چکیده:
بحث ارتباط میان تجارت و رشد اقتصادی سابقه ی دیرینه ای در ادبیات اقتصادی دراد. هدف این مقاله بررسی رابطه ی میان صادرات (کل و غیر نفتی) بر رشد اقتصادی در اقتصاد ایران است. در این مقاله از روش علیت گرنجری با رویکردهای مختلف VAR، هشائو و تورا و یاماتو استفاده می شود. دوره ی مورد تحقیق سال های 82-1338 است. نتایج تحقیق نشان داد که رابطه ی دو طرفه ای میان صادرات غیر نفتی و رشد اقتصادی در ایران وجود دارد؛ یعنی رشد اقتصادی باعث افزایش صادرات می شود و صادرات نیز به نوبه ی خود بر رشد اقتصادی می افزاید. اما میان صادرات کل و رشد اقتصادی رابطه ای یک طرفه وجود دارد؛ یعنی رشد اقتصادی باعث افزایش صادرات می شود، اما عکس آن صادق نیست.
The relationship between trading and economic growth has long been discussed in the literature of economics. This paper aims at investigating the relationship between export (total & non-oil) and economic growth in the economy of Iran. Granger’s causalty method with its different approaches such as VAR، Hsiao، Toda and Yamamoto are used in this paper. The studied period is between 1959-2003. The results show that there exists a mutual relationship between non-oil export and economic growth in Iran. That is، economic growth causes an increase in the amount of export، and export، in return، causes an increase in economic growth. However، there is a one-way relationship between the total export and economic growth; that is، economic growth leads to an increase in the amount of export but the reverse relationship is not true.
خلاصه ماشینی:
"Table (6-1): results of test of unit root of variables Variable intercept Trend Number of lags Test statistic Critical quantities of Mackinon Level of significance Level TX - 1 -2/22 -2/93 %5 OX - 1 -2/31 -2/93 %5 NOX 0 -2/49 -3/52 %5 GDP 1 -1/9 -3/52 %5 First Difference Tx* - 0 -4/03 -2/93 %5 Ox* - 0 -3/9 -2/93 %5 Nox* - 0 -6/57 -2/93 %5 Gdp* - 0 -3/8 -2/93 %5 * in dicates stationarity of the variables Source: From the results of the research Table (6-2): Results of Wald test Dependent variable Influencing variable Ho Wald statistic (x2) Result TX GDP 8/2 (0/042) GDPTX GDP TX 4/26 (0/235) TXGDP * Numbers in parenthesis indicate the P-value of the related statistic Source: From the results of the research To investigate the Granger’s casualty relationship between oil and gas exports (OX) and gross domestic production (gdp), a VAR model with three lags is used as shown below.
As we can observe in table (6-3), there is no Granger causalty relationship between these two variables: Table (6-3): Results of Wald test Dependent variable Influencing variable Ho Wald statistic (X2)X Result OX GDP GDP OX GDP OX OX GDP * Numbers in parenthesis indicate the P-value of the related statistic Source: From the results the research To investigate Granger’s causalty relationship between non-oil export (NOX) and gross domestic production (gdp), a VAR model with three lags is used as below."