بررسی اثرات نامتقارن نوسانات دلار و یورو بر تولید و قیمت در ایران: رهیافت غیرخطی مارکوف سوییچینگ

اصغرپور، حسین و اسدالله فرزین­وش (1386)، بررسی اثرات نامتقارن نوسانات نرخ ارز بر تولید و قیمت در ایران، علوم اقتصاد، سال اول، شماره اول.

بهمنی اسکویی، محسن (1372)، اثرات کلان اقتصادی کاهش ارزش خارجی ریال، سومین کنفرانس سیاست­های پولی و ارزی، تهران، مؤسسه تحقیقات پولی و بانکی.

کازرونی، علیرضا و نسرین رستمی (1386)، اثرات نامتقارن نوسانات نرخ واقعی ارز بر تولید واقعی و قیمت در ایران، پژوهشنامه اقتصادی،سال هفتم، شماره 2.

Bahmani Oskooee, M., Kandil, M (2010), Exchange Rate Fluctuations and Output in Oil-producing Countries: The Case of Iran,Emerging Markets Finance and Trade, Vol. 46, No. 3.

Franses, Ph, H and Dijk. D. V (2003), Nonlinear Time Series Models in Empirical Finance, Cambridge University Press.

Goldberg, P. K., Knetter, M (1997), Goods Prices and Exchange Rates: What Have We Learned?, Journal of Economic Literature, No.35.

Hamilton, J.D (1989), A New Approach to the Economic Analysis of Non-stationary time Series and the Business Cycle, Econometrica, 57 (2).

Hufner, Felix P. and Michael Schroder (2002), Exchange Rate Pass-Through to Consumer Prices: A European Perspective, ZEW Working Paper, No.2-20.

Kandil, M (2008), The Asymmetric Effects of Exchange Rate Fluctuations on Output and Prices: Evidence from Developing Countries, The Journal of International Trade & Economic Development, Vol.17, No.2.

Kandil, M., Berument, H., Dincer, N (2007), The Effects of Exchange Rate Fuctuations on Economic Activity in Turkey, Journal of Asian Economics, No.18.

Krolzig, H.M (1997), Markov-Switching Vector Auto regressions, Modeling, Statistical Inference and Applications to Business Cycle Analysis, Springer, Berlin.

Krolzig, H.M., Toro, J (1999), A New Approach to the Analysis of Shocks and the Cycle in a Model of Output and Employment, European University Institute,Working paper, No. eco 99-30.

Krugman P., Taylor, L (1978), Contractionary Effects of Devaluation,Journal of International Economics, vol8.

Ranki, S (2000), Does the Euro Exchange Rate Matter?, Research Institute of the Finish Economy Discussion Paper, No. 729.