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بررسی روندهای تصادفی مشترک بین ارزشافزوده بخشهای کشاورزی، صنعت، خدمات و معدن در ایران | ||
پژوهشنامه اقتصاد کلان Macroeconomics Research Letter | ||
مقاله 11، دوره 14، شماره 27، شهریور 1398، صفحه 281-307 اصل مقاله (1.05 M) | ||
نوع مقاله: علمی | ||
شناسه دیجیتال (DOI): 10.22080/iejm.2019.14834.1619 | ||
نویسندگان | ||
کیومرث شهبازی1؛ خدیجه حسن زاده* 2 | ||
1 استاد گروه اقتصاد، دانشکده اقتصاد ، دانشگاه ارومیه، ارومیه، ایران | ||
2دانشجویی دکتری اقتصاد، دانشکده اقتصاد، دانشگاه ارومیه، ارومیه، ایران | ||
تاریخ دریافت: 04 مهر 1397، تاریخ بازنگری: 24 بهمن 1397، تاریخ پذیرش: 16 تیر 1398 | ||
چکیده | ||
هدف اصلی مقالهی حاضر، بررسی همپیوندی و رفتار متقابل بین ارزشافزوده بخش کشاورزی، صنعت، معدن و خدمات در ایران و همچنین تحلیل روندهای تصادفی مشترک موجود بین آنها برای دورهی زمانی 1394- 1338 است. برای دستیابی به این هدف از روش یوهانسن و یوسیلیوس (1992) و رهیافت گونزالو و گرنجر (1995) استفاده شد. نتایج به دست آمده وجود رابطهی همجمعی و سه روند تصادفی مشترک بین رشد بخشهای بررسی شده را نشان میدهد که منعکس کنندهی کامل نبودن یکپارچگی بلندمدت بین این گروه از متغیرها است. نتایج تحلیل روندهای تصادفی مشترک نیز گویای این واقعیت است که طی دورهی مورد بررسی ارزشافزوده بخشهای مختلف مشارکت و واکنش شدیدی نسبت به روندهای یاد شده از خود نشان میدهند. آزمون برونزایی ضعیف نیز تأیید کنندهی این نتیجه است. در نهایت با توجه به همگرایی ضعیف بین ارزشافزوده بخشهای مختلف، دولت میتواند با سرمایهگذاری همزمان در بخشهای مختلف (نظریهی رشد متوازن) به توسعهی اقتصادی دست یابد. | ||
کلیدواژهها | ||
روند تصادفی مشترک؛ رهیافت گونزالو و گرنجر؛ ارزشافزوده؛ زیربخشهای اقتصاد؛ هم-جمعی | ||
عنوان مقاله [English] | ||
Investigating the Common Stochastic Trend among the Value Added of Agriculture, Manufacturing, Services and Mining Sectors in Iran | ||
نویسندگان [English] | ||
kiumars shahbazi1؛ Khadijeh Hassanzadeh2 | ||
1Professor of Economic,s, Faculty of Economics, Urmia University, Urmia, Iran | ||
2PhD student of Economics, Faculty of Economics, Urmia University, Urmia, Iran | ||
چکیده [English] | ||
The main purpose of this paper is to study the correlation and interaction between the values added of the agricultural sector, production, mining and services in Iran, as well as the analysis of the common stochastic trends among them during the period 1959-2015. Johansen and Yusilius (1992) and Gonzalo and Granger's approach (1995) were used to achieving this goal. The results show the existence of a cointegration relationship and three common stochastic trends between the growth of the studied sections, which reflects the complete absence of long-term integration between these groups of variables. The results of the analysis of common stochastic trends also indicate that during the examined period, the value-added of different sectors shows a strong reaction to the trends mentioned. Finally, given the weak convergence between the values added of different sectors, the government can achieve economic development by simultaneously investing in different sectors (Balanced on the Growth Theory). | ||
کلیدواژهها [English] | ||
Economic Growth, Common Stochastic Trend, Main Trading Partner Countries | ||
مراجع | ||
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