بررسی رابطه علیتی غیر خطی بین درآمدها و هزینه‌های دولت در ایران: روش علیتی غیر خطی مارکوف سوییچینگ

نوع مقاله : مقاله مستخرج از رساله دکتری

نویسندگان

1 دانشجوی دکتری علوم اقتصادی، دانشکده پردیس بین المللی ارس ، دانشگاه تبریز، تبریز، ایران

2 استاد، گروه اقتصاد، دانشکده اقتصاد و مدیریت دانشگاه تبریز، تبریز، ایران

چکیده
زمینه و هدف : بررسی ارتباط هزینه و درآمدهای دولت در راستای رشد و توسعه اقتصادی بسیار مهم است. درک ارتباط علیّتی بین درآمد و هزینه­های دولت می­تواند به تدوین یک برنامه بودجه­ای مهم برای رسیدن به رفاه اقتصادی در یک کشور کمک شایانی نماید. رابطه میان درآمد و هزینه‌های دولت می‌تواند نشان‌دهنده میزان سرمایه‌گذاری دولت در بخش‌های کلیدی اقتصاد (مانند آموزش، بهداشت و زیرساخت‌ها) باشد. افزایش سرمایه‌گذاری در این بخش‌ها به رشد اقتصادی بلندمدت منجر می‌شود.
روش شناسی: با توجه به اهمیت بررسی ارتباط هزینه و درآمد دولت، این مطالعه به بررسی این ارتباط و مشخص نمودن رابطه علت و معلولی با استفاده از روش مارکوف سوییچینگ پرداخته است. مطالعه حاضر با استفاده از روش علیّتی مارکوف سوییچینگ در بازه زمانی 1352-1401 پرداخته است.
نتایج و یافته‌ها: نتایج نشان از آن دارد که در وضعیتی که درآمدهای دولت و هزینه­های دولت بالا است، علیّت از سمت درآمدهای دولت ( هم سایر درآمدهاو هم درآمد نفتی) به هزینه­های عمرانی و جاری است. این در حالی است که در وضعیت درآمدی و هزینه­ای پایین، درآمد نفتی تنها منجر به تغییر هزینه عمرانی شده و سایر درآمدها نیز منجر به تغییر هزینه جاری می­شود. بررسی نتایج از سمت هزینه به درآمدهای دولت به تفکیک دو رژیم بررسی شده بدین صورت است که در دوران رژیم صفر که درآمدها و هزینه­ها بالا است، هیچ علیّتی از سمت هزینه­های عمرانی و جاری به سمت درآمد مشاهده نمی­شود. در مقابل، زمانی که وضعیت درآمدی و هزینه­ها پایین است، تنها هزینه عمرانی می­تواند منجر به تغییر سایر درآمدها شود و از سمت هزینه جاری هیچ علیّتی به سمت درآمد دولت مشاهده نمی­شود.

کلیدواژه‌ها

موضوعات


عنوان مقاله English

Investigating the Nonlinear Causal Relationship between Government Revenues and Expenditures in Iran: Markov Switching Nonlinear Causal Method

نویسندگان English

Hamid Reza Panahi 1
Zahra Karimi Tekanloo 2
Mohammad Mahdi Barghi Oskoie 2
1 PhD student in Economic Sciences, Aras international campus, University of Tabriz, Tabriz, Iran
2 Professor, Department of Economics, Faculty of Economics and Management, University of Tabriz, Tabriz, Iran
چکیده English

Background and Objective: Examining the relationship between government expenditures and revenues is crucial for economic growth and development. Understanding the causal relationship between government income and expenditures can significantly aid in formulating an important budgetary plan to achieve economic prosperity in a country. The relationship between government income and expenditures can indicate the level of government investment in key sectors of the economy (such as education, health, and infrastructure). Increased investment in these sectors leads to long-term economic growth.
Methodology: Given the importance of investigating the relationship between government spending and revenues, this study has examined this relationship and identified the cause-and-effect relationship using the Markov Switching method. The present study has applied the Markov Switching causality method to data from the period 1973-2022.
Results and Findings: The results indicate that in a state where both government revenues and expenditures are high, causality runs from government revenues (both other revenues and oil revenues) to construction and current expenditures. In contrast, in a state of low revenue and expenditure, oil revenue only leads to a change in development costs, and other revenues lead to a change in current costs. Examining the results from the expenditure side to government revenues separately for the two investigated regimes shows that during the zero regime (high revenues and expenditures), no causality is observed from development and current costs to revenue. Conversely, when the income and expenditure situation is low, only development costs can lead to a change in other revenues, and no causality is observed from current costs to government revenues.

کلیدواژه‌ها English

Budget deficit
current expenditure
development expenditure
tax revenue
nonlinear causal relationship
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دوره 7، شماره 2 - شماره پیاپی 24
تابستان 1405
صفحه 410-428

  • تاریخ دریافت 09 آذر 1404
  • تاریخ بازنگری 20 بهمن 1404
  • تاریخ پذیرش 02 اسفند 1404
  • تاریخ اولین انتشار 03 اسفند 1404
  • تاریخ انتشار 01 شهریور 1405