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بررسی عوامل تعیین کننده پس‌انداز در اقتصاد با تاکید بر کسری بودجه | ||
| پژوهشنامه اقتصاد کلان Macroeconomics Research Letter | ||
| مقاله 2، دوره 12، شماره 23، شهریور 1396، صفحه 33-57 اصل مقاله (871.24 K) | ||
| نوع مقاله: علمی | ||
| شناسه دیجیتال (DOI): 10.22080/iejm.2018.8416.1417 | ||
| نویسندگان | ||
| حمید سپهردوست* 1؛ رضا معبودی2؛ مهسا باروتی2 | ||
| 1دانشگاه بو علی سینا | ||
| 2دانشگاه بوعلی سینا | ||
| تاریخ دریافت: 11 دی 1348، تاریخ پذیرش: 11 دی 1348 | ||
| چکیده | ||
| هدف از پژوهش حاضر، بررسی عوامل تعیین کننده پس‌انداز در اقتصاد ایران با تاکید بر متغیر کسری بودجه، طی دوره زمانی 1343 تا 1392 است. برای این منظور و جهت تجزیه و تحلیل روابط بلندمدت و کوتاه مدت بین متغیرها از الگوهای پویا (ARDL) استفاده شده است. نتایج نشان دادند در کوتاه مدت و بلندمدت اثر متغیرهای رشد اقتصادی، نرخ بهره و بیمه اجتماعی بر نرخ پس انداز ملی مثبت و معنی دار بوده، اما اثر متغیرهای کسری بودجه دولت و تورم بر نرخ پس انداز منفی و معنی دار بوده است. به طوریکه یک درصد افزایش در نرخ کسری بودجه دولت، منجر به کاهش نرخ پس انداز ملی در بلندمدت و کوتاه مدت به ترتیب به میزان 0058/0 و 004/0 شده است. نتایج همچنین نشان دادند شوک های کسری بودجه در بلندمدت نسبت به دوره کوتاه مدت تاثیر بیشتری بر کاهش نسبت پس انداز ملی به GNP داشته اند. همچنین تاثیر این شوک ها بر متغیر نسبت پس انداز ملی به GNP میرا نبوده و به یک سطح تعادلی باز نمی گردند. | ||
| کلیدواژه‌ها | ||
| پس‌انداز ملی؛ رشداقتصادی؛ کسری بودجه؛ هم‌جمعی یوهانسن | ||
| عنوان مقاله [English] | ||
| Determinant Factors of National Saving in Iran with Particular Reference to Budget Deficit | ||
| چکیده [English] | ||
| The important role of savings in economic growth and development has been always a crucial issue for developing economies. The main purpose of present study was to investigate the factors affecting domestic national savings in Iran, during the period from 1343 to 1392 with emphasis on changing the government budget deficit. In order to to analyze the long-term and short-term relationships between the variables responsible, an auto regressive distributed Lag model (ARDL) was used. The results show that short-term and long-term impact of variables such as economic growth, interest rates and social insurance on national saving rate is statistically positive and significant. While, the effects of Government budget deficit and inflation rate is statistically negative and significant on savings rate. The results also indicate that, one percent increase in the rate of budget deficit, eventually leads to a decrease of national saving rate in long-term and short-term respectively, 0.0058 and 0/004 respectively. That means, the government deficit in the long term, has a greater impact than short-term shocks, on the reduction of national savings ratio to GNP. Furthermore, the coefficient of error correction is equal to -0.34 which indicates, in each period of the study, 34 percent of imbalances in national savings level is adjusted to long-term relationship. | ||
| کلیدواژه‌ها [English] | ||
| National savings, Economic Growth, budget deficit, Johansen co-integration | ||
| مراجع | ||
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