تحلیل همگرایی درآمد سرانه بین استان‌های ایران: رویکرد داده‌های پانلی فضایی پویا

نوع مقاله : علمی

نویسنده

استادیار گروه اقتصاد، دانشکده مدیریت و حسابداری، واحد قزوین، دانشگاه آزاد اسلامی، قزوین، ایران

چکیده

در این تحقیق فرضیه همگرایی درآمد سرانه بین استان­های جمهوری اسلامی ایران طی دوره ۱۳۷۹-۱۳۹۷ آزمون شده است. فرضیه همگرایی در مقالات فارسی متعددی حتی در سطح استانی مورد آزمون قرار گرفته است. اما پژوهش حاضر از دو جهت با مطالعات قبلی متفاوت است. اول استفاده از داده‌های تولید ناخالص داخلی سرانه واقعی بدون نفت به‌عنوان معیار درآمد سرانه که منجر به حذف سوگیری ناشی از متغیرهای جایگزین خواهد شد. دوم این‌که تمام مطالعات قبلی از برآوردگرهای داده‌های مقطعی برای تخمین معادله همگرایی بتا استفاده کرده‌اند که نتایج آن دارای تورش‌ خواهد بود. اما در این پژوهش از مدل داده­های تابلویی فضایی پویا و تخمین­زن SYS-GMM استفاده شده است که این تورش را حذف خواهد کرد. همچنین برای بررسی تعاملات فضایی بین استان‌ها دو نوع ماتریس به‌کار گرفته شد.
نتایج حاکی‌ست که در دوره مورد بررسی شیب تابع مدل هم‌گرایی بتای مطلق منفی است و فرضیه هم‌گرایی مطلق رد نمی‌شود و میزان این همگرایی مشروط بین استان های کشور معادل 10.5 درصد است. یعنی طی این دوره نابرابری منطقه‌ای در حال کاهش است. به‌علاوه نتایج نشان‌‌دهنده عدم رد فرضیه همگرایی درآمد سرانه و تأیید فرضیه اثرات سرریز ناشی از تعاملات فضایی بین استان­های کشور است. هر دو نوع اثر سرریز ناشی از همسایگی و مهاجرت از نظر آماری معنادار است اما اثرات سرریز ناشی از مهاجرت تأثیر بیشتری نسبت به اثرات سرریز ناشی از همسایگی استان‌ها دارد. تحلیل حساسیت از سه منظر تغییر ماتریس تعامل فضایی، تغییر متغیر جایگزین درآمد سرانه واقعی و تغییر برآوردگر نشان دهنده پایداری نتایج و عدم جدیت سوگیری نمونه کوچک برای برآوردگر SYS-GMM است.

کلیدواژه‌ها


عنوان مقاله [English]

Analyzing Income Per Capita Convergence among the Provinces of Iran Using a Dynamic Spatial Panel Data Approach

نویسنده [English]

  • Arash Hadizadeh
Assistant Professor, Department of Economics, Islamic Azad University, Qazvin Branch, Qazvin, Iran
چکیده [English]

In this study, the hypothesis of per capita income convergence between the provinces of the Islamic Republic of Iran during the period 2000-2018 has been tested. The convergence hypothesis has been tested in several Persian articles, even at the provincial level. But the present study differs from previous studies in two ways. First, the use of real GDP per capita without oil data as a measure of per capita income that will eliminate the bias caused by alternative variables. Second, all previous studies have used cross-sectional data estimators to estimate the beta convergence equation, the results of which will be biased. However, in this research, the dynamic spatial panel data model and the SYS-GMM estimator have been used, which will eliminate this bias. Also, two types of matrices were used to study the spatial interactions between the provinces.
The results show that, the slope of the absolute beta convergence model is negative and the hypothesis of absolute convergence is not rejected and the rate of this conditional convergence between the provinces of the country is equal to 10.5%. That is, regional inequality is declining during this period. In addition, the results show that the hypothesis of per capita income convergence is not rejected and the hypothesis of spillover effects due to spatial interactions between the provinces of the country is confirmed. Both effects of neighborhood overflow and migration are statistically significant, but the effects of migration overflow have a greater effect than the effects of overflow due to neighborhoods in the provinces. Sensitivity analysis from the three perspectives of changing the spatial interaction matrix, changing the alternative variable of real per capita income and changing the estimator shows the stability of the results and the lack of seriousness of the small sample bias for the SYS-GMM estimator.

کلیدواژه‌ها [English]

  • Convergence Hypothesis
  • Dynamic spatial panel data
  • Migration Overflow Effects
  • Neighborhood Overflow Effects
  • SYS-GMM
Abrishami, H., Alamolhoda, N., & Amiri, M. (2007). Investigating the convergence of energy efficiency in Islamic countries. Quarterly Journal of Energy Economics Studies, 15(4), 8-34. (In Persian)  
Afshari, Z. (1999). Investigating the convergence of Iranian provinces (Solow-Swan Theory Test). Business Research Journal, 13, 1-18. (In Persian)
Afshari, Z., Pour, E. F., & Sheibani, I. (2005). The growth dynamism in the Islamic countries (1950- 1998). Iranian Economic Review, 10(12), 1-20.
Akbari, N., & Moayedfar, R. (2004). Investigating the convergence of per capita income between provinces of Iran (A spatial econometric approach). Quarterly Journal of Economic Research, 13, 1-12. (In Persian)
Akbari, N., & Moalemi, M. (2005). Economic integration in the Persian Gulf countries (using a spatial econometric method). Iranian Economic Research, 25, 109-126. (In Persian)
Arellano, M., & Bond, S.R. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277–297.
Arellano, M., & Bover, O. (1995). Another look at the instrumental variable estimation of error-components models. Journal of Econometrics, 68(1), 29-51.
Asgari, A., & Akbari, N. (2001). Spatial econometric methodology theory and application. Journal of Humanities Research University of Isfahan, 12, 93-122. (In Persian)
Baltagi, B.H. (2005). Econometric analysis of panel data. Third edition, Chichester: Wiley.
Barro, R.J., Sala-I-Martin, X., Blanchard, O.J., & Hall, R.E. (1991). Convergence across States and Regions, Brookings Papers on Economic Activity, 1, 107–182.
Baumol, W. J. (1986). Productivity Growth convergence and welfare: what the long run data show. American Economic Review, 76(5), 1072-85.
Bernard, A.B., & Jones, C.I. (1996). Comparing apples to oranges: productivity convergence and measurement across industries and countries. American Economic Review, 86(5), 1216-1238.
Blundell, R.W., & Bond, S.R. (1998). Initial conditions and moment restrictions in dynamic panel data models, Journal of Econometrics, 87(1), 115- 143.
Bond, S.R., Hoeffler, A., & Temple, J. (2001). GMM estimation of empirical growth models. Working Paper, University of Oxford
Caselli, F., Esquivel, G., & Lefort, F. (1996). Reopening the convergence debate: a new look at cross-country growth empirics, Journal of Economic Growth, 1(2), 363-389.
Chua, H. B. (1993). On spillovers and convergence. Ph.D. diss. Harvard University, Cambridge, MA.
Conley, T.G., & Ligon, E. (2002). Economic distance spillovers and cross-country comparisons. Journal of Economic Growth, 7, 157-187.
Corrado, L., & Fingleton, B. (2012). Where is the economics in spatial econometrics?. Journal of Regional Science, 52(2), 210–239.
Easterly, W., & Levine, R. (2001). It’s not factor accumulation: stylized facts and growth models. World Bank Economic Review ,15(2), 177–219.
Ehsani, M.A., & Ranjbar, O. (2007). Is the Organization of the Islamic Conference a convergence club? (Analysis of cross-sectional data and time series). Quarterly Journal of Economic Research, No. 24(4), 1-24. (In Persian)
Elhorst, J. P. (2010). Dynamic panels with endogenous interaction effects when T is small. Regional Science and Urban Economics, 40(5), 272–282.
Elmi, Z., & Ranjbar, O. (2014). Club convergence test between Iranian provinces: new findings using nonparametric analysis. Economic Research, 49(1), 189-210. (In Persian)
Ertur, C., & Koch, W. (2007). Growth, technological interdependence and spatial externalities: theory and evidence, Journal of Applied Econometrics, 22(6), 1033–1062.
Ertur, C., Le Gallo, J., & Baumont, C. (2006). The European regional convergence process 1980-1995: do spatial regimes and spatial dependence matter. International Regional Science Review, 29(1), 3-24.
Foroghi Poor, E. (2006). Study of sigma and beta (Absolute) convergence between OPEC member states Solow and Swan hypothesis test (1970-2004). Journal of Commerce, 39, 135-150. (In Persian)
Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251-1271.
Ho, C. Y., Wang, W., & Yu, J. (2013). Growth spillover through trade: a spatial dynamic panel data approach. Economics Letters, 120(3), 450-453.
Hsiao, C. (1986). Analysis of panel data. Cambridge, Cambridge University Press.
Islam, N. (1995). Growth empirics: a panel data approach. The Quarterly Journal of Economics, 110(4), 1127-1170.
Islam, N. (2003). What have we learnt from the convergence debate?. Journal of Economic Surveys, 17 (3), 309–362.
Jacobs, J. P., Ligthart, M.J., & Vrijburg, E.H. (2009). Consumption tax competition among governments: evidence from the United States. International Tax and Public Finance, 17, 271-294.
Karnameh Haghighi, H., & Akbari, N. (2009). Investigating the convergence of social demand for higher education in Iran 1363-1380. Iranian Economic Research, 6(20), 115-120. (In Persian)
Klenow, P.J., & Rodriguez-Clare, A. (2005). Externalities and growth. In Handbook of Economic Growth, Aghion P, Durlauf S (eds). Elsevier: Amsterdam, 817–861.
Kukenova, M., & Monteiro, J.A. (2008). Spatial dynamic panel model and system GMM: A Monte Carlo investigation. IRENE Working Papers with number 09-01, IRENE Institute of Economic Research
Lucas, R. (1990). Why doesn't capital flow from rich to poor Countries?. American Economic Review, 80(2), 92–96.
Masoumzadeh, S., Shirafkan, M., & Mohamadnejhadi, M. (2018). Investigating the convergence of income distribution in Iranian provinces. Economic Modeling Quarterly, 12(41), 161-178. (In Persian)
Mankiw, N.G., Romer, D., & Weil, D. (1992). A contribution to the empirics of economic growth. Quarterly Journal of Economics, 107(2), 407-437.
Moreno, R., & Trehan, B. (1997). Location and the growth of nations. Journal of Economic Growth, 2, 399-418.
Quah, D.T. (1996). Empirics for economic growth and convergence. European Economic Review, 40(6), 1353-1375.
Rahmani, T. (2004). Economic growth and regional integration in Iran. Journal of Economic Research, 66, 155-180. (In Persian)
Rahmani, T., & Asgari, H. (2005). Investigating the role of government policies in regional convergence in Iranian provinces using the visual deposit process. Journal of Economic Research, 69, 129-154. (In Persian)
Rahmani, T., & Hasanzadeh, E. (2011). The effect of migration on economic growth and regional integration. Journal of Economic Modeling Research, 5, 3-19. (In Persian)
Rahmani, T., & Eckey, H.F. (2004). Testing regional convergence in Iran’s economy. Iranian Economic Review, 9(10), 103-119.
Ranjbar, O., & Elmi, Z. (2008). Analysis of the formation of economic convergence in the Middle East and North Africa: new findings. Economic Letter, 1, 49-68. (In Persian)
Ranjbar, O., & Elmi, Z. (2010a). In which countries is the income gap narrowing? new findings from panel unit root tests with multiple endogenous structural failures. Journal of Economic Research, 95, 31-57. (In Persian)

---------------. (2010b). Identifying the process of Iran's per capita income convergence with the help of unit root tests with endogenous structural break. Economic Studies and Policies, 84, 91-110. (In Persian)

Ranjbar, O., & Elmi, Z. (2011). The effects of trade on the growth of the member countries of the Organization of the Islamic Conference with emphasis on Iran. Journal of Economic Research, 47(4), 97-115. (In Persian)
Rasekhi, S., & Ranjbar, O. (2009). The effect of business openness on rate of per capita income convergence: evidence from D8 countries. Mofid Weekly, 72, 34-109. (In Persian)
Roodman, D. (2006). How to do xtabond2: an introduction to Difference and System GMM in Stata. Center for Global Development, Working Paper Number 103
Salami, F., Majidi, A., & Mohamadi, A. (2017). Investigating the convergence of income and welfare between the provinces of Iran using the Cluster Method. Economic Growth and Development Research, 17(4), 45-68. (In Persian)
Solow, R. M. (1956). A contribution to the theory of economic growth. Quarterly Journal of Economics, 70(1), 65-94.
Tao, J., & Yu, J. (2012). The spatial time lag in panel data models. Economic Letters. 117(3), 544-547.
Temple, J.R.W. (1999). The new growth evidence. Journal of Economic Literature, 37(1), 112-156.
Tsangarides, C. (2002). On cross-country growth and convergence: evidence from African and OECD countries. Journal of African Economies, 10(4), 355-389.