دوره 7، شماره 28 - ( 6-1396 )                   سال7 شماره 28 صفحات 103-138 | برگشت به فهرست نسخه ها

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mohammadi H, mahmoudi M. Reviews of mutual interest rate effects to macroeconomic variables in Islamic and un-Islamic countries. jemr. 2017; 7 (28) :103-138
URL: http://jemr.khu.ac.ir/article-1-1416-fa.html
محمدی حسین، محمودی مهدی. بررسی اثرات متقابل نرخ بهره با متغیرهای منتخب اقتصاد کلان در کشورهای اسلامی و غیراسلامی. فصلنامه تحقیقات مدل سازی اقتصادی. 1396; 7 (28) :103-138

URL: http://jemr.khu.ac.ir/article-1-1416-fa.html


چکیده:   (1315 مشاهده)

نرخ‌بهره یکی از مهم‌ترین متغیرهای سیاست‌گذاری در اقتصاد کلان می‌باشد. بحران‌های مالی و بدهکاری عمیق جهانی، روزبه‌روز نقش و اهمیت این متغیر را در اقتصاد کلان نمایان‌تر می کند. مطالعه حاضر سعی دارد تأثیر متغیرهای نرخ بهره، نرخ تورم، سرمایه‌گذاری  و مخارج دولتی را  بر میزان تولید ناخالص داخلی سرانه با استفاده از رویکرد پانل دیتا مورد بررسی قرار دهد.  همچنین مدل داده های تابلویی خود توضیح برداری (Panel VAR) نیز برای بررسی تأثیر هر یک از متغیرهای ذکرشده بر همدیگر استفاده گردیده و رابطه علیت میان آن‌ها بررسی‌شده است. اطلاعات مورد استفاده در این پژوهش شامل مجموعه 20 کشور از کشورهای اسلامی و 19 کشور از کشورهای غیراسلامی در طی دوره زمانی 2014-1990 می‌باشد. نتایج حاصله حاکی از آن است که در کشورهای اسلامی و غیراسلامی، نرخ بهره و تورم اثر منفی و معنی‌داری بر تولید ناخالص داخلی سرانه دارند. سرمایه‌گذاری بخش دولتی نیز در این دو مجموعه از کشورها اثر مثبت و معنی‌داری بر تولید ناخالص داخلی سرانه دارد. این نتایج  با تئوری‌های اقتصادی مربوطه نیز سازگار می‌باشد. از طرفی مخارج جاری دولتی در این دو دسته از کشورها، تأثیرات متفاوتی بر تولید ناخالص سرانه دارد. همچنین سیاست‌های کاهش نرخ بهره در کشورهای غیراسلامی، تأثیر بسزایی در سایر متغیرهای موردمطالعه داشته است. هدف گذاری نرخ بهره و کاهش آن طی یک دوره زمانی میان مدت می تواند راهکاری مناسب برای افزایش سرمایه گذاری و افزایش تولید ناخالص داخلی در کشورهای در حال توسعه از جمله ایران محسوب گردد.

متن کامل [PDF 584 kb]   (549 دریافت)    
نوع مطالعه: كاربردي | موضوع مقاله: اسلامی
دریافت: ۱۳۹۵/۲/۲۷ | پذیرش: ۱۳۹۶/۵/۲۴ | انتشار: ۱۳۹۶/۶/۲۶

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