تاثیر نااطمینانی سیاست مخارج دولت بر بخش حقیقی اقتصاد در رژیم‏های رکود و رونق

نوع مقاله : علمی

نویسندگان

1 دانشجو دانشگاه ازاد

2 گروه اقتصاد، دانشگاه آزاد اسلامی، واحد فیروزکوه

3 دانشکده علوم انسانی، دانشگاه آزاد اسلامی واحد فیروزکوه

4 استادیار گروه اقتصاد، واحد فیروزکوه، دانشگاه آزاد اسلامی، فیروزکوه، ایران

چکیده

هدف این مقاله بررسی تاثیر نااطمینانی سیاست مخارج دولت بر بخش حقیقی اقتصاد در رژیم‏های رکود و رونق با استفاده از مدل چرخشی و تغییر رژیم مارکوف سوئیچینگ در بازه زمانی 1365 تا 1399 است. با توجه به اهمیت اثر سیاست‌گذاری‌های اقتصادی و نااطمینانی سیاست مخارج دولت بر متغیرهای حقیقی اقتصاد نظیر تولید و اشتغال؛ روشن شدن ارتباط میان نااطمینانی سیاست مخارج دولت و فعالیت های اقتصادی می‌تواند راهگشایی در جهت برنامه‌ریزی کلان کشور باشد. یافته‌ها نشان داد نااطمینانی مخارج جاری و عمرانی، شوک نفتی، پولی و ارزی، بحران مالی و تحریم در شرایط رکود باعث کاهش تولید ناخالص داخلی و اشتغال می‌شود. افزون بر این طول دوره رکود و رونق تولید به ترتیب 20 و 15 سال بوده و این مقادیر برای اشتغال به ترتیب 21 و 14 سال است. بنابراین میزان ماندگاری در دوران رکود ایران از احتمال بالایی برخوردار است. این عوامل، ریسک سرمایه‌گذاری در ایران را افزایش داده و منجر به کاهش تولید و اشتغال می‌شود.

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

impact of government spending policy uncertainty on the real sector of the economy in recession and prosperity regimes

نویسندگان [English]

  • Mohamad sadegh Haji molla mirzaee 1
  • Mahmood Mahmoodzadeh 2
  • Saleh Ghavidel 3
  • mehdi fathabadi 4
1 Student
2 Associate Professor at IAU
3 Department of Economic, Islamic Azad University, Firozkuh Branch
4 Department of Economic, Firoozkooh Branch, Islamic Azad University, Firoozkooh, Iran
چکیده [English]

The purpose of this article is to investigate the impact of government spending policy uncertainty on the real sector of the economy in recession and boom regimes using the rotation model and Markov switching regime change in the period from 1365 to 1399. Considering the importance of the effect of economic policies and the uncertainty of the government's spending policy on the real variables of the economy such as production and employment; Clarifying the relationship between the uncertainty of the government's spending policy and economic activities can open the way for the country's macro-planning. The findings showed that the uncertainty of current and construction expenditures, oil, monetary and currency shocks, financial crisis, and sanctions in recession conditions cause a decrease in GDP and employment. In addition to this, the duration of production stagnation and boom period is 20 and 15 years, respectively, and these values for employment are 21 and 14 years, respectively. Therefore, the rate of permanence during Iran's recession has a high probability. These factors increase the risk of investing in Iran and lead to a decrease in production and employment.

Key words: uncertainty, government spending, Markov switching regime change model, Recession and boom

JEL Classification: C24, G32, G19.

کلیدواژه‌ها [English]

  • Uncertainty
  • government spending
  • Markov switching regime change model
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