تبيين آثار سياست مالي و كسري بودجه بر رشد اقتصادي در ايران: نامتقارني و غيرخطي بودن

The Effects of Fiscal Policy and Budget Deficit on Economic Growth in Iran: Asymmetry and Nonlinearity

ﺳﯿﺎﺳﺖ ﻣﺎﻟﯽ ﺑﻪ دﻟﯿﻞ ﺗﻮاﻧﺎﯾﯽ آن در ﺗﺤﻘﻖ اﻫﺪاف اﺻﻠﯽ ﺛﺒﺎت اﻗﺘﺼﺎد ﻣﻠﯽ، ﻧﻘﺶ ﻣﻬﻤﯽ در ﺳﯿﺎﺳﺖﮔﺬاري اﻗﺘﺼﺎدي دارد. اﺑﺰارﻫﺎي ﺳﯿﺎﺳﺖ ﻣﺎﻟﯽ، ﯾﮑﯽ از اﺻﻠﯽﺗﺮﯾﻦ اﺑﺰارﻫﺎي اﻗﺘﺼﺎدي ﺑﺮاي دﺳﺖﯾﺎﺑﯽ ﺑﻪ رﺷﺪ اﻗﺘﺼﺎدي و ﻏﻠﺒﻪ ﺑﺮ ﻣﻮاﻧﻊ ﺛﺒﺎت اﻗﺘﺼﺎدي در ﻧﻈﺮ ﮔﺮﻓﺘﻪ ﺷﺪه اﺳﺖ. ﻋﻼوه ﺑﺮ ﺗﺄﺛﯿﺮات ﺗﻮزﯾﻌﯽ و ﺗﺨﺼﺼﯽ ﺳﯿﺎﺳﺖ ﻣﺎﻟﯽ داراي اﺛﺮات ﭘﺎﯾﺪاري ﻣﺎﻧﻨﺪ ﻣﺨﺎرج دوﻟﺖ و ﻣﺎﻟﯿﺎتﻫﺎﯾﯽ اﺳﺖ ﮐﻪ ﺗﻘﺎﺿﺎي ﮐﻞ را ﺗﺤﺖ ﺗﺄﺛﯿﺮ ﻗﺮار ﻣﯽدﻫﺪ و از اﯾﻦ ﻃﺮﯾﻖ ﻣﺘﻐﯿﺮﻫﺎي ﮐﻠﯽ اﻗﺘﺼﺎدي و رﺷﺪ اﻗﺘﺼﺎدي را ﺗﺤﺖ ﺗﺄﺛﯿﺮ ﻗﺮار ﻣﯽدﻫﺪ. از اﯾﻦرو ﻫﺪف اﯾﻦ ﻣﻄﺎﻟﻌﻪ ﺑﺮرﺳﯽ اﺛﺮات ﻏﯿﺮﺧﻄﯽ ﺳﯿﺎﺳﺖ ﻣﺎﻟﯽ ﺑﺮ رﺷﺪ اﻗﺘﺼﺎدي در اﯾﺮان ﻃﯽ دوره زﻣﺎﻧﯽ 1367-1395 )دادهﻫﺎي ﻓﺼﻠﯽ( ﺑﺎ روﯾﮑﺮد اﻟﮕﻮي ﻏﯿﺮﺧﻄﯽ )ﻧﺎﻣﺘﻘﺎرن( ﺧﻮد رﮔﺮﺳﯿﻮن ﺑﺎ وﻗﻔﻪﻫﺎي ﮔﺴﺘﺮده )(NARDL اﺳﺖ. ﻧﺘﺎﯾﺞ ﻧﺸﺎن داد ﮐﻪ در اﯾﺮان ﮐﺴﺮي ﺑﻮدﺟﻪ اﺛﺮ ﻣﻨﻔﯽ ﺑﺮ رﺷﺪ اﻗﺘﺼﺎدي داﺷﺘﻪ اﺳﺖ. ﺑﺮاﺳﺎس ﺳﺎﯾﺮ ﻧﺘﺎﯾﺞ اﯾﻦ ﻣﻄﺎﻟﻌﻪ، ﺷﻮكﻫﺎي ﻣﺜﺒﺖ ﻣﺨﺎرج ﺟﺎري دوﻟﺖ اﺛﺮ ﻣﺜﺒﺖ و ﺷﻮكﻫﺎي ﻣﻨﻔﯽ اﺛﺮ ﻣﻨﻔﯽ ﺑﺮ رﺷﺪ اﻗﺘﺼﺎدي داﺷﺘﻪ اﺳﺖ. ﺑﺮاﺳﺎس ﺳﺎﯾﺮ ﻧﺘﺎﯾﺞ اﯾﻦ ﻣﻄﺎﻟﻌﻪ، اﺛﺮات ﻣﺨﺎرج ﺟﺎري دوﻟﺖ ﺑﺮ رﺷﺪ اﻗﺘﺼﺎدي ﻧﺎﻣﺘﻘﺎرن ﺑﻮده اﺳﺖ، اﻣﺎ اﯾﻦ ﺗﺎﺛﯿﺮ ﺑﺮ ﻣﺎﻟﯿﺎت ﻣﺘﻘﺎرن ﺑﻮده اﺳﺖ.

Fiscal policy plays an important role in economic policy because of its ability to achieve the main goals of national economic stability. Fiscal policy instruments are considered one of the main economic tools for achieving economic growth and overcoming obstacles to economic stability. In addition to the distributive and specialized effects of fiscal policy, it has sustained effects such as government expenditures and taxes that affect aggregate demand, thereby affecting overall economic variables and economic growth. Therefore, the purpose of this study was to investigate the nonlinear effects of fiscal policy on economic growth in Iran over the period 1367-1395 (seasonal data) using a nonlinear (asymmetric) Autoregressive Distributed Lags Model (NARDL). The results showed that in Iran the budget deficit had a negative effect on economic growth. According to other results of this study, positive shocks of government current expenditures had a positive effect and negative shocks had a negative effect on economic growth. According to other results of this study, the effects of government expenditures on economic growth have been asymmetric, but the impact on taxation has been symmetrical.