پیوندهای مفید
آمار
| تعداد نشریات | 30 |
| تعداد شماره‌ها | 467 |
| تعداد مقالات | 4,522 |
| تعداد مشاهده مقاله | 7,145,285 |
| تعداد دریافت فایل اصل مقاله | 5,334,966 |
تاثیر تکانه های نفتی بر اجزای مخارج دولتی و درآمد های مالیاتی در ایران | ||
| پژوهشنامه اقتصاد کلان Macroeconomics Research Letter | ||
| مقاله 5، دوره 18، شماره 37، دی 1402، صفحه 113-137 اصل مقاله (976.97 K) | ||
| نوع مقاله: علمی | ||
| شناسه دیجیتال (DOI): 10.22080/iejm.2024.25708.1979 | ||
| نویسندگان | ||
| حمزه کریمی فیروزجائی1؛ سعید کریمی پتانلار* 2؛ احمد جعفری صمیمی3 | ||
| 1دانشجو دکتری علوم اقتصادی، دانشکده علوم اقتصادی و اداری، دانشکاه مازندران، بابلسر، ایران | ||
| 2دانشیار دانشکده علوم اقتصادی و اداری، دانشگاه مازندران | ||
| 3دانشگاه مازندران | ||
| تاریخ دریافت: 21 تیر 1402، تاریخ بازنگری: 24 آذر 1402، تاریخ پذیرش: 11 دی 1402 | ||
| چکیده | ||
| در این مقاله اثرات تکانه‌های درآمد نفتی بر اجزای تشکیل دهنده مخارج طی بازه زمانی 01/1369 تا 04/1397 و درآمدهای مالیاتی دولت طی بازه زمانی 01/1372 تا 04/1397 در اقتصاد ایران بررسی می‌شود. در این راستا، به منظور در نظر گرفتن ناپایداری ساختاری در پارامترها از الگو‌های خودرگرسیون برداری تعمیم یافته پارامتر متغیر زمان (TVP-VAR)استفاده شده است. براساس نتایج به دست آمده از الگوی اول تحقیق، تأثیر تکانه‌های درآمد نفت بر مخارج امور دفاعی مثبت برآورد شده است. هر چند که تاثیر مذکور به سرعت در دوره‌های بعد از بین می‌رود. بنابراین می‌توان بیان کرد که تاثیرگذاری تکانه‌های درآمد نفتی بر مخارج امور دفاعی دولت ماهیتی موقتی دارد. همچنین اثر تکانه‌ها بر مخارج امور اقتصادی و امور اجتماعی مثبت برآورد شده است. تاثیر تکانه‌های درآمد نفتی بر مخارج امور عمومی ابتدا مثبت بوده ولی به تدریج از آن کاسته ودر دوره‌های بعد معکوس شده است. نتایج الگوی دوم تحقیق که تاثیر تکانه‌های درآمد نفتی بر درآمدهای مالیاتی مستقیم و غیر مستقیم در آن بررسی شده است. تاثیر تکانه‌های درآمد نفتی بر درآمد های مالیاتی مستقیم از محدوده مثبت به سرعت در محدوده منفی قرار می‌گیرد. همچنین، تاثیر تکانه‌های درآمد نفتی بر مالیات غیر مستقیم را می‌توان مثبت در نظر گرفت | ||
| کلیدواژه‌ها | ||
| تکانه نفتی؛ مخارج دولت؛ درآمدهای مالیاتی دولت؛ TVP-VAR؛ ایران | ||
| عنوان مقاله [English] | ||
| The Impact of Oil Shocks on Government Expenditure Components and Tax Revenues in Iran | ||
| نویسندگان [English] | ||
| Hamzeh Karimi Firozjaei1؛ Saeed Karimi Potanlar2؛ ََAhmad Jafari Samimi3 | ||
| 1Doctoral student of economic sciences, Faculty of Economic and Administrative Sciences, Mazandaran University, Babolsar, Iran | ||
| 2Associate Professor of Economics, Faculty of Economics, University of Mazandaran | ||
| 3Professor of Economics University of Mazandaran | ||
| چکیده [English] | ||
| The present research investigated the effects of oil revenue shocks on the constituent components of the government's expenditures from 1990/04 to 2018/04 and tax revenues from 1993/01 to 2018/04 in Iran. In this regard, time-varying parameter generalized vector autoregression (TVP-VAR) models were used to consider the structural instability in the parameters. Based on the results obtained from the first research model, the impact of oil income impulses on defense expenditure was estimated to be positive. However, the said effect quickly disappeared in the later periods. Therefore, it can be explained that the impact of oil revenue impulses on government defense expenses was temporary. The effect of impulses on economic and social affairs expenditures was also estimated to be positive. Moreover, it was revealed that the impact of oil income impulses on public affairs expenses was initially positive, but it gradually decreased and reversed in later periods. The results of the second research model, in which the impact of oil revenue shocks on direct and indirect tax revenues was investigated, revealed that the effect of oil revenue impulses on direct tax revenues from the positive range was quickly placed in the negative range. On the opposite point, the impact of oil income impulses on indirect taxes started from the negative range and then quickly moved to the positive range. In addition, the impact of oil revenue impulses on indirect taxes can be considered positive. | ||
| کلیدواژه‌ها [English] | ||
| Oil shock, Government spending, Government tax revenues, TVP-VAR, Iran | ||
| مراجع | ||
|
Abdel-Latif, H. Osman, R. A. and Ahmed, H. (2018). Asymmetric Impacts of Oil Price Shocks on Government Expenditures: Evidence from Saudi Arabia. Cogent Economics and Finance, 6(1): 1512835. Ahmad, A. H. and Masan, S. (2015). Dynamic Relationships Between Oil Revenue, Government Spending and Economic Growth in Oman. International Journal of Business and Economic Development (IJBED), 3(2): 93-115. Akbari, J. Bakhtiari, S. Samti, M. and Ranjbar, H. (2017). Investigating the effect of oil shocks on the income-expenditure relationship of the Iranian government and the challenges of its management and control. Management of Tomorrow, 17, 109-122 (In Persian). Algaeed, A. H. (2020). Symmetric Oil Price Shocks and Government Expenditure-Real Exchange Rate Nexus: ARDL and SVAR Models for an Oil-Based Economy, 1970–2018. Cogent Economics and Finance, 8(1): 1782076. Besley, T. and Persson, T. (2014). Why Do Developing Countries Tax so Little?. Journal of Economic Perspectives, 28(4): 99-120. Crivelli, E. and Gupta, S. (2014). Resource Blessing, Revenue Curse? Domestic Revenue Effort in Resource-Rich Countries. European Journal of Political Economy, 35: 88-101. Dizaji, S. F. (2014). The Effects of Oil shocks on Government Expenditures and Government Revenues Nexus (With an Application to Iran's Sanctions). Economic Modelling, 40: 299-313. Duval, R. Elmeskov, J. and Vogel, L. (2007). Structural Policies and Economic Resilience to Shocks. OECD Economics Department Working Papers 567, OECD Publishing. Erfani, A. and Chermgar, A. (2014). Investigating the effect of oil price uncertainty on macroeconomic variables of Iran: Multivariate Garch method with BEKK statement. Energy Economics Studies, 10(40): 129-147 (In Persian). Farzanegan, M. R. (2011). Oil revenue shocks and government spending behavior in Iran. Energy Economics, 33(6), 1055-1069. Fang, W. U., & Yu, W. E. I. (2016). Research on the Impact of Monetary Policy on CPI in China based on TVP-VAR Model. International Journal of Simulation–Systems, Science & Technology, international Journal of Simulation–Systems, Science & Technology, 17(38). Ishak, P. W. Farzanegan, M. R. (2020). The Impact of Declining Oil Rents on Tax Revenues: Does the Shadow Economy Matter? Energy Economics, 92: 104925. Koop, G. and Korobilis, D. (2014). A New Index of Financial Conditions. European Economic Review, 71: 101-116. Kreishan, F. M. Abou Elseoud, M. S. and Selim, M. (2018). Oil Revenue and State Budget Dynamic Relationship: Evidence from Bahrain. International Journal of Energy Economics and Policy, 8(6): 174-179. Lacheheb, M. and Sirag, A. (2019). Oil Price and Inflation in Algeria: A Nonlinear ARDL Approach. The Quarterly Review of Economics and Finance, 73: 217-222. Losman, D. L. (2010). The rentier state and national oil companies: An economic and political perspective. The Middle East Journal, 427-445. Mahdavy, H., Cook, M. A. (1970). The Patterns and Problems of Economic Development in Rentier States: The case of Iran. Life, 1000(1): 428-467. Mohammadi, H. Baratzadeh, A. (1391). The effect of the shocks resulting from the decrease in oil income on government spending and liquidity in Iran (In Persian). Mohammadipour, A. Salmanpour Zenouz, A. and Hosseini, S. F. (2021). Investigating the impact of energy price shocks on Iran's oil-based economy in the form of neo-Keynesian modeling method and the use of stochastic dynamic general equilibrium equations. Financial Economics, 15(57), 129-164 (In Persian). Rahma, E. Perera, N. and Tan, K. (2016). Impact of Oil Price Shocks on Sudan’s Government Budget. International Journal of Energy Economics and Policy, 6(2): 243-248. Stock, J. H. and Watson, M. W. (2008). Phillips Curve Inflation Forecasts (No. w14322). National Bureau of Economic Research
. | ||
|
آمار تعداد مشاهده مقاله: 114 تعداد دریافت فایل اصل مقاله: 158 |
||