استخدام نموذج متجه الانحدار الذاتي (VAR)‎ لدراسة العلاقة بين حجم الإنفاق العام و النمو السكاني في السودان للفترة (1960 م-2015 م)‎

الملخص EN

The study aimed at analyzing the type of relationship between the size of public expenditure and population growth in Sudan during the period (1960-2015).

The study problem can be summed up in the following questions: what is the nature of the relationship between the population growth and size of public expenditure in the Sudan during the period of study? Does causal relationship exists between the population growth and size of public expenditure in Sudan during the period of the study? The study was based on a basic hypothesis that claimed: "there is no significant causal relationship between the population growth and size of public expenditure in Sudan during the period of study." The study followed the descriptive approach and the econometrics statistical analysis method for constructing and analyzing the model using E-Views program version 7.

The study applied the unit root and granger causality tests; besides depending on vector autoregressive model and dynamic analysis by using the variance decomposition and impulse response function.

The results of the unit root tests showed that the study variables are non- stationary at their levels; except the public expenditure and the population growth variables, which were stationary at the first and second-difference respectively.

Thus, these variables were eliminated from the co-integration test due to the different integration orders between them.

The Granger causality test indicated that there is no significant causal relationship between the two variables of the study.

Accordingly, the two variables were considered as independent of each other.

Also it is noted from the results of the estimation of vector autoregressive model the absence of any effect for both two variables on each other.

Moreover, the results of the shock analysis have indicated the presence of both negative and positive effects exchanged between the two variables.

The study recommended that the state should intervene to control the continuous rise in prices of goods and services, and the adoption of more economic policies that will work to curb inflation.

The study also recommended providing accurate statistics on population size, type, urban and rural distribution, educational and health levels, so that decisions related to the size of public expenditure will be supported by accurate reports and analytical studies about the structure of population.