بررسی اثرات کوتاه‌مدت و بلندمدت نااطمینانی تورمی بر تولید بخش ورزش: رویکردهای گارچ و ای.آر.دی.ال

نوع مقاله : مقاله پژوهشی

نویسنده

استادیار، گروه علمی اقتصاد، دانشگاه پیام‌نور، تهران

چکیده

تورم و نااطمینانی تورمی یکی از متغیرهای مهم اقتصادی و از موضوعات مهم در حوزۀ اقتصاد کلان است. همچنین بر متغیرهای کلان اقتصادی ازجمله رشد و تولید تأثیرگذار است؛ براین‌اساس این پژوهش با هدف بررسی نااطمینانی نرخ تورم و اثرات کوتاه‌مدت و بلندمدت آن بر تولید بخش ورزشطی سال‌های 1991 تا 2017 انجام شد. جامعة مطالعه‌شده در این پژوهش کشور ایران بود و برای به‌دست‌‌آوردن نااطمینانی تورمی از مدل‌های آرچ و گارچ و به‌منظور بررسی رابطة بلندمدت میان متغیرها از روش هم‌انباشتگی جوهانسن و جوسیلیوس استفاده شد. رویکرد اقتصادسنجی مدل خودتوزیع با وقفه‌های گسترده (ای.آر.دی.ال.) نیز برای تخمین الگو به‌کار گرفته شد. برای تحلیل و بررسی داده‌ها از نرم‌افزار ایویوز نسخة 10 استفاده شد. نتایج پژوهش نشان داد که نااطمینانی تورمی بر تولید بخش ورزش اثر منفی داشت که این تأثیر در دورة کوتاه‌مدت ناچیز بود، ولی در بلندمدت اثر آن بیشتر بود. به‌علاوه مخارج ورزشی دولت هم در کوتاه‌مدت و هم در بلند‌مدت در مقایسه با سایر متغیرها بیشترین تأثیر را بر تولید بخش ورزش داشت که با انتظارات سازگاری دارد. این موضوع بیانگر اهمیت زیاد سیاست مالی در حوزة ورزش است که باید سیاست‌گذاران و دولت توجه بیشتری به آن کنند. متغیر نقدینگی نیز در هر دو دوره اثر منفی بر تولید بخش ورزش داشت و میزان اثرگذاری آن در مقایسه با دیگر متغیرها کمتر بود. به‌علاوه مخارج ورزشی خانوار در کوتاه‌مدت اثر منفی و در بلندمدت اثر مثبت و معناداری بر تولید بخش ورزش داشت. نتایج پژوهش هم‌انباشگی نیز بیانگر وجود رابطة‌ تعادلی بلندمدت میان متغیرها بود.

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

Investigating Short and Long Run Impacts of inflation Uncertainty on Sport Production: GARCH and ARDL Approach

نویسنده [English]

  • mohammad reza poorghorban
Assistant Professor of Economics, Department of Economics, Payame Noor University, Tehran
چکیده [English]

Inflation uncertainty is one of the important economic variables which affects macroeconomic variables including growth and production. So, the aim of this research is to study inflation rate uncertainty and its short and long run effects on the sport production during the years 1991-2017. On the other hand, the study population was Iran and we used the ARCH and GARCH model to obtain inflation uncertainty and Johansen Juselius cointegration test to determine the long run relationship among variables. The model was estimated using autoregressive distributed lag method. The eviews 10 was used to analyze data. The results show that inflation uncertainty has a negative small effect on sport production in the short run and a negative larger effect in the long run. In addition, government sport expenditures both in the short run and in the long run have had the most impact on the sport production compared with other variables, consistently with expectations. This shows the high importance of fiscal policy in the sport sector and policy makers should pay more attention to it. The liquidity variable has also had a negative impact on the sport production both in the short run and in the long run with less impact compared with other variables. Household sport expenditures have had significant negative and positive effects on the sport production in the short run and in the long run respectively. Cointegration test results show that there has been a long run equilibrium relationship among variables.

کلیدواژه‌ها [English]

  • Inflation rate uncertainty
  • production
  • Sports Industry
  • autoregressive conditional variance
  • autoregressive distributed lag
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