بررسی اثر اندازه نظام بانکی بر تعامل عملکرد نظام بانکی و رشد اقتصادی ایران با استفاده از الگوی رگرسیون گذار ملایم

بانک‌ها در اداره کشورها نقش تعیین‌کننده‌ای دارند و از مهم‌ترین ابزار رشد و توسعه کشورها محسوب می‌شوند.  به‌طورکلی بانک‌ها با جذب نقدینگی و اعطای تسهیلات می‌توانند در رشد و توسعه اقتصادی کشور نقش موثری را ایفا نمایند. اما سوال اینجاست که آیا توسعه صنعت بانکداری همواره منجر به بهبودی عملکرد بخش حقیقی اقتصاد میشود و آیا اثرگذاری بخش بانکی بر رشد اقتصاد میزانی ثابت است. در راستای پاسخ به این سوال در این پژوهش به بررسی اثر اندازه نظام بانکی بر تعامل عملکرد نظام بانکی و رشد اقتصادی ایران از روش رگرسیون گذار ملایم طی بازه زمانی :q41398-:q11385 استفاده شده است. نتایج این بررسی نشان داد که ضریب اثرگذاری عملکرد بخش بانکی بر رشد اقتصادی ایران طی سالهای مورد بررسی روند ثابتی نداشته به شکل نموداری زنگولهای معکوس است، بدان معنا که در اوایل دوره بررسی با افزایش اندازه نظام بانکی، اثرگذاری بخش بانکی بر رشد اقتصادی روندی افزایشی داشته است، اما از اواخر دهه 1380، این اثرگذاری روند کاهشی به خود گرفته است. به عبارتی میتوان گفت اندازه نظام بانکی ایران از میزان بهینه خود که منجر به اثرگذاری حداکثری بخش بانکی بر رشد اقتصادی میشود عبور کرده است.  

investigating the effect of banking system size on the interaction of banking system performance and economic growth in iran using the method smooth transition regression

introduction: the growth of banks may pose problems to banks in terms of balance sheet. therefore, bank size could be one of the most effective banking variables affecting the performance of the branches of the banking system. the variables of bank size and their mutual relations with banking system effectiveness have always been considered in the majority of theoretical studies related to the banking system. the banking industry plays an important role in the economic growth of societies. on the other hand, the bank is an economic firm and the aim of each economic firm is to earn a profit, which is important in providing more and better banking facilities, so the banks are always thinking of providing more facilities and want financial resources to be directed towards full - profit goals. it is possible to say that banks are private enterprise - based enterprises, as the system of payments and intermediary is necessary for the economic growth of the community. therefore, the study of the optimal size of the banking sector with regard to its effectiveness on the country’s economic growth is of particular importance in this paper.methodology: in this study, in order to investigate the effect of bank system size on the interaction between banking system performance and economic growth of iran from chapter 1, 1385 until the end of 1398. in order to estimate the model of economic growth in iran, by considering the size of the banking system, the str model will be used in time series patterns. the standard shape of the str is given as follows.in that, y_t is the endogenous variable, x_t is the exogenous variable, π and θ are the parameter vectors, and str is the transition variable, the changes of which change the coefficient of the estimator variables. the transition variable can be an endogenous variable or one of the endogenous variables, or even a third variable outside the model. the function f (st, γ, c) is also called the transition function whose value can be between 0 and 1. accordingly, the coefficients of the str will fluctuate between the π and θ + π values. in the transition function (which is a bounded function in terms of the transition variable of the str), γ and c are also the slope parameter and the location parameter, respectively. the slope parameter determines the transfer rate between the two regimes and the location parameter is also the determinant of the threshold between the two regimes.results and discussion: in the linear part, the average performance of the banking system with a coefficient of 0.79 has a positive and significant effect on iran’s economic growth, and in the nonlinear sector, this index with an average coefficient of 1.02 has a negative and significant effect on iran’s gdp growth. in fact, based on the results of the model, the impact of the banking sector performance on economic growth during the period of study was not static and was influenced by the size of the banking system. the number of pos and atm with a coefficient of 0.39 and 0.27, respectively, have a positive and significant effect on the growth of iran’s gdp, which can be analyzed as follows; applying new financial methods of electronic banking in developing countries and iran, can be a fundamental and important factor for the country’s rapid access to higher stages of development. unemployment rate with a coefficient of 0.66 has a negative and significant effect on the growth of iran’s gdp. overdue claims with a coefficient of 0.01 have a negative and significant effect on the growth of iran’s gdp. the impact factor of the banking system performance on gdp is such that in the early years of the study, the impact of the banking sector performance on economic growth has an upward trend, so that from a negative impact has entered the range of positive impact, but finally this positive coefficient from the fourth quarter 2010 has a declining trend.