اثر نااطمینانی سیاست پولی بر حق بیمه در ایران

نوع مقاله : پژوهشی

نویسندگان

• مجید دشتبان فاروجی
• عبداله خوشنودی
• عظیم نظری

استادیار گروه اقتصاد، دانشگاه بجنورد

https://doi.org/10.22067/mfe.2021.16456.0

چکیده

چکیده
هدف اصلی مقاله حاضر بررسی اثر نااطمینانی سیاست پولی و درآمد سرانه بر حق بیمه در ایران است. تئوری­های اقتصادی به­وضوح اثر نااطمینانی سیاست پولی را بر حق بیمه نشان نمی­دهند، لذا مسئله مذکور اساساً یک مسئله تجربی است. از­این­رو، با ارائه یک مدل تجربی، اثر نامتقارن نااطمینانی سیاست پولی بر حق بیمه سرانه در ایران با استفاده از الگوی خودتوضیحی با وقفه­های توزیعی غیرخطی (NARDL) در بازه زمانی 1350-1397 آزمون گردید. برای این منظور، ابتدا نااطمینانی سیاست پولی با استفاده از الگوی EGARCH استخراج شد و به تغییرات مثبت و منفی تجزیه گردید. نتایج حاصل از برآورد ضرایب بلندمدت تغییرات مثبت و منفی نااطمینانی سیاست پولی بر حق بیمه سرانه نشان می­دهد هر دو ضریب بلندمدت نامتقارن، منفی و معنی­دار هستند. همچنین، در بلندمدت رابطه مثبت و معنی­داری بین درآمد سرانه و حق بیمه سرانه کل وجود دارد. در کوتاه­مدت رابطه معنی­داری بین تغییرات مثبت نااطمینانی و حق بیمه سرانه در ایران وجود ندارد، اما با یک وقفه، رابطه مثبتی بین این دو وجود خواهد داشت. درعین‌حال، در کوتاه­مدت رابطه منفی و معنی­داری بین تغییرات منفی نااطمینانی و حق بیمه سرانه وجود دارد، اما با یک وقفه، این رابطه معنی­دار نیست.

کلیدواژه‌ها

• نااطمینانی سیاست پولی
• حق بیمه سرانه
• الگوی خودتوضیحی با وقفه‌های توزیعی غیرخطی

مراجع

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