[1] Ahadi far, S. (1995). Oil revenues, development and third world, cultural and publishing institution of Nazari, Tehran. (In Persian)
[2] Auty, R. (1990). Resource-based industrialisation: sowing the oil in eight developing countries. New York: Oxford University Press.
[3] Bernanke, Ben. & Boivin, j. (2003). Monetary Policy in a Data-Rich Environment. Journal of Monetary Economics, 3(50), 525-546.
[4] Bernanke, B. & Boivin, j. & Eliasz, p. (2005). Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. QuarterlyJournal of Economics, 120, 387-422
[5] Black, F. (1972). Active and Passive Monetary Policy in a Neoclassical Model. The Journal of Finance, 4(27), 801-814.
[6] Christiano, L. & Eichenbaum, M. & Evans, C. (1998). Monetary Policy Shocks: What Have We Learned and To What End?’ NBER Working Paper No.6400.
[7] Cogley, T. & Sargent, T. (2005). Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWIIU.S”New York University. Review of Economic Dynamics, 8, 262–302.
[8] Dehn, J. (2001). The effects on growth of commodity price uncertainty and shocks. World Bank. Development Research 468 group, Policy research working paper, (2455).
[9] Devlin, J. & Lewin, M. (2004). Managing Oil Booms and Busts in Developing Countries. Draft Chapter for: Managing 470 Volatility and crises, A Practitioner’s Guide.
[10] Enders, W. (2007). Applied Econometric Time Series, Translatied by Mahdi Sadeghi and Saeed Shaval Pour, vol. 2, University of Imam Sadeq (PBUH), Tehran. (In Persian)
[11] Farhangi, A. and Shirkavand, S. (2008). The effect of oil revenues on the country's economic management (1353-1383), Knowledge Management, 21 (80), PP. 93-104. (In Persian)
[12] Ganley, J. & Salmon, C. (1997). The Industrial Impact of Monetary Policy Shocks: Some Stylised Facts. Bank of England Working Paper, 68.
[13] Gelb, A.H. (1986). Adjustment to windfall gains. In Neary, J.P. and Van Wijnbergen, S. (Eds). Natural Resources and the Macroeconomy, Basil Blackwell, Oxford.
[14] George, E. & Sun, D. & Ni, S. (2008). Bayesian stochastic search for VAR model restrictions. Journal of Econometrics, 142, 553-580.
[15] Gorsuch R. L. (1983). Factor Analysis. Hillsdale, NJ: Lawrence Erlbaum.
[16] Greenberg, Edward. (2008). Introduction to Bayesian Econometrics, Cambridge University Press.
[17] Hosseini, D.A, M. (2010). The Sectoral effects of monetary policy on the Iranian economy (structural VAR approach). MA Thesis of Islamic Studies and Economics, University of Imam Sadeq (PBUH). (In Persian)
[18] Ivanov, V. & Kilian, L. (2005). A Practitioner’s Guide to Lag Order Selection for VAR Impulse Response Analysis’, Studies in Nonlinear Dynamics and Econometrics, Vol.9(1).
[19] Keshavarz H, Gh. and Mahdavi, A. (2005). Is the stock market a channel for monetary policy? Journal of Economic Research, (71), PP 147-170. (In Persian)
[20] Koop, G. (2010). Forecasting with medium and large Bayesian VARs, Journal of Applied Econometrics, Wiley Online Library, 1-34.
[21] Koop, G. & Korobilis, D. (2010). Bayesian multivariate time series methods for empirical macroeconomics. Foundations and Trends in Econometrics, 3, 267-358
[22] Koop, Gary. (2003). Bayesian econometrics, published by: Wiley-Interscience, ASIN: B0087IFHXW
[23] Madalat, K. (2001). Evaluation of the performance of government monetary and fiscal policies with respect to the role of oil revenues in the economy (econometric analysis). Economic Research, (2) 1, 68-92. (In Persian)
[24] Mardoukhi, B. (2005). Management of oil wealth and foreign exchange reserves, Economy and society, (5) 2. (In Persian)
[25] Mdigliardo, C. (2010). Monetary Policy Transmission in Italy: A BVAR Analysis with Sign Restriction. Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, 4(2), 139-167.
[26] Misra, K. B. (2008). Handbook of Performability Engineering, Springer-Verlag. ISBN: 978-1-84800-130-5
[27] Moradi, D. (2010). Iran's oil impact on macroeconomic indicators with an emphasis on transmission mechanisms and effects. Journal of Economic Research, 2, 140-115. (In Persian)
[28] Nazari, M. and Mobarak, A. (2010). Abundant natural resources, Dutch disease and economic growth in oil-exporting countries. Energy Economics Studies, (27), 47-68. (In Persian)
[29] Poelhekke, S. & Van der ploeg, S. (2007) Volatility, Financial Development and the Natural Resource Curse, CEPR Discussion Papers, No. 6513, Oxford: CEPR.
[30] Poirier, D. (1998). Revising beliefs in non-identified models. Econometric Theory, 14, 483-509.
[31] Romer, D. (2006). Advanced Macroeconomics, 3rd Edition, McGraw-Hill, New York.
[32] Sabouri, H. (2006). The Nature of money and inflation in the the Iranian economy, Donyaye eghtesad, (1160), PP 45-32. (In Persian)
[33] Shakeri, A. (2000). The nature of inflation in the Iranian economy, Ph.D thesis, University of Shahid Beheshti. (In Persian)
[34] Shakeri, A. (2008). Macroeconomics: Theories and Policies, Volume II, Farsi Nevisa publishing, First Edition, Tehran.
[35] Sims, C. (1980). Macroeconomics and Reality’, Econometrica, 48(1), 148-169.
[36] Sims, C. A. & Stock, J. & Watson, M. W. (1990). Inference in Linear Time Series Models with Some Unit Roots,” Econometrica, 113-144.
[37] Sorensen, P. (1984). Countercyclical versus Passive Monetary Policy in a Medium-Run Macro Model, The Scandinavian Journal of Economics, 4(86), 452-467.
[38] Stock, J. H. & Watson, M. W. (1991). A probability model of the coincident economic indicators, in G. Moore & K. Lahiri, Eds. The leading Economic Indicators: New Approaches and Forecasting Records (Cambridge University Press) 63-90.
[39] Sturm, M. & Gurtner, F. & Alegre, J. (2009). Fiscal Policy Challenges in Oil-Exporting Countries. European Central Bank, Occasional Paper Series, 104, 1-62
[40] Vermunt, J.K. & Magidson, J. (2005). Factor Analysis with categorical indicators: A comparison between traditional and latent class approaches. In A. Van der Ark, M.A. Croon and K. Sijtsma (eds), New Developments in Categorical Data Analysis for the Social and Behavioral Sciences, 41-62. Mahwah: Erlbau.m
)
ارسال نظر در مورد این مقاله