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تحلیلی از اثر تنزی و اثر ضدتنزی در اقتصاد ایران: رویکرد مبدل موجک گسسته و الگوی خودرگرسیون برداری آستانه ای | ||
| پژوهشنامه اقتصاد کلان Macroeconomics Research Letter | ||
| دوره 15، شماره 29، شهریور 1399، صفحه 13-37 اصل مقاله (710.28 K) | ||
| نوع مقاله: علمی | ||
| شناسه دیجیتال (DOI): 10.22080/iejm.2020.16858.1701 | ||
| نویسندگان | ||
| اعظم کاظم زاده1؛ سعید کریمی پتانلار* 2؛ احمد جعفری صمیمی3 | ||
| 1دانشجوی دکتری اقتصاد، دانشکده علوم اقتصادی و اداری، دانشگاه مازندران، بابلسر، ایران | ||
| 2دانشیار گروه اقتصاد، دانشکده علوم اقتصادی و اداری، دانشگاه مازندران، بابلسر، ایران | ||
| 3استاد گروه اقتصاد، دانشکده علوم اقتصادی و اداری، دانشگاه مازندران، بلبلسر، ایران | ||
| تاریخ دریافت: 16 مرداد 1398، تاریخ بازنگری: 16 بهمن 1398، تاریخ پذیرش: 03 اسفند 1398 | ||
| چکیده | ||
| تورم از دو طریق بودجهی دولت را تحت تأثیر قرار میدهد. تورم از یک سو قدرت خرید درآمدهای مالیاتی را کاهش میدهد که به اثر تنزی معروف است. از سوی دیگر، تورم بار ناشی از مخارج دولتی و تعهدات آن را به طور حقیقی کاهش میدهد که به اثر ضدتانزی شهرت پیدا کرده است. ضمناً، باید متذکر شد که تورم نیز از کسری بودجهی دولت تأثیر میپذیرد. در پژوهش حاضر با به کارگیری مبدل موجک گسسته با حداکثر همپوشانی و الگوی خودرگرسیون برداری آستانهای اثرات متقابل تورم و کسری بودجهی دولت در دو حالت کسری کل و کسری عملیاتی در اقتصاد ایران طی سالهای 1396:3 – 1369:1 از زوایای جدیدی بررسی شده است. نتایج مبتنی بر مبدل موجک نشان میدهد در افقهای بیشتر از 8 سال رابطهی علّی میان هر دو نوع کسری بودجه با تورم دو طرفه است. بر اساس نتایج برآورد الگوی خودرگرسیون برداری آستانهای، در تورمهای فصلی کمتر از 28/6%، کسری بودجهی کل در رویارویی با تکانهی تورم افزایش شدیدی پیدا میکند. همچنین، کسری بودجهی عملیاتی قبل و بعد از آستانه واکنش مثبت به تکانه تورم نشان میدهد. با این توضیح که در نرخهای تورم فصلی فراتر از 54/2%، شدت واکنش این متغیر بیشتر خواهد شد. به عبارتی همواره اثری تنزی قویتر از اثر ضد تنزی است. | ||
| کلیدواژه‌ها | ||
| کسری بودجه؛ تورم؛ مبدل موجک گسسته؛ الگوی خودرگرسیون برداری آستانهای | ||
| عنوان مقاله [English] | ||
| An Analysis of the Terence Effect and the Anti-Tensile Effect in Iran's Economy: Discrete Wavelet Transform Method and a Threshold Vector Autoregressive Model | ||
| نویسندگان [English] | ||
| Azam Kazemzade1؛ Saeed Karimi Potanlar2؛ Ahmad Jafari Samimi3 | ||
| 1PhD student, Faculty of Economics and Administrative Sciences, University of Mazandaran, Babolsar, Iran | ||
| 2Associate Professor, Department of Economics, Faculty of Economics and Administrative Sciences, University of Mazandaran, Babolsar, Iran | ||
| 3Professor, Department of Economics, Faculty of Economics and Administrative Sciences, University of Mazandaran, Babolsar, Iran | ||
| چکیده [English] | ||
| Inflation affects the state budget in both ways. Inflation, on the one hand, decreases the purchasing power of tax revenues, which is known as the tension effect. On the other hand, the inflationary burden of government expenditures and its obligations actually decreases, which is known as an antithetical effect. Meanwhile, it should be noted that inflation also affects the budget deficit of the state. In the present study, using a discrete wavelet converter with maximum matching and a vector of autoregressive vector autoregression, the interaction effects of inflation and deficit of government in two cases of deficit and total deficit in the economy of Iran in 1396: 1369: 1 is reviewed from a new angle. Results based on the wavelet converter show that in horizons for more than 8 years, the causal relationship is between the two types of budget deficit with bilateral inflation. Based on the results of the estimation of the autumnal regression model, the threshold vector in seasonal inflation is less than 5.7% of the total budget deficit in the face of inflationary swings, which reflects the dominance of the anti-tensile effect of the Tensi Is. In addition, the operating deficit, regardless of the situation, is from the threshold of positive reaction to the swing momentum. | ||
| کلیدواژه‌ها [English] | ||
| Budget deficit, Inflation, Discrete wavelet transform | ||
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| مراجع | ||
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