نمذجة قياسية للعلاقة السببية بين الإنفاق العام على قطاع الصحة والنمو الاقتصادي في ظل قانون فاجنر(دراسة حالة الجزائر خلال الفترة 1995-2013).

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       1                                           mahjoub_bahoussi@yahoo.fr iliesmc@hotmail.fr ammar.aries18@gmail.com

Standard modeling of the causal relationship between public

expenditure on the health sector and economic growth under the

Vagner Act

(Algeria Case Study 1995-2013).

Medjdoub Bahoussi&slimani ilyes& Ammar Aries

University of Taheri Mohamed - Bechar; Algeria

Received:19/02/2017 Accepted: 29/05/2017 Published: 31/12/2017

  :        1995   2013        Wagner’s law                       Causality) s’Granger  ECM                             jel ( :  I19  C01  O23   Abstract:

The objective of the current study is to analyze the causality relationship between the government spending on the health Sector and economic growth in Algeria during (1995-2013) in the short and long term, and to test the economics’ theories that explain this relation. So in Wagner’s law there’s the existence of causal relationship in one direction only from the gross domestic product (GDP) to the increase of public spending generally and the government health care spending particularly, while in the Keynes’s theories is the opposite.

This study concentrated on: Co-integration, Granger causality and the Error Correction Model, and it found that there’s a relationship causal from the gross domestic product (GDP) to the public spending on the health, while it’s not observed any causality from the government health care spending to the economic growth in the short and long term, and this’s correspondent with content Wagner’s law.

Key Words: Health Care Expenditures, Economic Growth, co-integration, Causality relationship. (JEL) Classification: C01, I19, O23.

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   7 2 2017 14                         GDP       1995   2013                   1                                          2                       3                   4                                 1 1_1                                    

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7 2 2017 15                                  2_1                                                                              F.Guyot-P.Bonamow                             1       H. Guitton           2    3_1                            3 .           01      

Source: Robert Price et al, Spending Efficiency in Health Care and Economic Growth, OSAKA Economics Papers, vol .58, N02, September 2008, p:57.

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   7 2 2017 16 2     1_2    Mushkin  1962                                    Grossman   1972                            4     1992   Mankiw et al                      Barro  1996                                                                                                       2_2                  

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7 2 2017 17                                         Schultz  1999   Strauss &Thomas

 1998                   5 .   

Moyer & Weil

 2001                17         

Bloom Canning &Sevilla

 2004                  Brigitte Dormont  2007                            6 .    

William Jack & Maureen Lewis

 2009                                                  7 .   

Badi H, Baltagi & Francesco Moscone

 2010              20    OECD   1971   2004               8 .

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   7 2 2017 18   

Biswajit Maitra & C.K Mukhopadhyay   2012           12         9 .                                                1995 2013    1                                                                                      10 .                                                           : (Peacock – Wiseman 1969) G=F(Y) Model 1 (Goffman 1968) G=F(Y/N) Model 2 (Gupta, 1967, Michas 1975) G/N=F(Y/N) Model 3 (Musgrave 1969) G/GDP=F(Y/N) Model 4 (Modified p-w, (1967)) G/GDP=F(Y) Model 5   G         Y       N    G/N       Y/N          G/GDP          .                                    

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7 2 2017 19                                                                                                                                                      (2013-1995)                                   GDP                 PSH  Public Spending on Health

   2                     02      1995   2013                       1995   2013     -30 -20 -10 0 10 20 30 -20 -10 0 10 20 30 1996 1998 2000 2002 2004 2006 2008 2010 2012 Year % Change GDP Year % Change PSH

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   7 2 2017 20  2008                                              3           t e ) + t (PSH C (2) + C (1) = t GDP     c  α  t e    Eviews 8.0        01   . t ) + e t (PSH 2) C ( + 1) C ( = t GDP           t    C (1) -2036.254 961.7730 -2.117188 0.0493 C (2) 1247.638 228.3066 5.464748 0.0000

R-squared 0.637244 Mean dependent var 3085.629 Adjusted R-squared 0.615906 S.D. dependent var 1517.517 S.E. of regression 940.4867 Akaike info criterion 16.62997 Sum squared resid 15036760 Schwarz criterion 16.72939 Log likelihood -155.9847 Hannan-Quinn criter. 16.64680 F-statistic 29.86347 Durbin-Watson stat 0.722526 Prob(F-statistic) 0.000042         Eviews 8.0                    ) prob=00 (    ) =0.64 2 R (   64                     65            (prob F-stat =00)   (DW stat=0.72)   02                                

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7 2 2017 21                                     1 3   jarque-bera         03  .         Eviews 8.0       jarque-bera   0_3319  0_01  0_05  0_1             2 3    LM    .    02  LM 

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 6.287734 Prob. F (2,15) 0.0104 Obs*R-squared 8.664727 Prob. Chi-Square(2) 0.0131

        Eviews 8.0               Chi-Square (2)   0  0131  0_05                   3 3              ARCH       03  ARCH  

Heteroskedasticity Test: ARCH

F-statistic 0.953812 Prob. F (1,16) 0.3433 Obs*R-squared 1.012670 Prob. Chi-Square (1) 0.3143         Eviews 8.0     F-statistic   0_01  0_05  0_1    

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   7 2 2017 22          4 VAR                                                                         1 4                 1995   2013      ADF  . PP          04                        

DF-(DF-Test for Levels) 

  

(ADF- Test for Deference)   تباثلا هاجتﻻاو ثباثلا تباث نودب تباثلا هاجتﻻاو ثباثلا تباث نودب 1 =% α -3.85738 -4.571559 -2.699769 -3.886751 -4.667883 -2.708094 5 =% α -3.04039 -3.690814 -1.961409 -3.052169 -3.733200 -1.962813 10 =% α -2.66055 -3.286909 -1.606610 -2.666593 -3.310349 -1.606129     Log(GDPt)    T-test 0.017739 2.40314 1.863364 4.657702 4.363328 3.76413 P-Value 0.9486 0.3656 0.9805 0.0022 0.017 0.0009 T-test 1.397158 0.461759 1.950315 3.496419 4.279278 2.938990 P-Value 0.9980 0.9753 0.9836 0.0215 0.0183 0.0059       eviews8              PP  ADF                  

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7 2 2017 23                                      05           Variables          

(PP-Test for Levels)

             

(PP- Test for Déférence)        Intercept      Trend and Intercept    None      Intercept      Trend and Intercept     None   1 =% α -3.85738 -4.571559 -2.69976 -3.88675 -4.616209 -2.70809 5 =% α -3.04039 -3.690814 -1.96140 -3.052169 -3.710482 -1.96281 10 =% α -2.66055 -3.286909 -1.60661 -2.66659 -3.297799 -1.60612   Log(GDPt)     T-test 1.006285 2.291937 3.959600 4.83921 7.860520 3.764 P-Value 0.9945 0.4169 0.9998 0.0015 0.0000 0.0009 Log(PSHt)   T-test 2.393869 0.111374 1.898011 3.50834 4.436525 2.9389 P-Value 0.9999 0.9945 0.9818 0.0210 0.0138 0.0059      eviews8    5           1  I           06             

Hypo thésis Null      Eigen value ƛ𝑖   𝝀_{𝒕𝒓𝒂𝒄𝒆}     5    Critical Value Prob r≤0 0.676469 21.76015 12.32090 0.0010 r≤1 0.206698 3.704811 4.129906 0.0644      

Hypo thésis Null    Eigen value ƛ𝑖    (𝝀_𝒎𝒂𝒙)   5    Critical Value  1  Crical Value r≤0* 0.676469 18.05534 11.22480 0.0028 r≤1 0.206698 3.704811 4.129906 0.0644        eviews8     p-value=0.0001   0  05                1995   2013   6 (ECM)   

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   7 2 2017 24          07      D(GDP) = ECT (-1) *(PSH (-1) - 0.000184290521602*GDP (-1) - 0.313878235129*@TREND (95) - 0.00704177030759) + C (1) *D (PSH (-1)) + C (2) *D (PSH (-2)) + C (3) *D (PSH (-3)) + C (4) *D (GDP ( -1)) + C (5) *D (GDP (-2)) + C (6) *D (GDP (-3)) + C (7)

Coefficient Std. Error t-Statistic Prob.

ECT (-1) -908.0041 170.8409 -5.314911 0.0011 C (1) -434.3860 360.2176 -1.205899 0.2670 C (2) -355.7284 388.6872 -0.915205 0.3905 C (3) -1319.712 395.8697 -3.333702 0.0125 C (4) -1.842339 0.324625 -5.675285 0.0008 C (5) -1.432918 0.377334 -3.797477 0.0067 C (6) -1.267146 0.455714 -2.780572 0.0273 C (7) 1557.948 249.9270 6.233614 0.0004

R-squared 0.862733 Mean dependent var 258.3467

Adjusted R-squared 0.725467 S.D. dependent var 486.3145

S.E. of regression 254.8089 Akaike info criterion 14.22343

Sum squared resid 454493.0 Schwarz criterion 14.60106

Log likelihood -98.67574 Hannan-Quinn criter. 14.21941

F-statistic 6.285097 Durbin-Watson stat 2.202256

Prob(F-statistic) 0.013478          Eviews 8.0    ECT(-1)                  3                           WALD Test)                   0 H  0 )= 3 ( c(1)=c(2)=c           1 H  0 ≠ ) 3 ( c(1)=c(2)=c             08    Wald Test:

Test Statistic Value df Probability

F-statistic 6.790272 (3, 7) 0.0176 Chi-square 20.37082 3 0.0001      eviews8   

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7 2 2017 25                                        F-statistic  Chi-square   0_01  0_05  0_1                                              7                  Yt = αiYt-i+ ΣβjXt-j+Ut ) Y  o (X  j  : o H   ) Y  o (X  j  : 1 H    09       F _{}     0.1471 2.25836 __{}_____{}    0.0014 11.8993                eviews8                                    0  1471                                          0  0014   )  0_01  0_05  0_1 (                                       1995₂₀₁₃    99           1883  Wagner            