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119666

قياس أثر الدين العام على النمو الاقتصادى فى مصر باستخدام نموذج متجه الانحدار الذاتى الهيکلى SVAR للفترة (1976-2018)

Article

Last updated: 24 Dec 2024

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Tags

الأقتصاد

Abstract

The study aims to measure the dynamic effects of public debt on economic growth in Egypt during the period (1976-2018) and also to determine the type of causal relationship between them. The hypothesis of the study was that there is a positive relationship in the long and short run between the public debt and economic growth in Egypt and that the relationship between them is unidirectional causality from the public debt to economic growth, and that public debt is the most important macro variable in explaining the variation and expected fluctuations in economic growth. The study relied on the hypothesis test on the Structural Vector Autoregression (SVAR) model, as well as Structural Impulse Responses (SIRFs), Structural Variance Decomposition Analysis and VAR Granger Causality / Block Exogeneity Wald Tests to determine the direction of the relationship between public debt and economic growth in Egypt. The study also relied on the Autoregressive Distributed Lag (ARDL) model for Cointegration and the bound test to test for a long-run relationship.

DOI

10.21608/jces.2020.119666

Authors

First Name

حسني

Last Name

ابراهيم عبد الواحد

MiddleName

-

Affiliation

مدرس الاقتصاد بالمعهد العالى للعلوم الإدارية – 6 أکتوبر

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City

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Orcid

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Volume

11

Article Issue

العدد الثالث الجزء الاول

Related Issue

17923

Issue Date

2020-10-01

Receive Date

2020-10-19

Publish Date

2020-10-01

Page Start

166

Page End

219

Print ISSN

2090-3782

Link

https://jces.journals.ekb.eg/article_119666.html

Detail API

https://jces.journals.ekb.eg/service?article_code=119666

Order

4

Type

المقالة الأصلية

Type Code

986

Publication Type

Journal

Publication Title

المجلة العلمية للدراسات التجارية والبيئية

Publication Link

https://jces.journals.ekb.eg/

MainTitle

قياس أثر الدين العام على النمو الاقتصادى فى مصر باستخدام نموذج متجه الانحدار الذاتى الهيکلى SVAR للفترة (1976-2018)

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Type

Article

Created At

22 Jan 2023