بررسی اثر تکانه سیاست پولی بر حباب قیمت سهام (الگوی TVP-VAR)

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Dourandish, A., Shariat, E., & Arzande, N. (2014). The Study of Volatility Spillover Effects of The Exchange Rate on Agricultural Industry Index Listed on The Stock Exchange. Journal of Agricultural Economics and Development, 28(2), 177-184.

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Habibi, R., salehi rad, M., & zare pour, M. (2017). Bayesian Modeling Speculative Bubbles in Iran Stock Market. Journal of Risk modeling and Financial Engineering, 2(2), 225-241.

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Jalili, Z., Asari Arani A., Yavari K., & Heydari H. (2018). Evaluating the Monetary Policy Transmission Mechanism through the Stock Market in Iran Using the Structural Vector Auto Regressive (SVAR) Model. QJER, 17:(4), 173-195.

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Nakajima, J., Munehisa, K. & Toshiaki, W. (2011). “Bayesian Analysis of Time Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy”. Journal of the Japanese and International Economies, 25, 3, 225-245.

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Sharifi Renani, H. (2010). The Effects of Monetary Policy on Production and Prices in Iran: A Structural Vector Error Correction (SVEC) Approach. The Journal of Economic Policy, 2(3), 45-69.

Taghavi, M., & Lotfi, A. (2006). The Effects of Monetary Policy On The Volume Of Deposits, Lending Facilities And Liquidity Of The Country's Banking System (During The Years 1995-2003). Economics Research, 6(20), 131-165.

Taherianfar, M., & Minooi, M. (2016). Identification of financial bubbles using finite time singular GARCH model ("Case study of Tehran Stock Exchange"), 2nd International Conference on Industrial Engineering and Management, Tehran.

Toparlı, E. A., Çatık, A. N & Balcılara, M. (2019). The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach. Physica A: Statistical Mechanics and its Applications, 535(c).

Zeinvand, A., Mohammadi, A., Ghaishavi, Q., & Abdollahi, F. (2018). The Effect of Monetary Policy and General Level of Prices On Bubble In Stock Prices Through The Asset Price Channel In Iran (1991-2014). Quarterly Journal of Quantitative Economics, 15(1), 1-26.