شبیه‌سازی و پیش‌بینی سیاست پولی بهینه با رهیافت مونت کارلو

References

Aboulhassani, A., Shaygani, B., & Zandian, Z. (2020). The effect of interest rate and exchange rate on inflation targeting with heterogeneous inflation expectations approach. Journal of Econometric Modelling, 5(1), 87- 110. (In Persian)  https://doi.org/10.22075/jem.2020.18166.1338

Aragón, E. K. D. S. B., & Portugal, M. S. (2009). Central Bank preferences and monetary rules under the inflation targeting regime in Brasil. Brazilian Review of Econometrics, 29(1), 79-109.

Bacchiocchi, A., & Giombini, G. (2021). An optimal control problem of monetary policy. Discrete & Continuous Dynamical Systems-Series B, 26(11). https://doi.org/10.3934/dcdsb.2021224

Bastanzad, H., & Davoudi, P. (2019). Optimal Monetary Poily and Finansial stability in Iran (VAR under Policy Approach). Journal of Econometric Modelling, 4(1), 57- 91. (In Persian) https://doi.org/10.22075/jem.2019.17882.1317

Bhattacharya, R., & Patnaik, I. (2014). Monetary policy analysis in an inflation targeting framework in emerging economies: The case of India. India Macro Policy Review. https://macrofinance.nipfp.org.in/PDF/12Pr-Bhattacharya_BP2014_fpas.pdf

Billi, R., Galí, J., & Nakov, A. (2024). Optimal monetary policy with r∗< 0. Journal of Monetary Economics, 142, 103518. https://doi.org/10.1016/j.jmoneco.2023.09.005

Dargahi, H., & Sharbatoghli, R. (2011). Monetary Policy Rule in Case of Inflation Persistency of Iran: An Optimal Control Approach. Journal of Economic Research, 45(4), 1- 27. (In Persian) https://dorl.net/20.1001.1.00398969.1389.45.4.1.8

Eskandari, M., Memarnejad, A., & Hoseini, S. S. (2025). Analyzing the Effect of Economic Shocks and Optimal Monetary Policy on Welfare in the Iranian Economy with Dynamic Stochastic General Equilibrium (DSGE). Economic Growth and Development Research, 15(75), 151- 170. (In Persian) https://doi.org/10.30473/egdr.2025.72959.6923

Freitas, P., & Muinhos, M. (2001). A simple model for inflation targeting in Brazil (No. 18). Central Bank of Brazil, Research Department. https://www.bcb.gov.br/content/publicacoes/WorkingPaperSeries/wps18.pdf

Gholizadeh Kenari, S., Pourfaraj, A., & Jafari Samimi, A. (2018). A Comparative Study of the Efficiency of Optimal Monetary Policy in Iran. Journal of Applied Theories of Economics, 4(4), 27- 60. (In Persian) https://ecoj.tabrizu.ac.ir/article_6907_84b7d15f7ea24fb20e12e3b27285452f.pdf

Gorgini, M., Salehi Asfiji, N., & jalaee, S. A. (2025). The Optimal Monetary Rule in the Iranian Economy Based on the Optimization of the Preference Function of the Central Bank. Journal of Economic Research, 60(3), 1302- 1325. https://doi.org/10.22059/jte.2025.385929.1008952

Heidarpour, A. (2021). Welfare Analysis of Monetary policy in Iran's Economy. Stable Economy Journal, 2(2), 45- 80. (In Persian) https://doi.org/10.22111/sedj.2021.39349.1121

Izadi, H. R., & Dahmardeh, N. (2012). The Relationship between Money Demand Function, Performance of Monetary and Financial Policies and Forecasting the Money Demand Function in Iran. Journal of Applied Economics Studies Iran, 1(1), 165- 190. (In Persian) https://dorl.net/20.1001.1.23222530.1391.1.1.7.9

Li, X., Zhou, X., Ruoxi, Z., & Wan, Y. (2023). Growth Preference or Inflation Preference: An Investigation on the Nonlinear Monetary Policy Response of Central Banks. https://doi.org/10.21203/rs.3.rs-2423812/v1

Moreira, T. B. S., Souza, G. S., & Almeida, C. L. (2007). Fiscal theory of the price level and the interaction of monetary and fiscal policies: the Brazilian case. Brazilian Review of Econometrics, 27(1). https://ssrn.com/abstract=992331

Rahimzadeh Namvar, M., & Khalili Araghi, M. (2020). Assessment of Time Inconsistency of Monetary Policy in the Approach of Exchange Rate Targeting Rule in Iran. Journal of Economic Studies and Policies, 7(1), 177- 202. (In Persian) https://doi.org/10.22096/esp.2020.102886.1193

Rudebusch, G., & Svensson, L. E. (1999). Policy rules for inflation targeting. In Monetary policy rules (pp. 203-262). University of Chicago Press. https://www.nber.org/system/files/chapters/c7417/c7417.pdf

Sabouri, A., Rabiei, M., Zandi, F., & Shakouri, B. (2023). The effect of optimal monetary policy on liquidity and inequality of income distribution. Journal of Islamic Economics & Banking, 12(42), 387- 405. (In Persian) URL: http://mieaoi.ir/article-1-1358-fa.html

Salami, A.B. (2003). An overview of the Monte Carlo simulation method. Economic Research, 3(8), 117- 138. (In Persian) https://joer.atu.ac.ir/article_3457.html?lang=en

Shapiro, A. H., & Wilson, D. J. (2022). Taking the fed at its word: A new approach to estimating central bank objectives using text analysis. The Review of Economic Studies, 89(5), 2768-2805. https://doi.org/10.1093/restud/rdab094

Yazdani, M., Dargahi, H., & Akbari Afrouzi, R. (2017). Inflation Targeting with Emphasis on Real Exchange Rate in Iran’s Economy. Iranian Journal of Economic Research, 22(72), 151- 186. (In Persian) https://doi.org/10.22054/ijer.2017.8295