مخارج دفاعی و متغیرهای کلان اقتصادی در ایران؛ مدل خودرگرسیون برداری (VAR)

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشجوی دکترا، گروه علوم اقتصادی، دانشکده مدیریت راهبردی، دانشگاه عالی دفاع ملی، تهران، ایران.

2 دانشیار، گروه اقتصاد، دانشکده اقتصاد، دانشگاه خوارزمی، تهران، ایران.

3 استادیار، گروه اقتصاد، دانشکده اقتصاد، دانشگاه شهید بهشتی، تهران، ایران.

4 استادیار، گروه اقتصاد، دانشکده مدیریت، دانشگاه صنعتی مالک اشتر، تهران، ایران.

چکیده

مخارج نظامی جزء متغیرهای مورد بحث در مدل‌های مختلف رشد اقتصادی بوده که اثرات متفاوتی را نسبت به شرایط مختلف نشان داده است. اجماع کلی در مورد ارتباط مخارج دفاعی با رشد اقتصادی و متغیرهای کلان اقتصادی وجود نداشته و ارتباط مخارج دفاعی با سایر متغیرهای اقتصادی همواره مورد بحث بوده است. بر این اساس، اهمیت و نقش مخارج دفاعی در تأمین امنیت و اقتدار یک کشور، لزوم بررسی تأثیر آن بر بخش‌های مختلف اقتصادی را مهم جلوه می‌دهد. هدف این مطالعه بررسی ارتباط بین مخارج دفاعی با متغیرهای کلان اقتصادی در کشور ایران برای دوره زمانی 2022-1980 با استفاده از تکنیک خودرگرسیون برداری (VAR) و آزمون علیت تودا - یاماموتو بود. بدین منظور و بر اساس مدل مطالعه، ارتباط مخارج دفاعی با متغیرهای رشد اقتصادی، تورم، تراز تجاری، اشتغال و واردات مورد بررسی واقع گردید.
نتایج آزمون علیت نشان داد که بین متغیرهای مخارج دفاعی و رشد اقتصادی علیت دوطرفه و بین متغیرهای مخارج دفاعی و اشتغال یک علیت یک طرفه از مخارج دفاعی بر این متغیر وجود دارد. نتایج مطالعه ارتباط علی بین متغیرهای مخارج دفاعی با تراز تجاری، تورم و واردات را تأیید ننمود. همچنین توابع واکنش نشان داد که یک شوک مثبت در هزینه های نظامی، باعث افزایش در متغیرهای رشد اقتصادی، واردات و اشتغال و باعث کاهش در متغیرهای نرخ تورم و تراز تجاری در دوره‌های بعد می‌شود.

کلیدواژه‌ها


عنوان مقاله [English]

Investigating the Relationship between Defense Expenditures and Macroeconomic Variables in Iran using a Vector Autoregressive Model (VAR)

نویسندگان [English]

  • Manouchehr Shirijian 1
  • Mohammad Reza Monjazeb 2
  • Reza Mohseni 3
  • Mohammad Reza Dareh shiri 4
1 Ph.D. Candidate, Department of Economics, Faculty of Strategic Management, Supreme National Defense University, Tehran, Iran.
2 Associate Professor, Department of Economics, Faculty of Economics, Kharazmi University, Tehran, Iran.
3 Assistant Professor, Department of Economics, Faculty of Economics, Shahid Beheshti University, Tehran, Iran.
4 Assistant Professor, Department of Economics, Faculty of Management, Malik Ashtar University of Technology, Tehran, Iran.
چکیده [English]

Military expenditure is a key variable in various economic growth models, and its effects can vary depending on different conditions. However, there is no general consensus regarding the relationship between defense spending, economic growth, and other macroeconomic variables. Considering the significance role of defense expenditures for ensuring of a nation's security, it is essential to examine its impact on various economic sectors. This study aims to explore the relationship between defense expenditures and macroeconomic variables in Iran over the period 1980-2022, using the vector autoregression (VAR) technique and the Toda-Yamamoto causality test. The analysis examines the relationship between defense spending and several key economic variables, including economic growth, inflation, trade balance, employment, and imports. The results obtained from the causality test point towards a bi-directional causality between defense spending and economic growth, whilst, on the other hand, a uni-directional causality exists from defense spending to employment. The study did not find a causal relationship between defense expenditure and trade balance, inflation, or imports. Additionally, the reaction functions indicate that a positive shock in military spending can lead to an increase in economic growth, imports, and employment, whilst causing a decrease in inflation and trade balance in subsequent periods.

کلیدواژه‌ها [English]

  • Defense Spending
  • Economic Growth
  • Inflation
  • Trade Balance
  • Vector Autoregressive Model
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