بررسی تأثیر غیر خطی مصرف انواع انرژی بر تولید ناخالص داخلی در ایران

نوع مقاله : مقاله پژوهشی

نویسندگان

1 پژوهشگر پسا دکتری، دانشکده اقتصاد، دانشگاه تهران

2 دانشجوی دکتری اقتصاد، دانشکده اقتصاد، مدیریت و حسابداری، دانشگاه یزد

3 دانشجوی دکتری اقتصاد، دانشکده مدیریت و اقتصاد، دانشگاه شهید باهنر کرمان

10.29252/jep.10.18.141

چکیده

هدف اصلی این مطالعه بررسی تأثیر تغییرات مصرف انواع انرژی بر تولید ناخالص داخلی ایران در چارچوب روش غیر خطی اتورگرسیو انتقال ملایم طی سال‌های 1965 تا 2013 است. در این راستا الگوی خطی در برابر الگوی غیر خطی مورد آزمون قرار گرفت. مشخص شد که مدل غیر خطی، دارای برازش مناسب‌تری است. سپس با استفاده از آزمون تراسورتا، مدل غیر خطی لجستیک تصریح شد. بر اساس مدل غیر خطی لجستیک، تغییرات متغیرهای مستقل به سه قسمت (آستانه بالا، پایین و وسط تغییرات) تقسیم شد.
نتایج نشان می‌دهد که اثر مصرف گاز بر تولید ناخالص داخلی U شکل است؛ بدین معنا که از آستانه پایین به وسط افزایش و از آستانه وسط به بالا کاهش می‌یابد. در مورد مصرف الکتریسیته نیز، نتایج حاکی از وجود رابطه مثبت و فزاینده در هر سه آستانه است. تغییرات مثبت مصرف نفت در آستانه پایین اثر مثبتی بر تغییرات تولید ناخالص داخلی خواهد گذاشت و با حرکت از آستانه پایین به سمت آستانه بالا از این اثر کم شده و در آستانه بالا اثری در خلاف جهت تغییرات مصرف نفت خواهد داشت.

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

Study of Nonlinear Effects of Energy Consumption on Gross Domestic Production in Iran

نویسندگان [English]

  • Madjid Hatefi Madjumerd 1
  • Omolbanin Jalali 2
  • Reza Ashraf Ganjooee 3
1 Postdoctoral Researcher, Faculty of Economics, University of Tehran
2 Ph.D Candidate in Economics, Department of Economics, Yazd University
3 Ph.D Candidate in Economics, Department of Economics, Shahid Bahonar University of Kerman
چکیده [English]

The main objective of this study is to evaluate the impact of changes in energy consumption on real GDP in Iran within the framework of the non-linear smooth transition autoregressive method between 1965 and 2013. In this regard, the linear model is tested against a nonlinear model. It is found that the nonlinear model has better estimation. Then, using Trasvirta test, the nonlinear logistic model is estimated. The variations in the independent variables are divided into three parts including up, low and middle thresholds of changes), based on the nonlinear logistic model. The results show that the effect of gas consumption on the real GDP is U-shaped. This means that the low threshold rises to the middle threshold, and the middle threshold declines to the high threshold. In the case of electricity consumption, the results indicate that a positive and increasing relationship exists in all the thresholds. Positive changes in oil consumption in the low threshold have a positive effect on GDP changes, and this effect is reduced by moving from the low to the up threshold; in the up threshold, the effect will be in the opposite direction of oil consumption changes.

کلیدواژه‌ها [English]

  • Energy
  • Gross Domestic Production
  • Smooth transition autoregressive
  • Nonlinear estimation

مراجع

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سیاست گذاری اقتصادی
دوره 10، شماره 19
شهریور 1397
صفحه 141-165

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