اثر مخارج دولت و نااطمینانی اقتصاد کلان بر سرمایهگذاری بخش خصوصی در ایران | ||
| اقتصاد و الگو سازی | ||
| مقاله 3، دوره 9، شماره 2 - شماره پیاپی 34، شهریور 1397، صفحه 67-99 اصل مقاله (390.64 K) | ||
| نوع مقاله: مقاله پژوهشی | ||
| نویسندگان | ||
| بهنام الیاس پور* 1؛ مجید دشتبان1؛ سحر دشتبان فاروجی2 | ||
| 1استادیار گروه اقتصاد دانشکده علوم انسانی دانشگاه بجنورد | ||
| 2دانشجوی دکتری اقتصاد دانشکده اقتصاد و علوم سیاسی دانشگاه شهید بهشتی | ||
| چکیده | ||
| یکی از ارکان توسعه و رشد اقتصادی مبتنی بر گسترش سرمایهگذاری بخش خصوصی است. ازاینرو، توجه به متغیرهای مرتبط در این باره و بررسی نقش آنها امری ضروری است. بنابراین هدف مطالعه حاضر، بررسی نقش نااطمینانی اقتصاد کلان و مخارج دولت بر سرمایهگذاری بخش خصوصی در ایران بر اساس دادههای فصلی و سالانه در بازه زمانی 1368-1394 است. برای این منظور، ابتدا نااطمینانی اقتصاد کلان با استفاده از الگوی تلاطم تصادفی استخراج گردیده و سپس برای بررسی اثر مخارج دولت و نااطمینانی اقتصاد کلان بر سرمایهگذاری بخش خصوصی از روش دادههای ترکیبی با تواتر متفاوت (MIDAS) استفاده شده است. نتایج نشان میدهد که افزایش نااطمینانی اقتصاد کلان و نیز افزایش تولید ناخالص داخلی بر سرمایهگذاری بخش خصوصی در ایران به ترتیب اثرات منفی و مثبت داشته است. همچنین مخارج مصرفی دولت تأثیر منفی بر سرمایهگذاری بخش خصوصی دارد. | ||
| کلیدواژه‌ها | ||
| نااطمینانی اقتصاد کلان؛ سرمایهگذاری بخش خصوصی؛ الگوی تلاطم تصادفی؛ روش دادههای ترکیبی با تواتر متفاوت | ||
| عنوان مقاله [English] | ||
| The Effect of Public Expenditure and Macroeconomic Uncertainty on the Private Sector Investment in Iran | ||
| نویسندگان [English] | ||
| Behnam Elyaspour1؛ Majid Dashtban1؛ Sahar Dashtban faroji2 | ||
| 1Assistant Professor of Economics, Faculty of Humanities, University of Bojnord | ||
| 2Ph.D Candidate in Economics, Faculty of Economics and Political Sciences, Shahid Beheshti University | ||
| چکیده [English] | ||
| One of the foundations for development and economic growth is the expansion of private sector investment. It is necessary to pay attention to the relevant variables in this regard and to examine their role. Therefore, this study examines the role of macroeconomic uncertainty and public expenditure in determining private investment in Iran based on seasonal and annual data during 1368-1394. For this, first, the macroeconomic uncertainty was extracted using stochastic volatility model. Then, to investigate the effect of macroeconomic uncertainty and public expenditure on private investment, we usedMixed frequency Data Sampling (MIDAS) approach. The results showed that the increase of macroeconomic uncertainty as well as the increase of GDP have negative and positive effectson the private sector investment in Iran, respectively. Furthermore, the public consumption expenditure has a negative and significant effect on private sector investment and significant effect on private sector investment and significant effect on private sector investment | ||
| کلیدواژه‌ها [English] | ||
| Macroeconomic Uncertainty, Private Sector Investment, Stochastic Volatility Model, Mixed frequency Data Sampling | ||
| مراجع | ||
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