آزمون ارتباط بلندمدت و کوتاه‌مدت میان درآمد و مخارج دولت: با لحاظ شکست ساختاری

نوع مقاله: مقاله پژوهشی

نویسنده

کارشناس ارشد اقتصاد، دانشکده اقتصاد، دانشگاه مفید قم

چکیده

در مباحث اقتصاد بخش عمومی ارتباط میان درآمد و مخارج دولت به‌ویژه برای کشور ایران که از وجود کسری بودجه رنج می برد، یکی از موضوعات مهم و کلیدی محسوب می‌شود. به لحاظ نظری در مورد نوع این ارتباط چهار نحله فکری وجود دارد. هدف اصلی این مقاله بررسی ارتباط بلندمدت و کوتاه‌مدت میان درآمد و مخارج دولت در ایران طی دوره زمانی 1389-1357 با استفاده از تحلیل‌های شکست ساختاری است. از‌ آنجا‌ که در طول دوره بررسی اقتصاد ایران با چندین شکست ساختاری و تغییر رژیم روبه‌رو بوده است، بنابراین در ابتدا مانایی متغیرهای الگو با استفاده از آزمون‌های ریشه واحد زیوت اندریوز و لی استرازیچکی مورد بررسی قرار می‌گیرد. نتایج حاصل از آزمون‌های ریشه واحد زیوت اندریوز و لی استرازیچکی نشان می‌دهد که تمامی متغیرها الگو در سطح نامانا اما تفاضل مرتبه اول درآمد و مخارج دولت مانا می‌باشند. سپس با استفاده از آزمون‌های هم‌انباشتگی سایکنن لوتکیپل و گریگوری هانسن و روش خودرگرسیون برداری با وقفه گسترده ارتباط بلندمدت میان متغیرهای الگو بررسی می‌شود. نتایج حاصل از این آزمون‌ها مؤید وجود ارتباط بلندمدت مثبت و علی یک‌سویه از سمت درآمدهای دولتی به مخارج دولت در ایران است. نتایج حاصل از این پژوهش با نظریه فریدمن (1978) که معتقد به‌وجود رابطه علی مثبت از سمت درآمدهای دولت به مخارج دولت می‌باشد، منطبق است.

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

The Long and Short Run Relationship between Government Revenue and Expenditure in Iran: IN THE PRESENCE OF STRUCTURAL BREAKS

نویسنده [English]

  • Abasali Rezaei
چکیده [English]

The relationship between government revenue and expenditure is an important subject in public economics especially for Iran, which is suffering from persistent budget deficits. Regarding theoretical studies, there are essentially four schools of thought on the direction of causation between government expenditure and revenue. The main purpose of this study is to investigate theLong and short Run relationship between government revenue and government expenditure in Iran that covers data from 1987- 2011 by use of Toda-Yamamoto approach. Since the Iranian economy has been subjected to a multitude of structural changes and regime shifts during the sample period, time series’ properties of the data are first analysed by Zivot-Andrews (1992) and Lee – Strazicich (2003,2004) model. The results of the Zivot and Andrews and Lee – Strazicich models indicate that all series under investigation are non-stationary at level. However, it is evident from the results of Zivot and Andrews and Lee – Strazicich tests that government revenue and expenditure are stationary at first difference because null hypotheses of unit roots for all the variables are rejected at 1 percent significance level. Taking into account the resulting endogenously determined structural breaks, the Saikkonen and Luetkephol (2000), Gregory and Hansen, cointegration approach and Auto regressive distributed lag are then employed to determine the long-run Relationship between Government Expenditure (GE) and Government Revenue (TR). This cointegration technique accommodates potential structural breaks that could undermine the existence of a long-run relationship between Government Expenditure and Government Revenue. The results of this paper support the Freidman (1978) hypothesis that government revenues cause expenditure and revenues have a positive causal impact on government expenditure.

کلیدواژه‌ها [English]

  • Structural Break؛ Toda-Yamamoto Approach؛ Cointegration Analysis
  • Iranian Economy
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