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

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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