جستجوی مقالات مرتبط با کلیدواژه "تجزیه واریانس" در نشریات گروه "علوم سیاسی"

The main purpose of this paper is study the effects of budget deficit shock on the current account deficit in the presence of output shocks in Iran's economy. Moreover, the impacts of budget deficit shock on the exchange rate, GDP shock on the budget deficit and the current account deficit are also analyzed. To achieve these goals, we have used a Vector Autoregressive Model (VAR), Impulse response functions and Variance decomposition. In estimation, we have utilized four variables as budget deficit, current account, GDP and real exchange rate. The results of effect of GDP shock on the budget deficit and current account deficit indicate a negative relation between these two deficits. In other words, the phenomenon of "twin divergence" has been verified. On the other hand, in both cases, the government revenue and the government expenditure shocks on the components of current account, the phenomenon of "twin divergence" weakly has been verified.

With using vector autoregressive approach, this paper studies the impact of tax evasion on both gross domestic product and Gini coefficient. In doing so, at the beginning, the vector auto regression model was run with various lags, and 1-lag vector auto regression was chosen with regard to Akaike and Schwarz information criteria for determining optimal lag. Then, the traumatic reaction functions and variance analysis are calculated for determining the impact of tax evasion on gross domestic product and Gini coefficient. The paper concludes that positive shocks of tax evasion have positive impact on gross domestic product, while they have negative impact on Gini coefficient.