغیرهای اقتصادی ایران می باشد. بدین منظور ابتدا شاخص وضعیت مالی از طریق تحلیل مولفه های اصلی ایجاد شد. سپس با استفاده از آزمون غیرخطی LR و داده های مربوط به دوره زمانی 1384 تا 1397، ضمن بررسی غیرخطی بودن، مقدار متغیر آستانه متغیر به صورت برون زا برآورد می شود. بنابراین مقدار آستانه شاخص مالی 0.36- در نظر گرفته می شود. مدل خودرگرسیون بردار آستانه (TVAR) با فرض امکان تغییر رژیم و توابع واکنش تکانه تعمیم یافته برای بررسی تأثیر شوک های مثبت و منفی در مخارج دولت استخراج شده است. بر اساس نتایج، واکنش متغیرهای اقتصادی به شوک‌های مثبت در مخارج دولت مستقل از دوره‌های مالی خواهد بود، در حالی که واکنش به شوک‌های منفی در مخارج دولت متاثر از دوره‌های مالی به‌ویژه دوره رکود است. بخش مالی به دلیل مشکلات ساختاری نمی تواند بخش واقعی را بهبود بخشد. افزایش اختیارات دولت، نبود فضای رقابتی بین بخش دولتی و خصوصی، تخصیص ناکارآمد هزینه‌های دولتی باعث شده است که بخش مالی نتواند تأثیر چشمگیری بر بخش واقعی اقتصادی مانند رشد اقتصادی داشته باشد و در مواردی شاهد تأثیر منفی این بخش باشیم.
کلیدواژه‌ها
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