تعداد نشریات | 161 |
تعداد شمارهها | 6,533 |
تعداد مقالات | 70,514 |
تعداد مشاهده مقاله | 124,130,492 |
تعداد دریافت فایل اصل مقاله | 97,236,870 |
هزینههای نظامی و رشد اقتصادی در کشورهای منتخب اوپک: رهیافت آزمون علیت گرنجری در پانلهای مختلط نا متجانس | ||
فصلنامه تحقیقات اقتصادی | ||
مقاله 10، دوره 50، شماره 2، تیر 1394، صفحه 509-537 اصل مقاله (1.06 M) | ||
نوع مقاله: مقاله پژوهشی | ||
شناسه دیجیتال (DOI): 10.22059/jte.2015.55091 | ||
نویسندگان | ||
محمد مولایی* 1؛ ابوالقاسم گلخندان2 | ||
1استادیار اقتصاد دانشگاه بوعلیسینای همدان | ||
2دانشجوی دکتری اقتصاد دانشگاه لرستان | ||
چکیده | ||
مطالعة حاضر به بررسی رابطة علّیت بین هزینههای نظامی و رشد اقتصادی در کشورهای منتخب عضو اوپک (شاملِ الجزایر، آنگولا، نیجریه، ونزوئلا، ایران، کویت، عربستان و اکوادر) با تمرکز بر تحلیل خاص هر کشور، طی دورة زمانی 1995 ـ 2012، میپردازد. روش استفادهشده در این پژوهش بر اساس آزمون علّیت پانلیِ امیرمحموتگلو و کوز (2011) و مبتنی بر مدل خودرگرسیون برداری (VAR) و آزمونهای والد با مقادیر بحرانی بوتاستراپ خاص هر کشور است. این آزمون همبستگی مقطعی و عدم تجانس بین اعضای پانل و نیز همانباشتگی بین متغیرهای مورد بررسی را درنظر میگیرد. نتایج تحقیق نشاندهندة تأیید فرضیة رشد منجر به هزینههای نظامی برای کشورهای الجزایر، نیجریه، ایران و کویت و تأیید فرضیة خنثی برای کشورهای آنگولا، ونزوئلا، عربستان و اکوادور است. همچنین، فرضیة رشد منجر به هزینههای نظامی برای کل پانل تأیید میشود. | ||
کلیدواژهها | ||
آزمون علّیت پانلی؛ بوتاستراپ؛ رشد اقتصادی؛ هزینههای نظامی؛ وابستگی و عدم تجانس | ||
مراجع | ||
مولایی، محمد، گلخندان، ابوالقاسم و گلخندان، داود (1393). «رابطة مخارج دفاعی و رشد اقتصادی در ایران»، فصلنامة راهبرد اقتصادی، 9، 73 ـ 99. Al-Jarrah, M.A. (2005). Defense spending and economic growth in an oil-rich country: The case of Saudi Arabia, Pakistan Economic and Social Review, XLIII (2): 151-166.
Al-Yousif, Y.K. (2002). Defense spending and economic growth: Some empirical evidence from the Arab Gulf region, Defence and Peace Economics, 13(3): 187-197.
Ando, S. (2009). The impact of defense expenditure on economic growth: Panel data analysis based on the Feder model, The International Journal of Economic Policy Studies, 4(8): 141-154.
Arellano, M. & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations, Rev. Econ. Stud, 58: 277-297.
Benoit, E. (1973). Defense and economic growth in developing countries, Boston, MA: Health and CO, Lexington Books.
Biswas, R. & Ram, R. (1986). Military expenditure and economic growth in LDC: An augmented model and further evidence, Economic Development and Cultural Change, 34(2): 361-372.
Benoit, E. (1978). Growth and defense in developing countries, Economic Development and Cultural Change, 26 (2): 271-280.
Breitung, J. (2005). A parametric approach to the estimation of cointegration vectors in panel data, Econometric Reviews, 24(2): 151-173.
Breusch, T. & Pagan, A. (1980). The LM test and its application to model specification in econometrics, Review of Economic Studies, 47(1): 239-253.
Cappelen, A., Gleditsch, N.P. & Bjerkholt, O. (19840). Military spending and economic growth in the OECD countries, Journal of Peace Research, 21(4): 361-373.
Chang, T.Y., Fang, W., Wen, L.F. & Liu, C.W. (2001). Defence spending, economic growth and temporal causality: Evidence from Taiwan and Mainland China 1952–1995, Applied Economics, 33 (10): 1289-1299.
Chang, H.C., Huang, B.N. & Yang, C.W. (2011). Military expenditure and economic growth across different groups: A dynamic panel Granger-causality approach, Economic Modelling, 28(6): 2416-2423.
Chang, H.C., Lee, C.C., Hung, K. & Lee, K.H. (2014). Does military spending really matter for economic growth in China and G7 countries: The roles of dependency and heterogeneity, Defence and Peace Economics, 25(2): 177-191.
Chen, P.F., Lee, C.C., Hung, K. & Chiu, Y.B. (2014). The nexus between defense expenditure and economic growth: New global evidence, Economic Modelling, 36: 474-483.
Chun, C.K.S. (2010). Do oil exports fuel defense spending?, Strategic Studies Institute (SSI), United States Army War College.
Creane, S., Goyal, R., Mobarak, A.M. & Sab, R. (2004). Evaluating financial sector development in the Middle East and North Africa: New methodology and some new results, Topics in Middle Eastern and North African Economies, 10: 14-25.
Deger, S. (1986). Economic development and defense expenditure, Economic Development and Cultural Change, 34(2): 361-372.
Deger, S. & Sen, S. (1983). Military expenditure, spin-off and economic development, Journal of Development Economics, 13(1–2): 67-83.
Deger, S. & Smith, R. (1983). Military expenditure and growth in less developed countries, Journal of Conflict Resolution, 28(2): 335-353.
Dickey, D.A. & Fuller, W.A. (1981). Likelihood ratio statistics for autoregressive time series with a unit root, Econometrica, 49: 1057-1079.
Duella, A. (2014). Military burden and economic growth: Evidence from a multivariate cointegration analysis, Journal of Global Economics, 2(3): 1-6.
Dunne, P. & Vougas, D. (1999). Military spending and economic growth in South Africa, Journal of Conflict Resolution, 43(4): 521-537.
Emirmahmutoglu, F. (2014). Causal relationship between asset prices and output in the US: Evidence from state-level panel granger causality test, Department of Economics Working Paper Series,1-31.
Emirmahmutoglu, F. & Kose, N. (2011). Testing for granger causality in heterogeneous mixed panels, Economic Modelling,28: 870-876.
Enimola, S. & Akoko, A. (2011). Defense expenditure and economic growth: The Nigeria experience 1977-2006.
Farzanegan, M.R. (2011). Oil revenue shocks and government spending behavior in Iran, Energy Economics, 33: 1055-1069.
Farzanegan, M.R. (2012). Military spending and economic growth: The case of Iran, Defence and Peace Economics. http://dx.doi.org/10.1080/10242694.2012.723160
Fisher, R.A. (1932). Statistical methods for research workers, 4th edition, Oliver and Boyd, Edinburgh.
Gerace, M. (2002). US military expenditures and economic growth: Some evidence from spectral methods, Defence and Peace Economics, 13 (1): 1-11.
Grobar, L.M. & Porter, R.C. (1989). Benoit revisited: Defense spending and economic growth in less developed countries, Journal of Conflict Resolution, 33(2): 318-345.
Hoyos, R.E. & Sarafidis, V. (2006). Testing for cross-sectional dependence in panel data models, Stata Journal, 6 (4): 484-496.
Joerding, W. (1986). Economic growth and defense spending: Granger causality, Journal of Development Economics, 21(1): 35-40.
Kar, M., Şaban, N. & Ağır, H. (2011). Financial development and economic growth nexus in the MENA countries: Bootstrap Panel Granger Causality Analysis, Economic Modelling, 28 (1-2): 685-693.
Karagol, E. & Palaz, S. (2004). Does defense expenditure deter economic growth in Turkey? A cointegration analysis, Defence and Peace Economics, 15 (3): 289-298.
Kollias, C., Manolas, G. & Paleologou, S.Z. (2004). Defence expenditure and economic growth in the European Union: A causality analysis, Journal of Policy Modeling, 26(5): 553-569.
Kónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach, Economic Modelling, 23(6): 978-992.
Kung, H.H. & Min, C.H. (2013). Military spending and economic growth nexus in sixteen Latin and South American countries: A bootstrap panel causality test, Romanian Journal of Economic Forecasting, XVI(4): 171-185.
Kusi, N.K. (1994). Economic growth and defense spending in developing countries: A causal analysis, Journal of Conflict Resolution, 38(1): 152-159.
LaCivita, C.J. & Frederiksen, P.C. (1991). Defense spending and economic growth, an alternative approach to the causality issue, Journal of Development Economics, 35(1): 117-126.
Lee, C.C. & Chen, S.T. (2007). Do defenses expenditures spur GDP: A panel analysis from OECD and non- OECD countries, Defence and Peace Economics, 18(3): 265-280.
Lim, D. (1983). Another look at growth and defense in less developed Countries, Economic Development and Cultural Change, 31(2): 377-384.
Narayan, P.K. & Singh, B. (2007). Modelling the relationship between defense spending and economic growth for the Fiji Islands, Defence and Peace Economics, 18(4): 391-401.
Pan, C., Chang, T. & Rufael, Y.W. (2015). Military spending and economic growth in the Middle East countries: Bootstrap panel causality test, Defence and Peace Economics, 26(4):443-456.
Pesaran, M.H. (2004). General diagnostic tests for cross section dependence in panels, Cambridge Working Papers in Economics, No. 0435.
Pesaran, M.H. (2006). Estimation and inference in large heterogeneous panel with a multifactor error structure, Econometrica, 74(4): 967-1012.
Pesaran, M.H. & Yamagata, T. (2008). Testing slope homogeneity in large panels, Journal of Econometrics, 142(1): 50-93.
Pradhan, R.P. (2010). Modeling the nexus between defense spending and economic growth in Asean-5: Evidence from cointegrated panel analysis, African Journal of Political Science and International Relations, 4(8): 297-307.
Ram, R. (1995). Defense expenditure and economic growth, Handbook of Defense Economics, 1: 251-274.
Safdari, M., Keramati, J. & Mahmoodi, M. (2011). The relationship between military expenditure and economic growth in four Asian countries, Chin. Bus. Rev, 10: 112-118.
Sezgin, S. (2001). An empirical analysis of Turkey’s defence–growth relationships with a multi‐equation model (1956-1994), Defence and Peace Economics, 12 (1): 69-86.
SIPRI (Stockholm International Peace Research Institute) (2014). Yearbooks armaments and disarmaments and international security”, SIPRI-Oxford University Press, New York, Various Issues.
Stine, R.A. (1987). Estimating properties of autoregressive forecasts, Journal of the American Statistical Association, 82: 1072-1078.
Toda, H.Y. & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated process, J. Econ., 66: 225-250.
Xie, Z. & Chen, S.W. (2014). Untangling the causal relationship between government budget and current account deficits in OECD countries: Evidence from bootstrap panel Granger causality, International Review of Economics and Finance, 31: 95-104.
Zhong, M., Chang, T., Goswami, S. & Gupta, R. (2014). The nexus between military expenditures and economic growth in the BRICS and the US: A bootstrap panel causality test, Working Paper, 1-25. | ||
آمار تعداد مشاهده مقاله: 2,299 تعداد دریافت فایل اصل مقاله: 1,332 |