بررسی اثرات کوتاه‌مدت و بلندمدت نابرابری درآمد بر بحران بانکی در ایران؛ رویکرد ARDL

نوع مقاله : پژوهشی

نویسندگان

محمدشریف کریمی ¹

مریم حیدریان ²

مسعود چشم آغیل ³

¹ دانشیار گروه اقتصاد، دانشگاه رازی، دانشکده اقتصاد و کارآفرینی

² دانش آموخته دکتری اقتصاد بخش عمومی، دانشگاه رازی، دانشکده اقتصاد و کارآفرینی

³ دانشجوی دکتری اقتصاد بخش عمومی، دانشگاه سیستان و بلوچستان، دانشکده مدیریت و اقتصاد

https://doi.org/10.22067/mfe.2020.39556

چکیده

چکیده
بخش بانکی در ایران به دلیل حمایت­های دولت، هیچ‌گاه با پدیده­هایی مانند هجوم بانکی و ورشکستگی بانک­ها مواجه نشده است، ولی همواره با کسری و نشانه­هایی از بحران همراه بوده­اند و حتی در سال­های اخیر این بحران­ها در برخی از مؤسسات مالی نمودار شد. با توجه به اثرات اقتصادی و اجتماعی توزیع درآمد در بهبود رفاه اجتماعی و ارتباط آن با بحران­های مالی ازجمله بحران بانکی، در این مطالعه تلاش بر آن است به بررسی اثرات نابرابری درآمدها بر بحران بانکی در اقتصاد ایران طی دوره زمانی 1398-1359 پرداخته شود. لذا از متغیرهای ضریب جینی برای شاخص نابرابری درآمد و از نسبت حجم اعتبارات به تولید ناخالص داخلی برای شاخص بحران بانکی و همچنین با بهره­گیری از رویکرد خودرگرسیون با وقفه­های توزیعی کراندار استفاده شده است. نتایج برآورد مدل در کوتاه­مدت حاکی از نبود رابطه معناداری بین متغیرهای مستقل و وابسته بود ولی در بلندمدت این روابط معنادار برقرار هستند. به‌گونه‌ای که افزایش نابرابری درآمدی در ایران، موجب افزایش اعطای تسهیلات، افزایش بدهی­های بانکی و درنتیجه بروز بحران بانکی شده است. نمودارهای ثبات مدل نیز نشان از وجود ثبات ساختاری در مدل برآوردی هستند.

کلیدواژه‌ها

نابرابری درآمد

بحران بانکی

مدل خودرگرسیون با وقفه‌های توزیعی کراندار

ایران

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مراجع

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  • Development of financial markets and income inequality in Iran
  • توسعه بازارهای مالی و نابرابری درآمدی در ایران
  • Development of financial and income inequality markets in Iran
  • توسعه بازارهای نابرابری مالی و درآمدی در ایران
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  • Development of financial markets and income inequality in Iran
  • توسعه بازارهای مالی و نابرابری درآمدی در ایران
  • Development of financial and income inequality markets in Iran
  • توسعه بازارهای نابرابری مالی و درآمدی در ایران
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