بررسی رابطه علیت میان رشد اقتصادی و شمول مالی: کاربردی از روش علیت بوت‌استرپ

نوع مقاله : مقاله پژوهشی

نویسندگان

1 استادیار گروه اقتصاد، پژوهشکده امور اقتصادی، تهران

2 دکترای اقتصاد مالی، دانشگاه علامه طباطبائی

چکیده

یکی از مواردی که در چند سال اخیر مورد توجه نهادهای مالی، سیاست‌گذاران و پژوهش‌گران در سطح جهان قرار گرفته، موضوع شمول مالی می­باشد. این امر ناشی از نقش و جایگاه مهمی است که شمول مالی می‌تواند در رشد اقتصادی، کاهش فقر و نابرابری و بهبود رفاه جوامع ایفا کند. از این رو در این مطالعه رابطه علّیت میان دو متغیر رشد اقتصادی و شمول مالی مورد بررسی قرار گرفت. برای این منظور در گام نخست، شاخص مورد نیاز برای شمول مالی با استفاده از روش شاخص‌سازی چند بُعدی بر مبنای حداکثر اطلاعات موجود طی دوره زمانی 2018-2004 و برای کشورهای عضو اکو محاسبه گردیده و سپس با استفاده آزمون علیت گرنجر بوت‌استرپ، موضوع مورد بررسی قرار گرفت. نتایج نشان می‌دهد که در ایران رابطه‌ای دو سویه میان رشد اقتصادی و شمول مالی برقرار است. در آذربایجان، جهت علّیت از سمت رشد اقتصادی به شمول مالی است در حالی که در کشورهای افغانستان، قزاقستان و ترکیه شمول مالی علت رشد اقتصادی است.

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

Investigating the Causality between Economic Growth and Financial Inclusion: An Application of Bootstrap Panel Granger Causality Test

نویسندگان [English]

  • Roozbeh Balounejad Nouri 1
  • Shaghayeh Shajari 2
1 Assistant Professor of Economics, Economic Affairs Research Institute, Tehran
2 Ph.D in Financial Economics, Allameh Tabataba'i University
چکیده [English]

One of the issues that has attracted the attention of financial institutions, policymakers and researchers worldwide in recent years is the issue of financial inclusion. This is due to the vital role that financial inclusion can play in boosting economic growth, reducing poverty and inequality and improving the welfare of communities. Therefore, in this study, the causal relationship between economic growth and financial inclusion was examined. For this purpose, in the first step, the required index for financial inclusion is calculated using the multidimensional index for the ECO Countries over the period 2004-2018. then utilizing the Bootstrap Granger causality test, the issue was examined. The results show that in Iran, there is a two-way relationship between economic growth and financial inclusion. In Azerbaijan, the cause of economic growth is financial inclusion while in Afghanistan, Kazakhstan and Turkey, financial inclusion is the cause of economic growth

کلیدواژه‌ها [English]

  • Financial Inclusion
  • Economic growth
  • Financial Institutions
  • Bootstrap
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https://www.worldbank.org/en/topic/financialinclusion/overview#1