دوره 9، شماره 32 - ( 4-1397 )
سال9 شماره 32 صفحات 177-129 |
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SALMANI Y, YAVARI K, Asgharpour H, SAHABI B. The Macroeconomic Effects of Government Debt in Iran. jemr 2018; 9 (32) :129-177
URL: http://jemr.khu.ac.ir/article-1-1538-fa.html
URL: http://jemr.khu.ac.ir/article-1-1538-fa.html
سلمانی یونس، یاوری کاظم، اصغرپور حسین، سحابی بهرام. اثرات اقتصاد کلان انواع بدهی‌های دولت در ایران. تحقیقات مدلسازی اقتصادی. 1397; 9 (32) :129-177
یونس سلمانی1 
، کاظم یاوری* 2، حسین اصغرپور1 ، بهرام سحابی1
، کاظم یاوری* 2، حسین اصغرپور1 ، بهرام سحابی1
1- دانشگاه تربیت مدرس
2- دانشگاه تربیت مدرس ،kyavari@modares.ac.ir
2- دانشگاه تربیت مدرس ،
چکیده: (7622 مشاهده)
یکی از مشکلات اساسی اقتصاد ایران کسری مستمر تراز عملیاتی بودجه بدلیل اندازه¬ غیربهینه دولت است. دولت همواره بخشی از این کسری را با ایجاد بدهی تامین مالی کرده است. بدهی-های دولت بسته به اندازه و نوع آنها پیامدهای متفاوتی در اقتصاد کلان دارند. از اینرو، در مطالعه-ی حاضر پیامدهای اقتصاد کلان انواع بدهی¬های دولت ایران طی دوره¬ی زمانی 1352-1393 با رویکرد SVAR بررسی شده است. یافته‌های تجربی نشان می‌دهد بدهی¬ دولت به نهادهای خارج از نظام بانکی به مازاد تقاضای کل، افزایش نسبت قیمت کالاهای غیرقابل‌تجارت به قابل‌تجارت و کاهشGDP منجر می¬شود. بدهی دولت به بانک مرکزی نیز تورم¬زا بوده و GDP را کاهش می¬دهد. بدهی دولت به سایر نهادهای سپرده‌پذیر منجر به افزایش نرخ ارز حقیقی، کاهش نسبت قیمت کالاهای غیرقابل تجارت به قابل تجارت، کاهش سطح عمومی قیمت¬ها و افزایش GDP می¬شود. همچنین بر اساس نتایج تجزیه واریانس، دولت می¬تواند با مدیریت بدهی¬های خود بخش قابل توجهی از تغییرات متغیرهای اقتصاد کلان را در کوتاه¬مدت و بلندمدت کنترل کند.
نوع مطالعه: كاربردي |
موضوع مقاله:
بخش عمومی
دریافت: 1396/1/24 | پذیرش: 1397/4/20 | انتشار: 1397/6/21
دریافت: 1396/1/24 | پذیرش: 1397/4/20 | انتشار: 1397/6/21
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