آزمون تجربی نظریه مصرف براون،دوزنبری، هانتاکر و تیلور، جکسون-اسمیت، کوزنتس و فریدمن در ایران

نوع مقاله: علمی - پژوهشی

نویسنده

استادیار گروه اقتصاد، دانشگاه آزاد اسلامی ارسنجان، ایران

10.22080/iejm.2019.14138.1594

چکیده

 با توجه به تأثیر انکارناپذیر مخارج‌مصرفی بر متغیرهای کلان‌اقتصادی، این پژوهش، به آزمون فرضیه مصرف، براون، دوزنبری-کوزنتس، فریدمن، هانتاکر – تیلور و جکسون-اسمیت در ایران برای دوره زمانی 1360 تا 1395 پرداخته است. در این راستا از دو روش شامل: رگرسیون ARDL (با توجه به ناایستایی برخی سری‌ها) و وابستگی دمی بین داده‌ها با روش توابع مفصل کلایتون استفاده‌شده است. طبق نتایج؛ میل‌نهایی‌ به‌ مصرف بلندمدت، در الگوی دوزنبری 83%، الگوی فریدمن 4/75% و الگوی جکسون-اسمیت 74/0 برآورد شده است. میل‌نهایی‌به‌مصرف کوتاه‌مدت نیز در الگوی براون 46/0 و الگوی هانتاکر-تیلور 42/0 برآورد شده است. ضریب تأثیر عادت‌های‌مصرفی گذشته بر مصرف جاری (ضریب کندی یا چسبندگی) 39% است؛ یعنی افزایش 100 واحدی در مصرف جاری باعث افزایش 39 واحدی در مصرف سال بعد خواهد شد.  میل‌نهایی‌ به‌مصرف ناشی از ثروت بین 19/0 تا 25/0 برآورد شده است. همچنین بین داده‌ها وابستگی از نوع کلایتون وجود دارد و با عنایت به اینکه کلایتون وابستگی پایینی را نشان می‌دهد، پس با افزایش درآمد، مصرف افزایش‌یافته، ولی با کاهش درآمد، مصرف کاهش چندانی ندارد.

کلیدواژه‌ها


عنوان مقاله [English]

Empirical Test of Consumer Theory of Brown, Duesenberry, Hantakkr and Taylor, Jackson-Smith, Kuznets and Friedman in Iran

نویسنده [English]

  • Morteza Hassanshahi
Assistant professor, Department of Economics, Islamic Azad University, Arsanjan Branch
چکیده [English]


Due to the undeniable effect of expenditures on macroeconomic variables, this research has been devoted to the theory of consumption, This research has been conducted to test the hypothesis of consumption, Brown, Dosebury, and Kuznets, Friedman, Huntaker-Taylor, and Jackson-Smith in Iran until the year 1981-2016. In this regard, two methods have been used: ARDL regression (due to the non-existence of some series) and then ht was Tail Dependence between with Clayton joint method. According to the results, the marginal propensity of consumption the Duznbery model is 83%, Friedman's model is 75.4% and the Jackson-Smith pattern is 74.4%. The marginal propensity of consumption shot-run is estimated to be 0.46 in Brown's pattern and 0.42 in the Hunter-Taylor pattern. The effect of past consumption habits on consumption (coefficient or adhesion) is 39%. That means an increase of 100 units in consumption will increase 39 units in the next year's consumption. The final desire to consume wealth is estimated to be between 0.19 and 0.25. Also, there is a Clayton-dependent relationship between data, and given Clayton's low dependence, then with increased revenue, increased consumption, but with lower income, consumption is not significantly reduced

کلیدواژه‌ها [English]

  • consumption functions
  • curved lightning consumption
  • dependence tail

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