بررسی روندهای تصادفی مشترک بین ارزش‌افزوده بخش‌های کشاورزی، صنعت، خدمات و معدن در ایران

نوع مقاله: علمی - پژوهشی

نویسندگان

1  استاد گروه اقتصاد، دانشکده اقتصاد ، دانشگاه ارومیه، ارومیه، ایران

2 دانشجویی دکتری اقتصاد، دانشکده اقتصاد، دانشگاه ارومیه، ارومیه، ایران

10.22080/iejm.2019.14834.1619

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


عنوان مقاله [English]

Investigating the Common Stochastic Trend among the Value Added of Agriculture, Manufacturing, Services and Mining Sectors in Iran

نویسندگان [English]

  • kiumars shahbazi 1
  • Khadijeh Hassanzadeh 2
1 Professor of Economic,s, Faculty of Economics, Urmia University, Urmia, Iran
2 PhD 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
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