اثر نااطمینانی سیاست پولی بر حق بیمه در ایران

اقتصاد پولی مالی

مقاله 4، دوره 27، شماره 20، اسفند 1399، صفحه 79-99   

نوع مقاله: پژوهشی

شناسه دیجیتال (DOI): 10.22067/mfe.2021.16456.0

نویسندگان

مجید دشتبان فاروجی^* ؛ عبداله خوشنودی؛ عظیم نظری

استادیار گروه اقتصاد، دانشگاه بجنورد

چکیده

چکیده
هدف اصلی مقاله حاضر بررسی اثر نااطمینانی سیاست پولی و درآمد سرانه بر حق بیمه در ایران است. تئوری­های اقتصادی به­وضوح اثر نااطمینانی سیاست پولی را بر حق بیمه نشان نمی­دهند، لذا مسئله مذکور اساساً یک مسئله تجربی است. از­این­رو، با ارائه یک مدل تجربی، اثر نامتقارن نااطمینانی سیاست پولی بر حق بیمه سرانه در ایران با استفاده از الگوی خودتوضیحی با وقفه­های توزیعی غیرخطی (NARDL) در بازه زمانی 1350-1397 آزمون گردید. برای این منظور، ابتدا نااطمینانی سیاست پولی با استفاده از الگوی EGARCH استخراج شد و به تغییرات مثبت و منفی تجزیه گردید. نتایج حاصل از برآورد ضرایب بلندمدت تغییرات مثبت و منفی نااطمینانی سیاست پولی بر حق بیمه سرانه نشان می­دهد هر دو ضریب بلندمدت نامتقارن، منفی و معنی­دار هستند. همچنین، در بلندمدت رابطه مثبت و معنی­داری بین درآمد سرانه و حق بیمه سرانه کل وجود دارد. در کوتاه­مدت رابطه معنی­داری بین تغییرات مثبت نااطمینانی و حق بیمه سرانه در ایران وجود ندارد، اما با یک وقفه، رابطه مثبتی بین این دو وجود خواهد داشت. درعین‌حال، در کوتاه­مدت رابطه منفی و معنی­داری بین تغییرات منفی نااطمینانی و حق بیمه سرانه وجود دارد، اما با یک وقفه، این رابطه معنی­دار نیست.

کلیدواژه‌ها

نااطمینانی سیاست پولی؛ حق بیمه سرانه؛ الگوی خودتوضیحی با وقفه‌های توزیعی غیرخطی

سایر فایل های مرتبط با مقاله

دشتبانExtended Abstract.doc

07-abstreact 20.pdf

مراجع

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