آثار شوک‌های اقتصادی خارجی بر متغیرهای کلان اقتصادی ایران: رویکرد خودرگرسیون برداری جهانی (GVAR)

Bussière, M., Chudik, A., & Sestieri, G. (2009). Modelling global trade flows: results from a GVAR model. ECB Working Paper, 1087, Available at http://dx.doi.org/10.2139/ssrn.1456883

Çakır, M. Y., & Kabundi, A. (2013). Trade shocks from BRIC to South Africa: A global VAR analysis. Economic modelling, 32, 190-202

Cesa-Bianchi, A., Pesaran, M. H., Rebucci, A., Xu, T., & Chang, R. (2012). China's Emergence in the World Economy and Business Cycles in Latin America [with Comment]. Economía, 12(2), 1-75.

Chudik, A., & Fratzscher, M. (2011). Identifying the global transmission of the 2007–2009 financial crisis in a GVAR model. European Economic Review, 55(3), 325-339.

Dees, S., Holly, S., Pesaran, M. H., & Smith, L. V. (2007). Long run macroeconomic relations in the global economy. Economics: The Open-Access, Open-Assessment E-Journal, 1(5), 1-29.

Dees, S., Mauro, F. D., Pesaran, M. H., & Smith, L. V. (2007). Exploring the international linkages of the euro area: a global VAR analysis. Journal of applied econometrics, 22(1), 1-38.

Di Mauro, F., & Pesaran, M. H. (Eds.). (2013). The GVAR handbook: Structure and applications of a macro model of the global economy for policy analysis. OUP Oxford.

Garratt, A., Lee, K., & Shields, K. (2016). Forecasting global recessions in a GVAR model of actual and expected output. International Journal of Forecasting, 32(2), 374-390.

Krugman, P., & Lawrence, R. (1993). Trade, jobs, and wages (No. w4478). National Bureau of Economic Research.

Mohaddes, K., & Pesaran, M. H. (2016). Country-specific oil supply shocks and the global economy: A counterfactual analysis. Energy Economics, 59, 382-399

Osorio, C., & Unsal, D. F. (2013). Inflation dynamics in Asia: Causes, changes, and spillovers from China. Journal of Asian Economics, 24, 26-40.

Vargas, M. M., & Hess, D. (2019). The Caribbean and its linkages with the world: A GVAR model approach. International Monetary Fund.

Yazdani M., Esmaili, A. (2012). Dererminaats of bonanza episodes and related effects on financial crises in emerging market conutries. International Journal of Business and Development Studies, 4(1), 63-86. [In Persian]

Mohammadi, Hossin. & Baratzadeh, Amin. (2012). The Effect of oil revenue shocks on government expenditure and liquidity in iran economy. Journal of Iran Energy Economics,7, 129-145. [In Persian]