تحلیل ارتباط بین اعتبارات بانکی و رشد اقتصادی

اقتصاد پولی مالی

مقاله 1، دوره 22، شماره 10، دی 1394   

نوع مقاله: پژوهشی

شناسه دیجیتال (DOI): 10.22067/pm.v22i10.41270

نویسندگان

نیما محمدنژاد¹؛ محمدحسن فطرس²؛ محمدرضا معصومی^{* 3}

¹تربیت مدرس

²بوعلی سینا

³دانشگاه علوم پزشکی ایران

چکیده

هدف این مطالعه، بررسی اهمیت اعتبارات بانکی در بخش‌های مختلف اقتصادی است. در ادبیات مربوطه اعتبارات بانکی می‌تواند بر رشد اقتصادی تأثیرگذار باشد و به دلیل عدم وجود بازارهای مالی توسعه‌یافته در ایران، چگونگی تخصیص اعتبارات بانکی در بخش‌های مختلف اقتصادی کشور اهمیت می‌یابد. در اکثر مطالعات انجام شده پیرامون موضوع از روش‌های متعارف نظیر آزمون علیت گرنجری، آزمون تصحیح خطای برداری و آزمون ARDL استفاده شده است؛ در مطالعه حاضر برای تحلیل روابط پویا میان اعتبارات بانکی و رشد اقتصادی در بخش های نفتی و غیر نفتی و نیز برای فائق آمدن به مشکل پایین بودن درجه آزادی، از یک رهیافت شبه بیزی بهره گرفته شده است. نوع الگوی اطلاعات پیشین می‌تواند نتایج آزمون را مستقیماً تحت تأثیر قرار دهد که برای پیش‌گیری از رگرسیون کاذب، پس از تعیین الگوی بهینه اطلاعات پیشین، تحلیل نتایج و ارائه مدل‌های مناسب رشد انجام شده است. نتایج نشان می دهند تسهیلات اعطایی، رشد اقتصادی در بخش غیر نفتی اقتصاد ایران را بیشتر تحت تأثیر قرار می‌دهد که در این میان بیشترین رشد ناشی از تسهیلات اعطایی مربوط به بخش کشاورزی است.

کلیدواژه‌ها

استنتاج شبه بیزی؛ رتبه‌بندی اعتبارات بانکی؛ بیشینه احتمال پسین؛ اطلاعات پیشین جی

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