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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 | ||
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