Abrishami, H., Mehara, M., Nouri, M., Mohaghegh, M. (2010). "The Relationship between Inflation and Productivity Growth in Iran: A Wavelet Causality Approach". Economic Modeling Research. 12(1): 1-28.{In Persian}.
Abrishami, H., Mehara, M., Nouri, M., Mohaghegh, M. (2010). "The Relationship between Inflation and Productivity Growth in Iran: A Wavelet Causality Approach". Economic Modeling Research. 12(1): 1-28.{In Persian}.
Albulescu, C. T., & Tiwari, A. K., & Miller, S. M., & Gupta, R. (2019). "Time-Frequency Relationship between US Inflation and Inflation Uncertainty: Evidence from Historical Data". Scottish Journal of Political Economy, Version of Record Online. 1-30. Available from http://onlinelibrary.wiley.com/doi/10.1111/sjpe.12207. [
DOI:10.1111/sjpe.12207]
Albulescu, C. T., & Tiwari, A. K., & Miller, S. M., & Gupta, R. (2019). "Time-Frequency Relationship between US Inflation and Inflation Uncertainty: Evidence from Historical Data". Scottish Journal of Political Economy, Version of Record Online. 1-30. Available from http://onlinelibrary.wiley.com/doi/10.1111/sjpe.12207. [
DOI:10.1111/sjpe.12207]
Achour, M., & Trabelsi, A. (2011). "Markov switching and state-space approaches for investigating the link between Egyptian inflation level an uncertainty". Review of Middle East Economics and Finance, 6(3), 46-62. [
DOI:10.2202/1475-3693.1267]
Achour, M., & Trabelsi, A. (2011). "Markov switching and state-space approaches for investigating the link between Egyptian inflation level an uncertainty". Review of Middle East Economics and Finance, 6(3), 46-62. [
DOI:10.2202/1475-3693.1267]
Balcilar, M., & Ozdemir, Z.A. (2013). "Asymmetric and time-varying causality between inflation and inflation uncertainty in G-7 countries". Scottish Journal of Political Economy, 60(1), 1-41. [
DOI:10.1111/sjpe.12000]
Balcilar, M., & Ozdemir, Z.A. (2013). "Asymmetric and time-varying causality between inflation and inflation uncertainty in G-7 countries". Scottish Journal of Political Economy, 60(1), 1-41. [
DOI:10.1111/sjpe.12000]
Ball, L. (1992). "Why does higher inflation raise inflation uncertainty?". Journal of Monetary Economics, 29, 371-378. [
DOI:10.1016/0304-3932(92)90032-W]
Ball, L. (1992). "Why does higher inflation raise inflation uncertainty?". Journal of Monetary Economics, 29, 371-378. [
DOI:10.1016/0304-3932(92)90032-W]
Bamanga, M. A., & Musa, U., & Salihu, A., & Udoette, U. S., & Adejo, V. T., & Edem, O. N., & Bukar, H., & Udechukwu-Peterclaver, C. T. (2016). "Inflation and Inflation Uncertainty in Nigeria: A Test of the Friedman's Hypothesis ". CBN Journal of Applied Statistics. 7(1): 147-169.
Bamanga, M. A., & Musa, U., & Salihu, A., & Udoette, U. S., & Adejo, V. T., & Edem, O. N., & Bukar, H., & Udechukwu-Peterclaver, C. T. (2016). "Inflation and Inflation Uncertainty in Nigeria: A Test of the Friedman's Hypothesis ". CBN Journal of Applied Statistics. 7(1): 147-169.
Bhar, R., & Hamori, S. (2004). "The link between Inflation and inflation uncertainty evidence from G7 countries". Empirical Economics, 29, 825-853. [
DOI:10.1007/s00181-004-0220-x]
Bhar, R., & Hamori, S. (2004). "The link between Inflation and inflation uncertainty evidence from G7 countries". Empirical Economics, 29, 825-853. [
DOI:10.1007/s00181-004-0220-x]
Bredin, D., & Fountas, S. (2006). "Inflation, inflation uncertainty, and Markov Regime Switching Heterorskedasticity: evidence from European countries". Economic Modeling, 36(9), 112-230.
Bredin, D., & Fountas, S. (2006). "Inflation, inflation uncertainty, and Markov Regime Switching Heterorskedasticity: evidence from European countries". Economic Modeling, 36(9), 112-230.
Chang, K. L., & He, C. W. (2010). "Does the magnitude of the effect of inflation uncertainty on output growth depend on the level of inflation?". Manchester School, 78, 126-148. [
DOI:10.1111/j.1467-9957.2009.02162.x]
Chang, K. L., & He, C. W. (2010). "Does the magnitude of the effect of inflation uncertainty on output growth depend on the level of inflation?". Manchester School, 78, 126-148. [
DOI:10.1111/j.1467-9957.2009.02162.x]
Dahmardeh N,. & Safdari M,. & Pourshahabi, F. (2009). "Modeling of IRAN Economy Inflation Uncertainty". Economic Research and Policies. 17(50) :77-92. {In Persian}.
Dahmardeh N,. & Safdari M,. & Pourshahabi, F. (2009). "Modeling of IRAN Economy Inflation Uncertainty". Economic Research and Policies. 17(50) :77-92. {In Persian}.
Ebrahimi, M., & Soori, A. (2006). "The relationship between inflation and inflation uncertainty in Iran". Knowledge and Development. 18: 111-126. {In Persian}.
Ebrahimi, M., & Soori, A. (2006). "The relationship between inflation and inflation uncertainty in Iran". Knowledge and Development. 18: 111-126. {In Persian}.
Falahi, M. A., & Hajamini, M. (2015). "Relationship between Inflation and Inflation Uncertainty in Iran: An Application of SETAR-GARCH Model". Journal of Money and Economy, 10(2): 69-90.
Falahi, M. A., & Hajamini, M. (2015). "Relationship between Inflation and Inflation Uncertainty in Iran: An Application of SETAR-GARCH Model". Journal of Money and Economy, 10(2): 69-90.
Farzinvash, A., & Abasi, M. (2006). "The Investigation of relationship between inflation and inflation uncertainty in Iran using GARCH and state-space models". Economic Research. 41(3): 25-55. {In Persian}.
Farzinvash, A., & Abasi, M. (2006). "The Investigation of relationship between inflation and inflation uncertainty in Iran using GARCH and state-space models". Economic Research. 41(3): 25-55. {In Persian}.
Golob, J. E. (1994). "Does inflation uncertainty increase with inflation?". Federal Reserve Bank of Kansas City Economic Review. 79: 27-38.
Golob, J. E. (1994). "Does inflation uncertainty increase with inflation?". Federal Reserve Bank of Kansas City Economic Review. 79: 27-38.
Heidari, H., & Bashiri, S. (2010). "Inflation and Inflation Uncertainty in Iran: An Application of GARCH-in-Mean Model with FIML Method of Estimation". International Journal of Business and Development Studies. 2(1): 131-146.
Heidari, H., & Bashiri, S. (2010). "Inflation and Inflation Uncertainty in Iran: An Application of GARCH-in-Mean Model with FIML Method of Estimation". International Journal of Business and Development Studies. 2(1): 131-146.
Heidari, H., & Bashiri, S. (2012). "Investigating the Relationship between Real Exchange Rate Uncertainty and Stock Price Index in Tehran Stock Exchange Using VAR-GARCH Models". Economic Modeling Research. 9(3): 71-93.{In Persian}.
Heidari, H., & Bashiri, S. (2012). "Investigating the Relationship between Real Exchange Rate Uncertainty and Stock Price Index in Tehran Stock Exchange Using VAR-GARCH Models". Economic Modeling Research. 9(3): 71-93.{In Persian}.
Jafari, S. A., & Motameni, M. (2009). "Inflation and Inflation uncertainty in Iran". Australian Journal of Basic and Applied Sciences, 3(3): 2935-2938.
Jafari, S. A., & Motameni, M. (2009). "Inflation and Inflation uncertainty in Iran". Australian Journal of Basic and Applied Sciences, 3(3): 2935-2938.
Komijani, A., & Tavakolian, H., & Tavakolian, A. (2013). "The survey of causality between inflation, production growth, oil prices and their uncertainty using a Trivariate GARCH Model". Iranian Economic Journal: Macroeconomics(IEJM). 15(1): 83-108. {In Persian}.
Komijani, A., & Tavakolian, H., & Tavakolian, A. (2013). "The survey of causality between inflation, production growth, oil prices and their uncertainty using a Trivariate GARCH Model". Iranian Economic Journal: Macroeconomics(IEJM). 15(1): 83-108. {In Persian}.
Lee, J. and Strazicich, M. C. (2004). "Minimum LM Unit Root Test with One Structural Break". Appalachina State University Working Papers, No.04-17.
Lee, J. and Strazicich, M. C. (2004). "Minimum LM Unit Root Test with One Structural Break". Appalachina State University Working Papers, No.04-17.
Mendy, D. and Widodo, T. (2018)."On the Inflation-Uncertainty Hypothesis in The Gambia: A Multi-Sample View on Causality Linkage". MPRA Paper No. 86743.
Mendy, D. and Widodo, T. (2018)."On the Inflation-Uncertainty Hypothesis in The Gambia: A Multi-Sample View on Causality Linkage". MPRA Paper No. 86743.
Monjazeb, M. R., & Mahmoodi, P. M. (2017). "Government Size and Inflation in Developing Countries: a Panel Data Approach". Economic Modeling Research. 26(3): 65-87.{In Persian}. [
DOI:10.18869/acadpub.jemr.7.26.65]
Monjazeb, M. R., & Mahmoodi, P. M. (2017). "Government Size and Inflation in Developing Countries: a Panel Data Approach". Economic Modeling Research. 26(3): 65-87.{In Persian}. [
DOI:10.18869/acadpub.jemr.7.26.65]
Monjazeb, M. R., & Nosrati, R. (2018). "Advanced Econometrics Models". First Edition. Mehraban Publisher. Tehran. 415 pages.{In Persian}.
Monjazeb, M. R., & Nosrati, R. (2018). "Advanced Econometrics Models". First Edition. Mehraban Publisher. Tehran. 415 pages.{In Persian}.
Narayan, P. K., & Smyth, R. (2006). "What Determines Migration Flows from Low-Income to High Income Countries? An Empirical Investigation of Fiji-U.S. Migration 1972-2001". Contemporary Economic Policy. 24(2): 332-342. [
DOI:10.1093/cep/byj019]
Narayan, P. K., & Smyth, R. (2006). "What Determines Migration Flows from Low-Income to High Income Countries? An Empirical Investigation of Fiji-U.S. Migration 1972-2001". Contemporary Economic Policy. 24(2): 332-342. [
DOI:10.1093/cep/byj019]
Nelson, D. B. (1991). "Conditional heteroskedasticity in asset returns: A new approach". Econometrica. 59: 347-370. [
DOI:10.2307/2938260]
Nelson, D. B. (1991). "Conditional heteroskedasticity in asset returns: A new approach". Econometrica. 59: 347-370. [
DOI:10.2307/2938260]
Pesaran, M. H., & Shin, Y., & Smith, R. J. (2001). "Bounds Testing Approaches to the Analysis of Level Relationships". Journal of Applied Econometrics, 16, 289-326. [
DOI:10.1002/jae.616]
Pesaran, M. H., & Shin, Y., & Smith, R. J. (2001). "Bounds Testing Approaches to the Analysis of Level Relationships". Journal of Applied Econometrics, 16, 289-326. [
DOI:10.1002/jae.616]
Samadi, A, H., & Tabatabaee, S. M. (2013). "Investigating the Relationship between Inflation Rates and Inflation Uncertainty in Iran by Using Markov-Switching Regression". Economical Modeling. 7(23): 47-63. {In Persian}.
Samadi, A, H., & Tabatabaee, S. M. (2013). "Investigating the Relationship between Inflation Rates and Inflation Uncertainty in Iran by Using Markov-Switching Regression". Economical Modeling. 7(23): 47-63. {In Persian}.
Shahabadi, A,. & Salmani, Y., & Valinia, A. (2017). "The Relationship between Inflation and Inflation Uncertainty with an Emphasis on Rational Expectation in Iran". Financial Monetary Economics. 20(12): 45-63. {In Persian}.
Shahabadi, A,. & Salmani, Y., & Valinia, A. (2017). "The Relationship between Inflation and Inflation Uncertainty with an Emphasis on Rational Expectation in Iran". Financial Monetary Economics. 20(12): 45-63. {In Persian}.
Shin, Y., & Yu, B. C., & Greenwood-Nimmo, M. (2014). "Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework", Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications, eds. By R. Sickels and W. Horrace: Springer, 281-314. [
DOI:10.1007/978-1-4899-8008-3_9]
Shin, Y., & Yu, B. C., & Greenwood-Nimmo, M. (2014). "Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework", Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications, eds. By R. Sickels and W. Horrace: Springer, 281-314. [
DOI:10.1007/978-1-4899-8008-3_9]
Tao, R., & Li, Z. Z., & Li, X. L. & Su, C. W. (2018). "A Reexamination of Friedman-Ball's Hypothesis in Slovakia: Evidence from Wavelet Analysis". Romanian Journal of Economic Forecasting. 21(4):41-54.
Tao, R., & Li, Z. Z., & Li, X. L. & Su, C. W. (2018). "A Reexamination of Friedman-Ball's Hypothesis in Slovakia: Evidence from Wavelet Analysis". Romanian Journal of Economic Forecasting. 21(4):41-54.
Tariq, A. H. Al-Zohd & Saleh, M. H. (2017). "Inflation and Inflation Uncertainty Nexus in Kuwait: A GARCH Modeling Approach". International Journal of Economics and Financial. 7(5): 198-203.
Tariq, A. H. Al-Zohd & Saleh, M. H. (2017). "Inflation and Inflation Uncertainty Nexus in Kuwait: A GARCH Modeling Approach". International Journal of Economics and Financial. 7(5): 198-203.
Tashkini, A. (2006). "Does inflation uncertainty change with inflation levels?". Economic Research. 41(2): 193-210. {In Persian}.
Tashkini, A. (2006). "Does inflation uncertainty change with inflation levels?". Economic Research. 41(2): 193-210. {In Persian}.
Telatar, F., & Telatar, E. (2003). "The relationship between inflation and different sources of inflation uncertainty in turkey". Applied Economic Letters, 10, 431-435. [
DOI:10.1080/1350485032000066868]
Telatar, F., & Telatar, E. (2003). "The relationship between inflation and different sources of inflation uncertainty in turkey". Applied Economic Letters, 10, 431-435. [
DOI:10.1080/1350485032000066868]
Trabelsi, A., & Achour, M. (2005). "Markov switching and state-space approaches for investigating the link between inflation level and inflation uncertainty". Review of Middle East Economics and Finance. 3(2): 31-52.
Trabelsi, A., & Achour, M. (2005). "Markov switching and state-space approaches for investigating the link between inflation level and inflation uncertainty". Review of Middle East Economics and Finance. 3(2): 31-52.
Warne, A. (2000). "Causality and regime inference in a Markov switching VAR". Working Paper Series, 118. Sveriges Riks bank (Central Bank of Sweden).
Warne, A. (2000). "Causality and regime inference in a Markov switching VAR". Working Paper Series, 118. Sveriges Riks bank (Central Bank of Sweden).
William, M., & Vijverberg, C. P. C. (2009). "Changing inflation dynamics and uncertainty in the United States". Southern Economic Journal. 75: 736-749.
William, M., & Vijverberg, C. P. C. (2009). "Changing inflation dynamics and uncertainty in the United States". Southern Economic Journal. 75: 736-749.
تحقیقات مدلسازی اقتصادی