مقاله پژوهشی: بررسی علیت ناپارامتریک و هم انباشتگی نامتقارن بین مصرف انرژی، توسعه مالی و رشد اقتصادی در ایران

نوع مقاله : مقاله پژوهشی

نویسندگان

1 کارشناس ارشد اقتصاد شهری، دانشگاه هنر اصفهان

2 استادیار گروه اقتصاد. دانشگاه هنر اصفهان

3 کارشناس ارشد اقتصاد انرژی، دانشگاه ایلام

چکیده

امروزه نقش و اهمیت مصرف انرژی در فرآیند توسعه اقتصادی و نقش بازارهای مالی در رشد اقتصادی با هدایت جریان‌های مالی از بخش-های غیرمولد به مولد ثابت شده است.با توجه به پیچیدگی سیستم‌های اقتصادی در کشورهای مختلف جهان این رابطه ممکن است به‌صورت نامتقارن باشد. با توجه به این‌که در ایران رشد اقتصادی با نوسانات زیادی مواجه بوده است، مطالعه وجود رابطه نامتقارن برای مصرف انرژی و توسعه مالی به‌عنوان دو عامل مؤثر بر توسعه پایدار و رشد اقتصادی می‌تواند به قرار گرفتن اقتصاد ایران در مسیر رشد و توسعه پایدار کمک زیادی کند.مطالعه حاضر رابطه نامتقارن و غیرخطی بین مصرف انرژی، توسعه مالی و رشد اقتصادی را با تأکید بر سرمایه و نیروی کار برای اقتصاد ایران طی دوره زمانی 1357تا 1395 بررسی می‌کند. برای بررسی همبستگی نامتقارن بین متغیرها،رویکرد خودرگرسیونی با وقفه‌های توزیعی غیرخطی (NARDL) استفاده شده است. برای بررسی رابطه علی بین متغیرهای مورد بررسی، از آزمون علیت گرنجر غیرخطی رویکرد نا‌پارامتریک دیکس و پانچنکو، استفاده می‌شود. نتایج نشان می‌دهد که هم‌انباشتگی نامتقارن بین متغیرها به‌ویژه رشد اقتصادی و مصرف انرژی وجود دارد. نتایج علیت غیرخطی نشان می‌دهد که علیت یک‌طرفه از رشد اقتصادی به مصرف انرژی، سرمایه و نیروی کار وجود دارد، بنابراین اجرای سیاست‌های محافظه‌کارانه مصرف انرژی، استفاده کارا و بهینه از انرژی در بخش‌های تولیدی، هدایت سرمایه به بخش‌های مولد و دارای مزیت صادراتی، اعطای تسهیلات بیشتر به بخش خصوصی و ارائه آموزش‌هایی متناسب با نیازهای بازار کار ایران، نقش زیادی را در قرار گرفتن اقتصاد ایران در مسیر رشد و توسعه پایدار دارد.

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

Investigating nonparametric causality and asymmetric co-integration between energy consumption, financial development and economic growth in Iran

نویسندگان [English]

  • Ali Moridian 1
  • Naser Yarmohamadian 2
  • Fatemeh Havasbeigi 3
1 MA in Urban Economics, Isfahan University of Arts
2 Assistant Professor of Economics, Isfahan University of Arts
3 MA in Energy Economics, Ilam University
چکیده [English]

Today,the role and importance of energy consumption in the process of economic development and the role of financial markets in economic growth has been proven by guiding financial flows from unproductive to productive sectors.Due to the complexity of economic systems in different countries of the world,this relationship may be asymmetric.Given that economic growth in Iran has fluctuated greatly,the study of the asymmetric relationship between energy consumption and financial development as two factors affecting sustainable development and economic growth can be the path of Iran's economy to growth.And sustainable development will help a lot.The present study examines the asymmetric and nonlinear relationship between energy consumption,financial development and economic growth with emphasis on capital and labor for the Iranian economy during the period1978to2016.To investigate asymmetric correlation between variables,a NARDL self-regression approach has been used.To investigate the causal relationship between the variables under study,Nonlinear Grager Causality Test Diks & Panchenko nonparametric approach is Used.The results show that there is also asymmetric accumulation between variables, especially economic growth and energy consumption. The results of nonlinear causality show that there is a one-sided causality of economic growth to energy consumption, capital and labor, so implement conservative energy consumption policies, efficient and efficient use of energy in manufacturing sectors, direct capital to productive sectors. And having an export advantage, providing more facilities to the private sector and providing training tailored to the needs of the Iranian labor market, plays a major role in placing the Iranian economy on the path of sustainable growth and development.

کلیدواژه‌ها [English]

  • Economic growth
  • energy consumption
  • nonlinear approaches
  • nonlinear causality

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