پژوهش ها و چشم اندازهای اقتصادی

پژوهش ها و چشم اندازهای اقتصادی

ارزیابی رابطه هزینه‌های نظامی و درآمدهای نفتی: رویکرد همدوسی موجکی

نوع مقاله : پژوهشی اصیل

نویسندگان
سید پرویز جلیلی کامجو 1
رامین خوچیانی 2
1 استادیار گروه اقتصاد دانشگاه آیت ا... بروجردی
2 استادیار گروه اقتصاد دانشگاه آیت ا... بروحردی
چکیده
در اقتصاد ارتدوکس، امنیت داخلی و خارجی به منظور حفاظت از حقوق مالکیت خصوصی، یکی از وظایف دولت‌های رفاه و حتی دولت‌های حداقلی است. مبتنی بر مرحله توسعه‌یافتگی یک کشور، هزینه نظامی می‌تواند تأثیر متفاوت بر متغیرهای حقیقی اقتصاد داشته باشد. این پژوهش در 4 مدل مختلف، از رویکرد همدوسی موجکی به منظور ارزیابی رابطه هزینه‌های نظامی و نظم عمومی با درآمدهای نفتی و سرمایه‌گذاری بخش خصوصی در ایران در دوره 1396-1338 استفاده نمود. نتایج مدل اول، نشان داد که در بازه زمانی 1348 تا 1357 و در مقیاس زمانی چهارساله و 16 ساله، دو متغیر رشد هزینه نظامی و رشد درآمدهای نفتی نه تنها هم­فاز بوده بلکه رشد درآمدهای نفتی، یک متغیر پیشرو برای رشد هزینه نظامی است. نتایج مدل دوم، نشان داد که همدوسی بین رشد هزینه‌های نظم عمومی و رشد درآمدهای نفتی در افق­های چهارساله از سال 1339 تا 1357 و از سال 1376 تا 1384 نیز هم­فاز است. طی سال‌های 1372 تا 1387 و در مقیاس‌های زمانی تا 8 سال، نوع دیگری از این ارتباط مشاهده می­شود؛ این دو متغیر هم­فاز بوده ولی رشد هزینه‌های نظم عمومی، علت رشد درآمدهای نفتی شده است. نتایج مدل سوم، نشان داد که رشد سرمایه‌گذاری بخش خصوصی و رشد هزینه‌های نظم عمومی، عکس یکدیگر عمل می­کنند اما در بلندمدت، دو متغیر هم­فاز هستند. نتایج طیف توان موجک نیز نشان داد که بیشترین انرژی هر دو سری زمانی، رشد هزینه‌های نظم عمومی و رشد هزینه نظامی در قبل از انقلاب بوده است.
کلیدواژه‌ها
بار نظامی
درآمدهای نفتی
رشد اقتصادی
سرمایه‌گذاری خصوصی
همدوسی موجکی
ایران

موضوعات

عنوان مقاله English

Evaluating Relation between Military Expenditure and Petroleum Revenue: Wavelet Coherence Approach

نویسندگان English

parviz jalili 1
ramin khochiani 2
1 Assistant Professor, Department of Economics, Ayatollah Borujerdi University
2 Assistant Professor at Department of Economics, Ayatollah Borujerdi University
چکیده English

In the orthodox economy, domestic and foreign security is one of the tasks of the welfare state and even of the minimalist state to protect private property rights. Military expenditure dependent on the stage of economic development may affect real economic variables differently. Within four models, this study uses wavelet coherence approach to assess the relationship between public order and military expenditure with oil revenues and private investment in Iran during the period 1959-2017. The results of the first model show that at four-year and 16-year time scales during the period 1969-1978, the growth of military expenditure and the growth of oil revenues are not only the co-phase but also the growth of oil revenues is a leading variable for the growth of military expenditure. The results of second model indicate that there is a coherence between the public order expenditure growth and the oil revenues growth in four-year horizons during 1960-1978, and they are also co-phase from 1997 to 2005. At time scales up to 8 years during 1993-2008, another type of relationship is observed. These variables are co-phase, but the public order expenditure growth is not a cause of oil revenues growth. The results of the third model show that the private investment growth and the public order expenditure growth act against each other, but they are co-phase in the long-run. The results of the wavelet power spectrum also show that the greatest energy of both periods is due to public order and military expenditure growth in the pre-revolution period.

کلیدواژه‌ها English

Military expenditure share
Petroleum revenue
economic growth
Private Investment
Wavelet coherent
Iran
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پژوهش ها و چشم اندازهای اقتصادی
دوره 20، شماره 1
بهار 1399
صفحه 77-51