اثرگذاری تکانه نرخ ارز بر تورم در اقتصاد ایران: کاربرد الگوی خودرگرسیون برداری آستانه‌ای

Abtahi, S. Y. (2017). An analysis of the exchange rate pass-through and the inflation dynamics in Iran: regime switching approach. The Journal of Economic Policy, 9(18), 21-40. [In Persian]

Aleem, A., & Lahiani, A. (2014). A threshold vector autoregression model of exchange rate pass-through in Mexico. Research in International Business and Finance, 30, 24-33.

Asgharpur, H., Kazerooni, A., & Mirani, N. (2015). The impact of inflationary environment on exchange rate pass-through to the import price index in Iran. Quarterly Journal of Applied Theories of Economics, 2(2), 155-178. [In Persian]

Asgharpour, H., Vafaei, E., & Abdolmaleki, H. (2018). The exchange rate asymmetric pass-through to import price index: The case study of Iran. Iranian Journal of Economic Studies, 6(1), 47-64. [In Persian]

Choudhri, E. U., & Hakura, D. S. (2006). Exchange rate pass-through to domestic prices: does the inflationary environment matter?. Journal of international Money and Finance, 25(4), 614-639.

Donayre, L., & Panovska, I. (2016). State-dependent exchange rate pass-through behavior. Journal of International Money and Finance, 64, 170-195.

Farzin Vash, A., Asgharpour, H., (2007), Investigating the asymmetric effects of exchange rate fluctuations on production and prices in Iran, Economics (Economic Modeling) Firoozkooh Azad University, 1,139-146. [In Persian]

Fuji, E., & Bailliu, J. (2004). Exchange rate pass-through and the inflation environment in industrialized countries: An empirical investigation (No. 135). Society for computational economics.

Gholami, E., & Hozhabr Kiani, K. (2015). Investigation of fiscal stimulus programs effects on economic growth in Iran using TVAR model. Journal of applied economics studies in Iran, 4(13), 127-143. [In Persian]

Goldberg, P. K., & Knetter, M. M. (1996). Goods prices and exchange rates: what have we learned? Journal of Economic Literature, 35, 1243-1272.

Hüfner, F. P., & Schröder, M. (2002). Exchange rate pass-through to consumer prices: A European perspective.

Jaffri, A. A. (2010). Exchange rate pass-through to consumer prices in Pakistan: Does misalignment matter? The Pakistan Development Review, 49 (1) ,19-35.

Khoshbakht, A., Akhbari, M., (2008) Exchange rate pass-through to consumer price indexes and import in Iran, economics research, 27, 51-82. [In Persian]

Lashkaripour, F. (1395). Investigating exchange rate pass-through to consumers in Iran. Master’s thesis. Ferdowsi University of Mashhad. [In Persian]

Laflèche, T. (1996). The impact of exchange rate movements on consumer prices. Bank of Canada review, 1996(Winter), 21-32.

Lin, P. C., & Wu, C. S. (2012). Exchange rate pass-through in deflation: The case of Taiwan. International Review of Economics & Finance, 22(1), 101-111.

Lo, M. C., & Zivot, E. (2001). Threshold cointegration and nonlinear adjustment to the law of one price. Macroeconomic Dynamics, 5(4), 533-576.

McCarthy, J. (2007). Pass-through of exchange rates and import prices to domestic inflation in some industrialized economies. Eastern Economic Journal, 33(4), 511-537.

Patnaik, I., Shah, A., & Bhattacharya, R. (2011). Monetary polictransmission in an emerging market setting. International Monetary Fund.

Seyyedkolaee, M. A., Tehranchian, A. M., Jafari Samimi, A., & Mojaverian, M. (2016). The impact of exchange rate pass-through via domestic prices on inflation in Iran: New evidence from a threshold regression. International Journal of Business and Development Studies, 8(1), 77-96.

Snowdon, B., & Vane, H. R. (2005). Modern macroeconomics: its origins, development and current state. Edward Elgar publishing.

Stigler, M. (2010). Threshold cointegration: overview and implementation in R. R package version 0.7-2. URL http://stat.ethz. ch/CRAN/web/packages/tsDyn/vignettes/ThCointOverview.pdf

Tayebi, K., Nasrollahi, K., Yazdani, M., & Malekhosseini, H. (2015). Analyzing the effect of exchange rate pass-through on inflation in Iran (1991-2012). Journal of Economic Policy, 20(63), 1-36. [In Persian] 

Taylor, J. B. (2000). Low inflation, pass-through, and the pricing power of firms. European economic review, 44(7), 1389-1408.

Tica, J., & Posedel, P. (2009). Threshold model of the exchange rate pass-through effect: The case of Croatia. Eastern European Economics, 47(6), 43-59.

Yazdani, M., & Zare, S. (2016). Investigating effect of exchange rate shocks on inflation in Iranian economy during seasonal period 2000-2012. Journal of Applied Economics Studies in Iran, 5(17), 171-197. [In Persian]