- انواری، ابراهیم و زراء‌نژاد، منصور (1394). نااطمینانی پارامتر و اثر آن بر سیاست پولی در اقتصاد ایران: رهیافتی از مدل اقتصاد باز کینزینی جدید. پژوهشنامه اقتصاد کلان، 10(20)، 150-132.
- علائی، رضا، صلاحمنش، احمد و آرمن، سید عزیز (1399). کارایی سیاست پولی تحت شرایط نااطمینانی اقتصادی (پژوهشی در اقتصاد ایران). فصلنامه پژوهشهای رشد و توسعه اقتصادی، 11(41)، 34-15.
- غلامی، الهام و هژبر کیانی، کامبیز (1395). بررسی کارایی سیاست‌های مالی انبساطی در ایران: مقایسه تطبیقی الگوی VAR خطی و آستانهای. فصلنامه اقتصاد مالی، 10(35)، 26-1.
- کاظم‌زاده، اعظم، کریمی پتانلار، سعید و جعفری صمیمی، احمد (1399). تحلیلی از اثر تنزی و اثر ضدتنزی در اقتصاد ایران: رویکر مبدل موجک گسسته و الگوی خودرگرسیون برداری آستانهای. پژوهشنامه اقتصاد کلان، 15(29)، 37-13.
- لبافی فریز، فاطمه، صمدی، سعید، نصرالهی، خدیجه و بخشی دستجردی، رسول (1397). سیاست پولی بهینه‌ی استوار در شرایط نااطمینانی برای اقتصاد ایران با استفاده از رهیافت هانسن و سارجنت. مجله تحقیقات اقتصادی، 53(1)، 179-153.
- نصرتیان‌نسب، محسن، جعفری صمیمی، احمد و طهرانچیان، امیر منصور (1398). تحلیل رفتار غیرخطی سیاست‌گذاری پولی بانک مرکزی در شرایط نااطمینانی: الگوی رگرسیون انتقال ملایم (STR). فصلنامه مدلسازی اقتصادی، 13(48)، 20-1.
- یاوری، کاظم، سحابی، بهرام، عاقلی، لطفعلی و شفیعی، سعید (1395). نااطمینانی نسبت به سیاست‌های پولی و آثار اقتصادی آن. فصلنامه اقتصاد مقداری، 13(1)، 96 – 69.
- Aastveit, K. A., Natvik, G. J., & Sola, S. (2017). Economic uncertainty and the influence of monetary policy. Journal of International Money and Finance, 76, 50-67.
- Alaei, R., Salahmanesh, A., & Arman, S. A. (2021). Monetary Policy Efficiency Under Economic Uncertainty (Research in Iranian Economy).
- Alessandri, P., & Mumtaz, H. (2019). Financial regimes and uncertainty shocks. Journal of Monetary Economics, 101, 31-46.
- ANVARI, E., & ZARANEZHAD, M. (2015). Parameters uncertainty and the effects on monetary policy in Iran: a New Keynesian open economics approach.
- Balcilar, M., Demirer, R., Gupta, R., & Van Eyden, R. (2017). The impact of US policy uncertainty on the monetary effectiveness in the Euro area. Journal of Policy Modeling, 39(6), 1052-1064.
- Baley, I., & Blanco, J. A. (2013, February). Menu costs, uncertainty cycles, and the propagation of nominal shocks. In Society for Economic Dynamics Meeting Papers Series (No. 663).
- Ben-Haim, Y., Demertzis, M., & Van Den End, J. W. (2017). Fundamental uncertainty and unconventional monetary policy: an info-gap approach. Bruegel Working Paper Issue 1/2017.
- Bernanke, B. S. (1983). Irreversibility, uncertainty, and cyclical investment. The quarterly journal of economics, 98(1), 85-106.
- Bernanke, B. S. (1990). The federal funds rate and the channels of monetary transnission.
- Bernanke, B. S., & Gertler, M. (1995). Inside the black box: the credit channel of monetary policy transmission. Journal of Economic perspectives, 9(4), 27-48.
- Blinder, A. S. (1999, December). Critical issues for modern major central bankers. In ECB/CFS Conference on “Monetary policy-making under uncertainty” on (pp. 3-4).
- Bloom, N. (2009). The impact of uncertainty shocks. econometrica, 77(3), 623-685.
- Bloom, N. (2014). Fluctuations in uncertainty. Journal of economic Perspectives, 28(2), 153-176.
- Bloom, N., Bond, S., & Van Reenen, J. (2007). Uncertainty and investment dynamics. The review of economic studies, 74(2), 391-415.
- Brainard, W. C. (1967). Uncertainty and the Effectiveness of Policy. The American Economic Review, 57(2), 411-425.
- Castelnuovo, E., Lim, G., & Pellegrino, G. (2017). A short review of the recent literature on uncertainty. Australian Economic Review, 50(1), 68-78.
- Cevik, S., & Teksoz, K. (2013). Lost in transmission? The effectiveness of monetary policy transmission channels in the GCC countries. Middle East Development Journal, 5(3), 1350018-1.
- Dixit, A. K., & Pindyck, R. S. (1994). Investment under uncertainty. Princeton university press.
- Fatima, A., & Waheed, A. (2011). Effects of macroeconomic uncertainty on investment and economic growth: evidence from Pakistan. Transition Studies Review, 18, 112-123.
- Gholami, E., & Hazhbar Kiani, K. (2016). The evaluating of the effectiveness of expansionary fiscal policies: Comparative linear and threshold VAR. Journal Financial Economics, 10(35), 1-26 (In Persian).
- Hicks, J. R. (1937). Mr. Keynes and the" classics"; a suggested interpretation. Econometrica: journal of the Econometric Society, 147-159.
- Kazemzade, A., Karimi Potanlar, S., & Jafari Samimi, A. (2020). An analysis of the tensile effect and the anti-tensile effect in Iran's economy: Discrete wavelet transform method and a threshold vector autoregressive model. Macroeconomics Research Letter, 15(29), 13-37 (In Persian).
- Knight, F. H. (1921). Risk, uncertainty and profit (Vol. 31). Houghton Mifflin.
- Labafi Feriz, F., Samadi, S., Nasrullahi, K., & Bakhshi Dastjerdi, R. (2018). Robust monetary policy in uncertainty for Iran’s economy by using the Hansen and Sargent approach. Economics Research, 53(1), 153-179 (In Persian).
- Lopez-Buenache, G. (2019). The evolution of monetary policy effectiveness under macroeconomic instability. Economic Modelling, 83, 221-233.
- Meltzer, A. H. (1995). Monetary, credit and (other) transmission processes: a monetarist perspective. Journal of economic perspectives, 9(4), 49-72.
- Mishra, P., & Montiel, P. (2013). How effective is monetary transmission in low-income countries? A survey of the empirical evidence. Economic Systems, 37(2), 187-216.
- Montes, G. C. (2010). Uncertainties, monetary policy and financial stability: challenges on inflation targeting. Brazilian Journal of Political Economy, 30(1), 89-111.
- Nain, Z., & Kamaiah, B. (2020). Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis. Journal of Central Banking Theory and Practice, 9(s1), 237-265.
- Nosratian Nasab, M., Jafari Samimi, A., & Tehranchian, A. M. (2020). Analysis of nonlinear behavior of the central bank's monetary policy in uncertainty conditions: Smooth transition regression model (STR). Quarterly Journal of Economic Modelling, 13(48), 1-20 (In Persian).
- Obstfeld, M., & Rogoff, K. (1995). The mirage of fixed exchange rates. Journal of Economic perspectives, 9(4), 73-96.
- Pellegrino, G. (2017). Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. Melbourne Institute Working Paper Series, No. 6/17, Retrieved from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2910178
- Romer, C. D., & Romer, D. H. (1989). Does monetary policy matter? A new test in the spirit of Friedman and Schwartz. NBER macroeconomics annual, 4, 121-170.
- Sengupta, N. (2014). Changes in transmission channels of monetary policy in India. Economic and Political Weekly, 62-71.
- 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.
- Taylor, J. B. (1995). The Monetary Transmission Mechanism: An Empirical Framework. The Journal of Economic Perspectives, 9(4), 11-26.
- Vavra, J. (2013). Inflation Dynamics and Time-Varying Volatility: New Evidence and an Ss Interpretation. The Quarterly Journal of Economics, 129(1), 215–258.
- Yavari, K., Sahabi, B., Agheli, L., & Shafiei, S. (2016). Uncertainty in Monetary Policy and its Economic Impacts: a combination of VAR and GARCH. Quarterly Journal of Quantitative Economics, 13(1), 69-96 (In Persian).
- Zhang, H., & Huang, H. (2017). An empirical study of the asset price channel of monetary policy transmission in China. Emerging Markets Finance and Trade, 53(6), 1278-1288.
|
