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، جلد ۵، شماره ۱۷، صفحات ۰-۰
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عنوان فارسی |
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چکیده فارسی مقاله |
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کلیدواژههای فارسی مقاله |
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عنوان انگلیسی |
The Effects of Government Expenditure Shocks on Gross Domestic Production (GDP) in Iran |
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چکیده انگلیسی مقاله |
Because of the importance of the unpredictable changes in government expenditure on gross domestic production, this paper tries to evaluate the effects of the government expenditure shocks on gross domestic production in Iran. To do this, at the first stage, government expenditure shocks are driven by the Hodrick-Prescott Filter. Then using these shocks, considered model will be estimated. The method of model estimation is auto-regressive distributed lag (ARDL). The effect of the lag of gross domestic production on current GDP is positive and significant. While the second lag of this variable on current GDP is negative. Only the third lag of government expenditure shocks has significant effect on current GDP. That is, if the government expenditure shocks happen, it will affect the GDP after three years. According to the results, the coefficient of this variable is negative. So there is a converse relationship between government expenditure shock and gross domestic product. If there will be one unit shock in government expenditure, after three period (year), gross domestic product will decrease 0.84 units. |
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کلیدواژههای انگلیسی مقاله |
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نویسندگان مقاله |
هدایت حسین زاده | استادیار، گروه اقتصاد، دانشگاه پیام نور، ایران
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نشانی اینترنتی |
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زبان مقاله منتشر شده |
en |
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