جستجوی مقالات مرتبط با کلیدواژه "الگوی خود توضیح با وقفه های گسترده (ardl)" در نشریات گروه "اقتصاد"

Taxation due to its mandatorily and regularity is the most important source of government revenue in financing development programs, including strengthening physical infrastructure. Accordingly, the issue of identifying the determinants of tax revenue is of particular importance in any economy that Iran's economy cannot excluded from this principle. Thus, this study investigates the effect of macroeconomic variables (economic growth, inflation, exchange rate and Openness) on government tax revenues using an Autoregressive Distributed Lag (ARDL) model in Iran during 1978-2018. The results from this study support the views of Calder (1962), Tudaro (1969), Olivera-Tanzi (1977), and Tanzi (1989) and show that economic growth, inflation, official exchange rate changes, and urbanization - Due to the underdevelopment of the Iran's economy - have a negative impact on tax revenue. Also, our findings indicate that Openness and share of services in GDP have a positive and significant effect and financial instability has a negative and significant effect on tax revenue. Finally, based on the findings of this study, there is no evidence that the variables of exchange rate fluctuations, government oil revenues and share of agricultural and industrial in GDP, have a significant impact on tax revenue.

Identifying the determinants of government debt size - due to its impact on other macroeconomic variables - has particular importance in any economy that Iranian economy cannot excluded from this principle. Accordingly, this study investigates the determinants of government debt size using an Autoregressive Distributed Lag (ARDL) model in Iran during 1973-2017. The results show that budget deficit size and economic growth has a significant and tangible effect on the size of government debt, so that this effect was positive for budget deficit size and negative for economic growth. In addition, the findings show that variables of inflation, oil price fluctuations, bank interest rate and political instability indicators (number of changes of ministers in one year and number of legislative elections held in one year) had not a significant effect on government debt size. Therefore, it is conceivable that government debt is rooted in deficits that emerged from structural imperfection and institutional rigidity in Iran.

In this study, using time series analysis, the long-run relationship between human capital dimensions (education and health) and total factor productivity of production in Iran’s economy is estimated during 1978 to 2010. Along with human capital indicators, other variables such as accumulation of domestic R&D capital and capital stock per workers are used as control variables. Cointegration analysis with estimating Unrestricted Error Correction Model (UECM) based on Bounds Test is performed. The Long-run and short-run coefficients, using Autoregressive Distributed Lag (ARDL) method, are estimated. The results confirm that the human capital indicators and capital stock per workers have significant and positive effect on the productivity level. The results of Granger-causality test based on Error Correction Model (ECM), show that there exist a bi-directional causal relation between the human capital (education) and total factor productivity of production in the long-run.