نشریه محیط زیست طبیعی

بررسی وجود رابطة نامتقارن بین توسعة مالی و منابع طبیعی در اقتصاد ایران

نوع مقاله : مقاله پژوهشی

نویسندگان

1 گروه اقتصاد، دانشکده ادبیات و علوم انسانی، دانشگاه ایلام، ایلام، ایران

2 گروه اقتصاد، دانشکده ادبیات و علوم انسانی، دانشگاه ارومیه، ارومیه ، ایران

چکیده

به‌منظور ارتقاء فعالیت‌های اقتصادی، به ساختار مالی مولد و سالم به‌عنوان ستون فقرات توسعة اقتصادی کشور نیاز است. بحث در مورد منابع طبیعی و تأثیر آن بر توسعة مالی در چند دهة گذشته یک حوزة مهم تحقیقاتی بوده است. مطالعة حاضر با ترکیب متغیرهای تولید ناخالص داخلی واقعی، تشکیل سرمایه، آموزش، جهانی‌سازی و منابع طبیعی با استفاده از داده‌های سالانه از 1358 تا 1397، رابطة نامتقارن بین توسعة مالی و منابع طبیعی را بررسی می‌کند. این مطالعه، علاوه بر آزمون ریشة واحد معمولی، از آزمون ریشة واحد با چندین شکست ساختاری استفاده می‌کند. از روش هم انباشتگی مکی نیز برای تعیین رابطة بلندمدت تا 5 شکست ساختاری استفاده ‌شده است. علاوه بر این، هم انباشتگی خودتوضیح با وقفه‌های گستردة غیرخطی برای تعیین رابطة نامتقارن بلندمدت بین متغیرها اعمال گردید. ضرایب بلندمدت منابع طبیعی (هر دو اثر مثبت و منفی بلندمدت) به‌ترتیب 0/175 و 0/611 برآورد شده. این بدین معنی است که افزایش 1 درصدی منابع طبیعی 0/1759درصد توسعة مالی را افزایش می‌دهد و کاهش 1 درصدی در منابع طبیعی باعث افزایش توسعة مالی به مقدار 0/611 درصد خواهد شد. رابطة بین جهانی‌سازی و توسعه مالی از نظر آماری مثبت و معنی‌دار می‌باشد. اگر جهانی‌شدن 1 درصد افزایش یابد، توسعة مالی در کوتاه‌مدت و بلندمدت 0/860 درصد و 0/021 درصد رشد می‌کند، درحالی‌که تولید ناخالص داخلی تأثیر منفی و قابل‌توجهی بر توسعة مالی در بلندمدت دارد. همچنین، وجود یک رابطة نامتقارن در بلند‌مدت و کوتاه‌مدت بین منابع طبیعی و توسعة مالی تأیید شده است. این نشان می‌دهد که سرمایه‌گذاری در بخش بانکی می‌تواند بخش منابع طبیعی را در ایران تحت تأءثیر قرار دهد.

کلیدواژه‌ها

عنوان مقاله [English]

Investigating the asymmetric relationship between financial development and natural resources in the Iranian economy

نویسندگان [English]

  • Fatemeh Havasbeigi 1
  • Ali Sayehmiri 1
  • Ali Moridian 2

1 Department of Economics, Faculty of Literature and Humanities, Ilam University, Ilam, Iran

2 Department of Economics, Faculty of Literature and Humanities, Urmia University , Urmia, Iran

چکیده [English]

In order to promote the economic activities of a country, it needs a productive and healthy financial structure and financial development as the backbone of the country's economic development. The debate over the impact of natural resources and their impact on financial development has been an important area of ​​research over the past few decades. The present study examines the asymmetric relationship between financial development and natural resources by combining the variables of real GDP, capital, education, globalization and natural resources using annual data from 1979 to 2018.  In addition to the standard unit root test, this study uses a single root test with several structural failures. The Maki co-integration method is also used to determine the long-run relationship of up to 5 structural breaks. In addition, self-explanatory co-integration with wide nonlinear intervals is applied to determine the long-term asymmetric relationship between variables. Long-term results show the confirmation of the positive effect of natural resources with coefficients of 0.175 and 0.611 on financial development in long-term positive and negative shocks. In addition, education with a coefficient of 6.983 has a positive and significant effect on financial development in the long run, while GDP has a significant negative impact on financial development in the long run. Also, the existence of an asymmetric long-term and short-term relationship between natural resources and financial development has been confirmed. This shows that significant investment in the banking sector for Iran can affect the natural resources sector.

کلیدواژه‌ها [English]

  • Financial development
  • Natural resources
  • Asymmetric relationship
  • Iranian economy
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نشریه محیط زیست طبیعی
دوره 75، شماره 4 - شماره پیاپی 4
آبان 1401
صفحه 600-612