اثر سياست مالي روي نرخ بيكاري و نرخ تورم در استان هاي ايران: رويكرد GVAR

The Effect of Fiscal Policy on Unemployment and Inflation in Provinces of Iran: A GVAR Approach

در اﯾﻦ ﻣﻘﺎﻟﻪ ﻧﺤﻮه اﺛﺮﮔﺬاري ﺳﯿﺎﺳﺖ ﻫﺎي ﻣﺎﻟﯽ ﺑﺮ ﻧﺮخ ﺑﯿﮑﺎري و ﺗﻮرم در اﺳﺘﺎن ﻫﺎي ﮐﺸﻮر ﺑﺎ اﺳﺘﻔﺎده از روﯾﮑﺮد اﺗﻮرﮔﺮﺳﯿﻮن ﺑﺮداري ﺟﻬﺎﻧﯽ در دوره 1384:1-1395:4 ﺑﺮرﺳﯽ ﺷﺪه اﺳﺖ. ﻧﺘﺎﯾﺞ واﮐﻨﺶ اﺳﺘﺎن ﻫﺎ ﻧﺴﺒﺖ ﺑﻪ ﺷﻮك ﻣﺜﺒﺖ ﺳﯿﺎﺳﺖ ﻣﺎﻟﯽ ﻧﺸﺎن داد ﻧﺮخ ﺑﯿﮑﺎري در ﺑﺮﺧﯽ از اﺳﺘﺎن ﻫﺎ، ﻣﻌﻨﺎدار و در ﺑﺮﺧﯽ دﯾﮕﺮ، ﺑﯽ ﻣﻌﻨﺎﺳﺖ. زﻣﺎن ﺑﻨﺪي اﯾﻦ واﮐﻨﺶ ﻫﺎ ﻧﺴﺒﺘﺎ ﻣﺸﺎﺑﻪ؛ اﻣﺎ، اﻧﺪازه آن ﻫﺎ ﻣﺘﻔﺎوت ﺑﻮده اﺳﺖ. در ﺧﺼﻮص واﮐﻨﺶ ﻧﺮخ ﺗﻮرم ﻧﯿﺰ ﻣﺸﺨﺺ ﺷﺪه اﺳﺖ ﮐﻪ ﺻﺮﻓﺎ اﺳﺘﺎن ﻫﺎي داراي واﮐﻨﺶ ﻣﻌﻨﺎدار ﻧﺮخ ﺑﯿﮑﺎري، ﺑﻪ ﺻﻮرت ﻣﻌﻨﺎدار واﮐﻨﺶ ﻧﺸﺎن داده اﻧﺪ. ﻧﺮخ ﺗﻮرم در اﺳﺘﺎن ﻫﺎي ﻣﺨﺘﻠﻒ داراي زﻣﺎن ﺑﻨﺪي ﻧﺴﺒﺘﺎ ﻣﺸﺎﺑﻪ؛ اﻣﺎ، اﻧﺪازه ﻫﺎي ﻣﺘﻔﺎوت ﺑﻮده اﺳﺖ. ﺑﺎ ﺗﻮﺟﻪ ﺑﻪ ﻧﺘﺎﯾﺞ، ﺳﯿﺎﺳﺖ ﮔﺬاران ﺑﺮاي دﺳﺖ ﯾﺎﺑﯽ ﺑ ﺗﻮﺳﻌﻪ ﻣﺘﻮازن ﻣﻨﻄﻘﻪ اي، ﺑﺎﯾﺪ ﺗﺮاﮐﻢ زداﯾﯽ در ﺑﻮدﺟﻪ و ﻧﯿﺰ واﮔﺬار ﮐﺮدن اﺧﺘﯿﺎرات ﺑﻪ اﺳﺘﺎن ﻫﺎ را در دﺳﺘﻮر ﮐﺎر ﺧﻮد ﻗﺮار دﻫﻨﺪ

Since Iran is a regionally dispersed country, this motivates us to analyze whether or not a national fiscal policy has different effects on its provinces’ unemployment and inflation rates using a GVAR approach during 2005:q1-2016:q1 period. The results indicate that one positive standard error as national fiscal shock can significantly reduce unemployment in some provinces. These responses are similar in terms of timing but their amount is different. Also, this positive shock has a negative effect on inflation in some provinces. All responses are approximately similar in terms of timing. In Spite of this similarity, shock responses vary in terms of amount. According to the results in the framework of the models designed in this study, it is proposed that policymakers include the decentralization in the budget planning.