هزینه‌های نظامی و رشد اقتصادی در کشورهای منتخب اوپک: رهیافت آزمون علیت گرنجری در پانل‌های مختلط نا متجانس

نوع مقاله: مقاله پژوهشی

نویسندگان

1 استادیار اقتصاد دانشگاه بوعلی‌سینای همدان

2 دانشجوی دکتری اقتصاد دانشگاه لرستان

چکیده

مطالعة حاضر به بررسی رابطة علّیت بین هزینه‌های نظامی و رشد اقتصادی در کشورهای منتخب عضو اوپک (شاملِ الجزایر، آنگولا، نیجریه، ونزوئلا، ایران، کویت، عربستان و اکوادر) با تمرکز بر تحلیل خاص هر کشور، طی دورة زمانی 1995 ـ 2012، می‌پردازد. روش استفاده‌شده در این پژوهش بر اساس آزمون علّیت پانلیِ امیرمحموتگلو و کوز (2011) و مبتنی‌ بر مدل خودرگرسیون برداری (VAR) و آزمون‌های والد با مقادیر بحرانی بوت‌استراپ خاص هر کشور است. این آزمون همبستگی مقطعی و عدم تجانس بین اعضای پانل و نیز هم‌انباشتگی بین متغیرهای مورد بررسی را درنظر می‌گیرد. نتایج تحقیق نشان‌دهندة تأیید فرضیة رشد منجر به هزینه‌های نظامی برای کشورهای الجزایر، نیجریه، ایران و کویت و تأیید فرضیة خنثی برای کشورهای آنگولا، ونزوئلا، عربستان و اکوادور است. همچنین، فرضیة رشد منجر به هزینه‌های نظامی برای کل پانل تأیید می‌شود.

کلیدواژه‌ها


عنوان مقاله [English]

Military Spendings and Economic Growth in OPEC Selected Countries: Granger Causality Test in Heterogeneous mixed Panels Approach

نویسندگان [English]

  • Mohammad Mowlaei 1
  • Abolghasem Golkhandan 2
1 Assistant Professor, Bu-Ali Sina University of Hamedan
2 P.H.D student, Lorestan University
چکیده [English]

This study investigates the causal linkages between military spending and economic growth in OPEC selected countries (i.e. Algeria, Angola, Nigeria, Venezuela, Iran, Kuwait, Saudi Arabia and Ecuador) by focusing country-specific analysis for the period 1995–2012. For this, the panel causality testing approach, the method developed by Emirmahmutoglu and Kose (2011) based on the vector autoregressive (VAR) model and Wald tests with the country specific bootstrap critical values, is applied. This test, accounts cross dependency and heterogeneity among the members of the panel and also, co-integration between variables. The results confirm the growth-military spending hypothesis for Algeria, Nigeria, Iran and Kuwait and verify the Neutrality Hypothesis for Angola, Venezuela, Saudi Arabia and Ecuador. Also, the growth-military spending hypothesis for the total panel is confirmed.

کلیدواژه‌ها [English]

  • Panel Causality Test
  • economic growth
  • Military Spending
  • Bootstrap
  • Dependency and Heterogeneity
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