Subject Areas : Financial Economics
جهانگیر قربانزاد 1 , رحمان سعادت 2 , تیمور محمدی 3 , اسماعیل ابونوری 4
1 - دانشجوی دکتری اقتصاد دانشگاه سمنان، سمنان، ایران
2 - استادیار و عضو هیأت علمی دانشکده اقتصاد، مدیریت و علوم اداری دانشگاه سمنان، سمنان، ایران
3 - دانشیار و عضو هیأت علمی دانشکده اقتصاد دانشگاه علامه طباطبایی، تهران، ایران
4 - استاد اقتصاد و عضو هیأت علمی دانشکده اقتصاد، مدیریت و علوم اداری دانشگاه سمنان، سمنان، ایران
Keywords:
Abstract :
1) اسماعیل نیا،علی اصغر؛ پازوکی،آزاده؛ پازوکی، محمدرضا؛کریمی، مجتبی (1391). تبین و تحلیل اثرات شوکهای نفتی بر رفتار مخارج دولت در اقتصاد ایران. فصلنامه اقتصاد مالی. دوره 6، شماره 20: 126-93.
2) امامی، کریم؛ شهریاری، سمانه؛ دربانی، سمن(1390). اثر شوکهای نفتی بر رشد اقتصادی برخی از کشورهای واردکننده و صادر کننده نفت. فصلنامه اقتصاد مالی. دوره 5، شماره 16: 62-26.
3) حاج امینی، مهدی (1397). تحلیل نقش شرکای وارداتی در آسیب‌پذیری تورمی اقتصاد ایران: ارزیابی براساس یک مدل تصحیح خطای برداری جهانی (GVECM). فصلنامه مطالعات اقتصادی کاربردی ایران. سال هفتم، شماره 25: 154-131.
4) حسینینسب،ابراهیم؛میرکاظمیمود،منا(1388). اثرتکانههاینفتیبرمتغیرهایکلاناقتصادمنتخبکشورهایصادرکنندهوواردکننده نفت. فصلنامهاقتصادمالی. دوره 3،شماره 7: 15-1.
5) صامتی، مجید؛ تیموری، بهاره؛ شجری، هوشنگ و مرتضی سامتی (1388). بررسی اثرات پویای تکانه‌های اقتصادی در قالب الگوی اقتصاد سنجی بلند مدت ساختاری ایران در بستر جهانی. مجلـه تحقیقـاتاقتصادی، دوره 46، شماره 2: 130-103.
6) Assadi, Marzieh (2015) "Monetary and fiscal policy interactions: national and international empirical evidence". PhD thesis, University of Glasgow.
7) Auerbach, A. J. and Y. Gorodnichenko (2013). "Output Spillovers from Fiscal Policy, " American Economic Review, American Economic Association, vol. 103(3), 141–46.
8) Auerbach, A. J., Gorodnichenko, Y., (2015). "Effects of Fiscal Shocks in a Globalized World". IMF Economic Review.
9) Bagliano, F. C. and C. A. Favero (1997). "Measuring Monetary Policy with VAR Models: an
10) Evaluation". Journal of European Economic Review 42(6): 1069-1112.
11) Bagliano, F. C. and C. Morana (2009). "International Macroeconomic Dynamics: A Factor
12) Vector Autoregressive Approach". Economic Modelling 26(2): 432-444.
13) Bayoumi, T. and F. Vitek (2013). "Macroeconomic Model Spillovers and Their Discontents". IMF Working Papers 13/4.
14) Beetsma, R., Giuliodori, M., (2011). "The Effects of Governemnt Purchases Shocks". Review
and Estimates for the EU. The Economic Journal 121, 4–32.
15) Beetsma R., M. Giuliodori and F. Klaassen (2006). "Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis ". Economic Policy, CEPR & CES & MSH, vol. 21(48), 639–687.
16) Beetsma, R., Giuliodori, M., Klaassen, F., 04-05 (2008). "The Effects of Public Spending
Shocks on Trade Balances and Budget Deficits in the European Union". Journal of the
European Economic Association 6 (2-3), 414–423.
17) Bénassy-Quéré A. and J. Cimadomo (2006). "Changing Patterns of Domestic and Cross-Border Fiscal Policy Multipliers in Europe and the US ". CEPII Working Papers 2006–24.
18) Blanchard, O., Christopher, E. J. and J. Lindé (2015). "Jump Starting the Euro Area Recovery:Would a Rise in Core Fiscal Spending Help the Periphery? ". NBER Working Paper No. 21426.
19) Caporale, G., Girardi, A. (2011). "Fiscal spillovers in the Euro area". DIW Discussion Papers
20) 1164, German Institute for Economic Research, Berlin.
21) Caporale, G. M. and A. Girardi (2013). "Fiscal Spillovers in the Euro Area ". Journal of International Money and Finance, Elsevier, vol. 38(C), 84.e1–84.e16.
22) Chudik, A., Pesaran, M.,( 2013). "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit". Econometric Reviews 32 (5-6), 592–649.
23) 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.
24) Cook, D. and M. B. Devereux (2013). "Sharing the Burden: Monetary and Fiscal Responses to a
25) World Liquidity Trap". American Economic Journal: Macroeconomics 5(3): 190-228.
26) Corsetti, G., A. Meier and G.J. Müller (2010). "Cross-Border Spillovers from Fiscal Stimulus ". International Journal of Central Banking, vol. 6(1), 5–37.
27) Corsetti, G., Kuester, K., Meier A. and G. J. Müller (2013). "Sovereign Risk, Fiscal Policy, and Macroeconomic Stability ". Economic Journal, Royal Economic Society, 99–132.
28) Cuaresma, J. C., M. Eller and A. Mehrotra (2011). "The Economic Transmission of Fiscal Policy Shocks from Western to Eastern Europe". Focus on European Economic Integration 2: 44-68.
29) Cwik, T. and V. Wieland (2010). "Keynesian Government Spending Multipliers and Spillovers in the Euro Area”. ECB Working Paper Series 1267.
30) Dees, S., S. Holly, M. H. Pesaran and L. V. Smith (2007). "Long Run Macroeconomic Relations in the Global Economy". European Central Bank Working Paper No. 750: 1-69.
31) Dees, S., F. d. Mauro, M. H. Pesaran and L. V. Smith (2007). "Exploring the International Linkages of the Euro Area: a Global VAR Analysis". Journal of Applied Econometrics 22(1): 1- 38.
32) Devries, P., Guajardo, J., Leigh, D. and A. Pescatori (2011). "A New Action-Based Dataset of Fiscal Consolidation ". IMF Working Papers 128.
33) di Mauro, F. and M. H. Pesaran (2013). "The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis". Oxford University Press 1st Edition.
34) Dragomirescu-Gaina, C., Philippas, D. (2015). "Strategic interactions of fiscal policies in Europe: A global VAR perspective". Journal of International Money and Finance 59,49-76.
35) Eickmeier, S., Ng, T. (2015). "How Do Credit Supply Shocks Propagate Internationally? A
GVAR Approach". European Economic Review 74, 128–145.
36) European Commission (2014). "Quarterly report on the Euro area 13(4) ". Brussels.
37) Faccini, R., Mumtaz, H., Surico, P., (2016). "International fiscal spillovers". Journal of International Economics 99 (C), 31–45.
38) Forni, M., Gambetti, L., (2015). "Government Spending Shocks in Open Economy VARs".
Journal of International Economics.
39) Georgiadis, G., (2015a). "Examining Asymmetries in the Transmission of Monetary Policy in
the Euro Area: Evidence from a Mixed Cross-Section Global VAR". European Economic
Review 75, 195–215.
40) Georgiadis, G., (2015b). "To Bi, or Not to Bi? Differences in Spillover Estimates from
Bilateral and Multilateral Multi-country Models". ECB Working Paper 1868.
41) Giuliodori, M. and R. Beetsma (2004). "What Are the Spillovers from Fiscal Shocks in Europe? An Empirical Analysis". ECB Working Paper Series 325.
42) Harbo, Ingrid, e. a., (October 1998). "Asymptotic Inference on Cointegrating Rank in Partial
43) Systems". Journal of Business & Economic Statistics 16 (4), 388–399.
44) Hebous, S. and T. Zimmermann (2013a). "Estimating the Effects of Coordinated Fiscal Actions in the Euro Area ". European Economic Review, Elsevier, vol. 58(C), 110–121.
45) Hebous, S. and T. Zimmermann (2013b). "Cross-Border Effects of Fiscal Consolidations: Estimates Based on Narrative Records". CESifo Working Paper Series 4311.
46) IMF, (2017a). "Fiscal spillovers in the euro area: Letting the data speak". IMF working paper17.
47) IMF, (2017b). "Fiscal spillovers. the importance of macroeconomic and policy conditions in transmission". IMF Spillover notes 11.
48) Ivanova, A. and S. Weber (2011). "Do Fiscal Spillovers Matter? " IMF Working Paper 211.
49) Jorda, March (2005). "Estimation and Inference of Impulse Responses by Local Projections". American Economic Review 95 (1), 161–182.
50) -Kim, S. and N. Roubini, (2008). "Twin Deficit or Twin Divergence? Fiscal Policy, Current Account,andReal Exchange Rate in the U.S". Journal of International Economics, Vol. 74(2), pp. 362-383.
51) Koop, G., Pesaran, M.H., Potter, S.M. (1996). "Impulse response analysis in nonlinear multivari-
52) atemodels".Journal of Econometrics 74, 119-147.
53) Leeper, E.M., Walker, T.B., and S-C.S. Yang (2010). "Government Investment and Fiscal Stimulus, " Journal of Monetary Economics, vol. 57, 1000–1012.
54) Mauro, F. D., Smith, L. V., Dees, S., Pesaran, M. H.,( 2007). "Exploring the international linkages of the euro area: a global VAR analysis". Journal of Applied Econometrics 22 (1),1–38.
55) Monacelli, T., and R. Perotti (2010). "Fiscal Policy, the Real Exchange Rate and Traded
Goods ". Economic Journal, Royal Economic Society, vol. 120(544), 437–461.
56) Nickel, C., Vansteenkiste, I. (2013). "The international spillover of fiscal spending on financial
57) variables". in: di Mauro, F., Pesaran, H.E. (ed.), The GVAR Handbook, Oxford, 182-192.
58) Nyblom, J. (1989). "Testing for the Constancy of Parameters over Time." Journal of the
59) American Statistical Association 84(405): 223-230.
60) Pesaran, M., Schuermann, T., Weiner, S. M., (2004). " Modeling Regional Interdependencies Using a Global Error-Correcting Macro Econometric Model". Journal of Business &
Economic Statistics 22 (2), 129–162.
61) Ricci-Risquete, A., Ramajo-Hernández, J. (2015). "Macroeconomic effects of fiscal policy in
62) the European Union: a GVAR model". Empirical Economics 48, 1587-1617.
63) Taylor, J. B. (1993). "Macroeconomic Policy in a World Economy: From Econometric Design to Practical Operation". WW Norton, New York.
64) Weyerstrass, K., Johannes Jaenicke, J., Reinhard Neck, R., Haber, G. van Aarle, B., Schoors,
65) K. NikoGobbin, N., Claeys, P. (2006): "Economic spillover and policy coordination in the Euro Area". European Economy, Economic Papers Number 246, European Commission, Brussels, March.
66) Wieland, V. (2010). "Fiscal Stimulus and the Promise of Future Spending Cuts ". International
Journal of Central Banking, 6(1), 39–50.
67) Wieland, V. (1996). "Monetary Policy Targets and the Stabilization Objective: A Source of Tension in the EMS". Journal of International Money and Finance, 15, 95–116.
68) Wieland, V. (2006). "Comment on Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis". Economic Policy, 48, 680–684.
یادداشت‌ها