واکنش اقتصاد کلان جهانی در پاسخ به تکانه‌های نفتی و مقایسه آسیب‌پذیری کشورهای منتخب: رهیافت خودبازگشت برداری جهانی

Amundsen, E. S., and Schöb, R. (1999). Environmental taxes on exhaustible resources. European Journal of Political Economy. 15(2), 311-329.

Antweiler، W. and D. Trefler. (2002). Increasing returns and all that: a view from trade. The American Economic Review, 92(1), 93-119.

Arkolakis، C.، A. Costinot، and A. Rodriguez-Clare. (2012). New trade models, same old gains? American Economic Review, 102(1), 94-130.

Azomahou, T. T., Ndung’u, N., and Ouedraogo, M. (2021). Coping with a dual shock: The economic effects of COVID-19 and oil price crises on African economies. Resources Policy, Vol.72, 102093.

Baumeister, C. and Peersman, G. (2013). Time-varying effects of oil supply shocks on the US economy. American Economic Journal: Macroeconomics, 5 (4), pp. 1-28.

Cashin, P. Mohaddes, K. and Raissi, M (2014). The differential effects of oil demand and supply shocks on the global economy. Energy Economics, Vol.44, pp.113-134.

Cheung, C. (2009). Are commodity prices useful leading indicators of inflation?. (No. 2009-5). Bank of Canada.

Cheung, Y.-W. and Ng, L. K. (1998). International evidence on the stock market and aggregate economic activity. Journal of empirical finance, 5(3), pp.281-296.

Chudik, A. and M. Fratzscher (2011). Identifying the Global Transmission of the 2007-2009 Financial Crisis in a GVAR Model. European Economic Review 55(3): 325-339.

Chudik, A. and Pesaran, M. H. (2016). Theory and practice of GVAR modelling. Journal of Economic Surveys, 30(1), pp.165-197.

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

Delpachitra, S., Hou, K., & Cottrell, S. (2020). The impact of oil price shocks in the Canadian economy: A structural investigation on an oil-exporting economy. Energy Economics, Vol.91, 104846.

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

Duma, N. (2008). Pass-through of external shocks to inflation in Sri Lanka. International Monetary Fund (IMF) - Asia and Pacific Department. No. 08/78.

Dutta, A. Das, D. Jana, R. and Vo, X. V. (2020). COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin. Resources Policy, Vol.61.

Galesi, A. and Lombardi, M. J. (2013). External shocks and international inflation linkages. The GVAR analysis. Working papers series. No 1062.

Hansen, B. E. (1992). Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends. Journal of Econometrics, 53(1-3), pp. 87-127.

Harbo, I. Johansen, S. Nielsen, B. and Rahbek, A. (1998). Asymptotic inference on cointegrating rank in partial systems. Journal of Business and Economic Statistics, 16(4), pp. 388-399.

Johansen, S. (1992). Cointegration in partial systems and the efficiency of single-equation analysis. Journal of Econometrics, 52(3), pp.389-402.

Kilian, L. (2008). A comparison of the effects of exogenous oil supply shocks on output and inflation in the G7 countries. Journal of the European Economic Association, 6(1), pp.87-121.

MacKinnon, J. G. (2010). Critical values for cointegration tests. Queen's Economics Department Working Paper. No. 1227.

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

Mohaddes, K. and Raissi, M. (2018). Compilation, Revision and Updating of the Global VAR (GVAR) Database, 1979Q2-2019Q4. Working Paper, (IMF).

Mohaddes, K., & Pesaran, M. H. (2013). One hundred years of oil income and the Iranian economy: A curse or a blessing? In Iran and the Global Economy. Routledge, pp. 28-61.

Nyblom, J. (1989). Testing for the constancy of parameters over time. Journal of the American statistical Association, 84(405), pp.223-230.

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

Park, J. and Ratti, R. A. (2008). Oil price shocks and stock markets in the US and 13 European countries. Energy Economics, 30(5), pp.2587-2608.

Pesaran, M. H., Shin, Y. and Smith, R. J. (2000). Structural analysis of vector error correction models with exogenous I (1) variables. Journal of Econometrics, 97(2), pp.297-343.

Pesaran, M. H., Weiner, S. M., & Schuermann, T. (2001). Modelling regional interdependencies using a global error-correcting macroeconomic model. Department of Applied Economics, University of Cambridge.

Ploberger, W. and Krämer, W. (1992). The CUSUM test with OLS residuals. Econometrica: Journal of the Econometric Society, Vol. 60, No. 2. pp.271-285.

Quandt, R. E. (1960). Tests of the hypothesis that a linear regression system obeys two separate regimes. Journal of the American statistical Association, 55(290), pp.324-330.

Sadorsky, P. (1999). Oil price shocks and stock market activity. Energy Economics, 21(5), pp.449-469.

Salehi Esfahani, H. Mohaddes, K. and Pesaran, M. H. (2014). An empirical growth model for major oil exporters. Journal of applied Econometrics, 29(1), pp.1-29.

Smith, L. and Galesi, A. (2014). GVAR Toolbox 2.0., University of Cambridge: Judge Business School.