اثر پسماند جانشینی پول در ایران: رویکرد شاخص دیویژیا

اسکندری سبزی، سیما،  فرزین وش، اسداله، هژبر کیانی، کامبیز و حمید شهرستانی (1395)، «نااطمینانی رشد پول و جانشینی پول در ایران: رهیافت گارچ چندمتغیره»، دوره 10، شماره 3، صص 1-21.

 دائی‌کریم زاده، سعید، صامتی، مجید و نجمه محمودی (1394)، «بررسی پدیده جانشینی پول و اثر تنش نرخ ارز بر تقاضای پول در ایران»، اقتصاد کاربردی، دوره 5، صص 36-46.

طهرانچیان، امیر منصور و معصومه نوروزی بیرامی (1390)، «آزمون جانشینی پول در ایران: کاربردی از الگوی خودبازگشتی با وقفه‌های توزیعی (ARDL)»، پژوهش‌های اقتصادی ایران، دوره 16، شماره 49، صص 99-115.

Anderson, R. G., Jones, B. and Nesmith, T. (1997),“ Building New Monetary Services Indices: Concepts, Methodology and Data”, Federal Reserve Bank of St. Louis Review. 79(1), 31-55.

Bahmani-Oskooee, M., and Nasir, A. B. M. (2004), “ARDL Approach to Test the Productivity Bias Hypothesis”. Review of Development Economics, 8(3), 483-488.

Barnett, W. A. (1980), “Economic Monetary Aggregates: An Application Of Index Number And Aggregation Theory”, Journal of Econometrics, 14(1), 11–48.

Belongia, M. T. (1996),“Measurement Matters: Some Recent Results From Monetary Economics Reexamination”. Journal of Political Economy, 104(5), 1065-1083.

Central Bank of Islamic Republic of Iran, Economic Time Series Database,, Iran, Tehran.

Cuddington, J., Garcia, R.-M., and Westbrook, D. (2002). “A Micro-Foundations Model of Dollarization with Network Externalities and Portfolio Choice: The Case of Bolivia”, mimeo.

Hylleberg, S., R.F. Engley., Granger, C.W.J and Yoo, B.B. (1990), “Seasonal Integration and Cointegration”, Journal of Econometrics,44(1–2), 215-238.

Imrohoroglu, S. (1994), “GMM Estimates of Currency Substitution between the Canada Dollars And US Dollars”. Journal of Money, Credit and Banking, 26(4), 792-807.

Kamin, S. and Ericsson, N. R (2003), “Dollarization in Posthyperinflationary Argentina”, Journal of International Money and Finance, 22(2).185-211.

Krupkina, A., and Ponomarenko, A. (2016), “Deposit dollarization in emerging markets: modelling the hysteresis effect”, Journal of Economics and Finance, Online at November 2016, DOI: 10.1007/s12197-016-9379.

Kumamoto, H. and Kumamoto, M. (2008), “Currency Substitution, Network Externalities and Hysteresis Effects. The Shogaku Ronshu”, Journal of Commerce, Economics and Economic History, 77(1), 1-13.

Lumsdaine, R.L., and Papell, D. H. (1997), “Multiple Trend Breaks and the Unit Root Hypothesis”, Review of Economics and Statistics, 79(2). 212-218.

Mongardini, J., and Mueller, J. (2000), “Ratchet Effects in Currency Substitution: An Application to the Kyrgyz Republic”, IMF Staff Papers, 47(2), 218–237.

Mueller, J. (1994), “Dollarization in Lebanon”, IMF Working Paper, No. 94/129.

Narayan, P. K. (2005), “The Saving and Investment Nexus for China: Evidence from Cointegration Tests”, Applied Economics. 37(17), 1979–1990.

Oomes, N. (2003), “Network Externalities and Dollarization Hysteresis: The Case of Russia”. Working Paper. Washington: International Monetary Fund.

Oomes, N. and Shinkevich, A. (2002). “Dollarization Hysteresis in Russia”, EERC Working Paper.

Pesaran, M.H., and Shin, Y., and Smith, R.J. (2001), “Bounds Testing Approaches to Analysis of Level Relationships”. Journal of Applied Econometrics,16.289 – 326.

Samreth, S. (2011), “An Empirical Study on the Hysteresis of Currency Substitution in Cambodia”, Journal of Asian Economics, 22 518–527.

Uribe, M. (1997), “Hysteresis in a Simple Model of Currency Substitution”, Journal of Monetary Economics, 40(1), 1299–1303.

Valev, N.T. (2010), “The hysteresis of Currency Substitution: Currency Risk vs. Network Externalities”, Journal of International Money and Finance, 29(2):224–235.

Zivot, E., and Andrews, D. W. K. (1992), “Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis”, Journal of Business and Economic Statistics, 10(3), 251-70.