- باقرزاده آذر، فاطمه، محسنی زنوزی، سید جمالالدین و منصورفر، غلامرضا (1399). رابطه غیرخطی نااطمینانی سیاستهای اقتصادی دولت و رشد اقتصادی ایران با تأکید بر توسعه بازارهای مالی در قالب مدل نوین GAS. فصلنامه نظریههای کاربردی اقتصاد، 7 (2)، 128-103.
- مهرگان، نادر، و احمدی قمی، محمدعلی (1394). شوکهای ارزی و بازارهای مالی: کاربردی از مدل خودرگرسیون برداری پانل. فصلنامه پژوهشها و سیاستهای اقتصادی، 23 (75)، 130 –
- نجارزاده، رضا، آقایی، مجید، و رضاییپور، محمد (1388). بررسی تاثیر نوسانات شوکهای ارزی و قیمتی بر شاخص قیمت سهام بورس اوراق بهادار تهران با استفاده از رهیافت خودرگرسیون برداری. پژوهشهای اقتصادی، 9 (1)، 175-147.
- Aguiar, M., & Gopinath, G. (2007). Emerging market business cycles: The cycle is the trend. Journal of political Economy, 115(1), 69-102.
- Andersen, T. G. (1996). Return volatility and trading volume: An information flow interpretation of stochastic volatility. The Journal of Finance, 51(1), 169-204.
- Arellano, C., Bai, Y., & Kehoe, P. (2010). Financial markets and fluctuations in uncertainty. Federal Reserve Bank of Minneapolis Working Paper.
- Avery, C., & Zemsky, P. (1998). Multidimensional uncertainty and herd behavior in financial markets. American economic review, 724-748.
- Bacchetta, P., & Caminal, R. (2000). Do capital market imperfections exacerbate output fluctuations?. European Economic Review, 44(3), 449-468.
- Baker, S. R., Bloom, N., & Davis, S. J. (2016). Measuring economic policy uncertainty. The quarterly journal of economics, 131(4), 1593-1636.
- Nicholas, B., Shleifer, A., & Vishny, R. (1998). A model of investor sentiment. Journal of Financial Economics, 49(3), 307-343.
- Basu, S., & Bundick, B. (2017). Uncertainty shocks in a model of effective demand. Econometrica, 85(3), 937-958.
- Bernanke, B.S., Gertler, M. & Gilchrist, S. (1999). The financial accelerator in a quantitative business cycle framework. Handbook Macroeconomics, 1, 1341–1393.
- Bagherzadeh Azar, F., Mohseni Zonouzi, S.J. & Mansourfar, G. (2020). The nonlinear relationship between the uncertainty of government economic policies and economic growth of Iran with emphasis on the development of financial markets in a novel Gas model framework. Quarterly Journal of Applied Theories of Economics, 7 (2), 103-128 (In Persian).
- Bils, M. (1987). The cyclical behavior of marginal cost and price. The American Economic Review, 77 (5), 838–855.
- Black, F. (1986). Noise. The Journal of Finance, 41 (3), 528–543.
- Bloom, N., (2009). The impact of uncertainty shocks. Econometrica, 77 (3), 623-685.
- Bollerslev, T., Tauchen, G. & Zhou, H. (2009). Expected Stock Returns and Variance Risk Premia. The Review of Financial Studies, 22 (11), 4463- 4492.
- Brown, G.W., (1999). Volatility, sentiment, and noise traders. Financial Analysts Journal, 55 (2), 82–90.
- Choudhry, T. (2003). Stock market volatility and the US consumer expenditure. Journal of Macroeconomics, 25 (3), 367–385.
- Cogley, T, & Sargent, T.J. (2005). Drift and volatilities: Monetary policies and outcomes in the post WWII US. Review of Economic Dynamics, 8(2), 262-302.
- Davis, J.S., & Khan, A.J. (2008). Interpreting the great moderation: Changes in the volatility of economic activity at the macro and micro levels. Journal of Economic Perspectives, 22 (4), 80-155.
- De Long, J.B., Shleifer, A., Summers, L.H. & Waldmann, R.J. (1990). Noise trader risk in financial markets. Journal of Political Economy, 703–738.
- Dixit, A., & Pindyck, R.S. (1994). Investment under uncertainty. Princeton University Press.
- Engle, R. (1982). Autoregressive conditional heteroscedsticity with estimates of the variance of UK inflation. Econometrica, 50, 987– 1008.
- Fernández-Villaverde, J., Guerrón-Quintana P., Kuester, K,. & Juan Rubio Ramírez, J. (2015). Fiscal volatility shocks and economic activity. American Economic Review, 105 (11), 3352-3384.
- Gilchrist, S., Sim, J.W. & Zakrajšek, E. (2014). Uncertainty, financial frictions and investment dynamics. National Bureau of Economic Research.
- Guerron-Quintana, P. (2009). Do uncertainty and technology drive exchange rates?. Working Papers 09-20, Federal Reserve Bank of Philadelphia.
- Ilut, C. & Saijo, H. (2021). Learning, confidence, and business cycles. Journal of Monetary Economics, 117, 354-376.
- Ludvigson, S.C., Ma, S. & Ng, S. (2019). Uncertainty and business cycles: exogenous impulse or endogenous response?. NBER working paper series.
- Mehregan N. & Ahmadi Ghomi M.A. (2016). Exchange rate shocks and financial markets: An application of panel vector autoregression model (Panel VAR). Journal of Economic Research and Policies, 23 (75), 103-130 (In Persian).
- Najarzadeh R., Aghaei M. & Rezaeipour, M. (2009). The impact of price and exchange rate fluctuations on stock price index in Tehran Stock Market: Using a vector auto- regression method. Journal of sustainable growth and development, 9 (1), 147-175 (In Persian).
- Ng, S., & Wright. J.H. (2013). Facts and challenges from the Great Recession for forecasting and macroeconomic modeling. Journal of Economic Literature, 51 (4), 1120-1154.
- Romer, P.M. (1990). Endogenous technological change. Journal of Political Economy, 98(5), 71-102.
- Segal, G., Shaliastovich, I., & Yaron, A. (2015). Good and bad uncertainty: Macroeconomic and financial market implications. Journal of Financial Economics, 117, 369–397.
- Trueman, B. (1988). A theory of noise trading in securities markets. The Journal of Finance, 43 (1), 83–95.
- Verma, R. & Verma, P. (2007). Noise trading and stock market volatility. Journal of Multinational Financial Management. 17 (3), 231–243.
- Villaverde,J., Guerrón-Quintana, P., Kuester, K. & Rubio-Ramírez, J. (2015). Fiscal volatility shocks and economic activity. American Economic Review, 105 (11), 3352-3384.
- Yıldırım-Karaman, S. (2018). Uncertainty in financial markets and business cycles. Economic modelling, 68, 329-339
|
