تاثیر غیرخطی اندازه دولت بر تورم در ایران: رهیافت مارکوف سوئیچینگ

اسماعیلی، بابک (1400). بررسی تاثیر رشد اقتصادی و مخارج دولت بر نرخ تورم با استفاده از رویکرد رگرسیون انتقال ملایم (STR)، پژوهش­های رشد و توسعه اقتصادی، 12(45)، 130-115.  doi:10.30473/egdr.2021.53605.5864

سامانی­پور، حسن، ابونوری، اسمعیل و نادمی، یونس (1395). تورم و اندازه دولت در ایران: رویکرد رگرسیون آستانه­ای. پژوهشهای اقتصادی)رشد و توسعه پایدار(، 16 (4)، 125-107. http://ecor.modares.ac.ir/article-18-2421-fa.html

شیرین­بخش، شمس­اله و میقانی، سمیه (1394). بررسی تاثیر اندازه دولت بر تورم در کشورهای عضو اپک. دوفصلنامه مطالعات تجربی اقتصاد ایران، 1(2)، 38-27. https://iues.ilam.ac.ir/article_18051.html

صادقی، سید کمال، شیبائی، امینه و فشاری، مجید (1389). بررسی عوامل موثر بر تورم با تاکید بر اندازه دولت. مدلسازی اقتصادی، 4 (شماره 1 (پیاپی11))، 91-73. https://journals.iau.ir/article_555583.html

منتظری شورکچالی، جلال و زاهد غروی، مهدی. (1400). بررسی اثر اندازه دولت بر بیکاری در ایران: شواهد جدید از الگوی مارکوف – سوئیچینگ. بررسی مسائل اقتصاد ایران، 8 (شماره 1 (شماره پیاپی:15))، 333-359 . doi:10.30465/ce.2021.7274

منجذب، محمد رضا و محمودی پاتی، محسن (1395). اندازه دولت و تورم در کشورهای در حال توسعه: رهیافت پانل دیتا. تحقیقات مدلسازی اقتصادی، 26 (7)، 87-65. doi:10.18869/acadpub.jemr.7.26.65

مهرآرا، محسن، برخورداری، سجاد و بهزادی صوفیانی، محسن (1395). تاثیر مخارج دولت بر تورم در عبور از محیط تورمی با رویکردSTR . فصلنامه پژوهشنامه اقتصادی، 16 (30)، 101-75. doi:10.22054/joer.2016.4202

Abou-Zaid, A. S. (2018). Does Government Spending Have a Role in Inflation-Growth Nexus?--Evidence from a Dynamic Time Series Threshold Analysis in Egypt. IUP Journal of Applied Economics, 17(3), 60-84. https://www.researchgate.net/publication/327340095

Afonso, A., Şen, H., & Kaya, A. (2018). Government size, unemployment, and inflation nexus in eight large emerging market economies. REM Working Paper, 038-2018. doi.org/10.2139/ssrn.3174414

Anzoategui, D., Comin, D., Gertler, M., & Martinez, J. (2016). Endogenous Technology Adoption and R&D as Sources of Business Cycle Persistence.

Armey, R. K. (1995). The Freedom Revolution: The New Republican House Majority Leader Tells Why Big Government Failed, Why Freedom Works, and How We Will Rebuild America, Regnery Pub. https://cir.nii.ac.jp/crid/1130000795918255360

Beck, M. (1979). Inflation, government spending, and real size of the public sector. Atlantic Economic Journal, 7(3), 25-34. doi.org/10.1007/BF02300338

Bernstein, E. M. (1936). Public Expenditure, Prices, and the National Income. Southern Economic Journal, 2 (3), 34-46. doi.org/10.2307/1053194

Bianchi, F., Kung, H., & Morales, G. (2017). Growth, Slowdowns, and Recoveries. https://public.econ.duke.edu/~fb36/Papers_Francesco_Bianchi/BianchiKungMorales_growth.pdf

Clark, C. (1933). The National Income and the Theory of Production. The Economic Journal, 43(170), 205-216. doi.org/10.2307/2224462

Clark, C. (1964). Taxmanship Principles and proposals for the reform of taxation. (No Title). https://cir.nii.ac.jp/crid/1130282271783205376

Cuciniello, V. (2009). The impact of fiscal-monetary policy interactions on government size and macroeconomic performance. Economic Modelling, 26(5), 918-925. doi.org/10.1016/j.econmod.2009.02.014

d'Alessandro, A., Fella, G., & Melosi, L. (2019). Fiscal Stimulus With Learning-By-Doing. International Economic Review, 60(3), 1413-1432. doi.org/10.1111/iere.12391

Deschamps, Ph. J. (2008). Comparing smooth transition and Markov switching autoregressive models of US unemployment. Journal of Applied Econometrics, 23, (4), 435-462. doi.org/10.1002/jae.1014

Dupor, B., & Li, R. (2015). The expected inflation channel of government spending in the postwar US. European Economic Review, 74, 36-56. doi.org/10.20955/wp.2013.026

Esfandiari, M., Dehbashi, V., Mohammadi, H., & Shahraki, I. (2012). The effect of government size on inflation in Iran. Life Science Journal, 9(4), 2511-2515. https://www.researchgate.net/publication/286008091

Esmaeili, B. (2021). Study of the Effect of Economic Growth and Government Spending on Inflation Rate Using the Soft Transition Regression (STR) Approach. Economic Growth and Development Research, 12(45), 130-115 [In Persian]. doi.org/ 10.30473/egdr.2021.53605.5864

Fallahi, F. & Rodríguez, G. (2007). Using Markov-Switching Models to Identify the Link between Unemployment and Criminality. Working Paper, University of Ottawa. https://www.researchgate.net/publication/23565944

Franses, P. H., & Van Dijk, D. (2000). Non-linear time series models in empirical finance. Cambridge University Press.

Friedman, M., (1963), Inflation: Causes and Consequences. Bombay: Asia Pub. House.

George-Anokwuru, C. C., & Ekpenyong, B. I. (2020). Government Expenditure and Inflation in Nigeria. Journal of Economics and Management Sciences, 3(2), 29-37. doi.org/10.30560/jems.v3n2p29

Granger, C. W., & Newbold, P. (1973). Some comments on the evaluation of economic forecasts. Applied Economics, 5(1), 35-47. doi.org/10.1080/00036847300000003

Hamilton, J. D. (1994). Time series analysis. Princeton: Princeton University Press.

Imoisi, A. I., Ajudua, E. I., & Odishika, V. A. (2023). Government expenditure and inflation rate in Nigeria: an empirical assessment. Journal of Academic Research in Economics, 15(2). 368-386. https://www.jare-sh.com/downloads/jul_2023/ajudua.pdf

Jørgensen, P. L., & Ravn, S. H. (2018). The inflation response to government spending shocks: A fiscal price puzzle?. Københavns Universitet.

Kandil, M. (2006). The growth of government spending and the money supply. Journal of Economic Studies, 33(6), 406-436. doi.org/10.1108/01443580610710398

Kia, A. (2006). Deficits, debt financing, monetary policy and inflation in developing countries: Internal or external factors?: Evidence from Iran. Journal of Asian Economics, 17(5), 879-903. doi.org/10.1016/j.asieco.2006.08.011

Koyuncu, A. F. T. (2014). Causality network between budget deficit, money supply and inflation: An application to Turkey. International Journal of Business and Social Science, 5(10), 225-235. https://citeseerx.ist.psu.edu/document?repid=rep1&type=pdf&doi=0377805b5f3922aa0dc822a07640275052c521e6

Krolzig, H. M., & Krolzig, H. M. (1997). The markov-switching vector autoregressive model. Markov-switching vector autoregressions: Modelling, statistical inference, and application to business cycle analysis, 6-28. doi.org/10.1007/978-3-642-51684-9

Leeper, E. M. (1991). Equilibria under ‘active’and ‘passive’monetary and fiscal policies. Journal of monetary Economics, 27(1), 129-147. doi.org/10.1016/0304-3932(91)90007-B

Magazzino, C. (2011). The nexus between public expenditure and inflation in the Mediterranean countries. Theoretical and Practical Research in Economic Fields (TPREF), 2(03), 94-107. https://www.researchgate.net/publication/235981747

Mehrara, M., & Sujoudi, A. (2015). The relationship between money, government spending and inflation in the Iranian economy. International Letters of Social and Humanistic Sciences, 51, 89-94. https://www.scipress.com/ILSHS.51.89.pdf

Mehr-Ara, M., Barkhordari, S., & Behzadi Soufiani, M. (2016). The Impact of Government Spending on Inflation through the Inflationary Environment; Smooth Transition Regression Approach. Economics Research, 16(60), 75-105 [In Persian]. doi.org/ 10.22054/joer.2016.4202

Mehrara, M., Soufiani, M. B., & Rezaei, S. (2016). The impact of government spending on inflation through the inflationary environment, STR approach. World Scientific News, 37, 153-167. https://www.researchgate.net/publication/362016025

Monjazeb M, Mahmoodi Pati M. (2016). Government Size and Inflation in Developing Countries: a Panel Data Approach. Journal of Economic Modeling Research, 7(26), 68-87 [In Persian]. doi.org/10.18869/acadpub.jemr.7.26.65

Montazeri Shoorekchali, J., & Zehed Gharavi, M. (2021). The Effect of Government Size on Unemployment in Iran: New Evidence from the Markov-Switching Model. Journal of Iranian Economic Issues, 8(1), 333-359 [In Persian]. doi.org/ 10.30465/ce.2021.7274

Nademi, Y., & Winker, P. (2022). Non-Linear effects of government size on inflation in OPEC Countries: A threshold panel approach. Iranian Economic Review, 26(1), 199-214. doi.org/ 10.22059/ier.2022.86979

Ngerebo, T. A., & Harcourt, P. (2006). Government Spending and inflation in Nigeria. Nigerian Journal of Monetary, 6 (6-7), 45-50. https://www.researchgate.net/publication/280289215

Nguyen, T. D. (2019). Impact of government spending on inflation in Asian emerging economies: Evidence from India, China, and Indonesia. The Singapore Economic Review, 64(05), 1171-1200. doi.org/10.1142/S0217590816500338

Nguyen, T. T., Phan, T. D., & Tran, N. A. (2022). Impact of fiscal and monetary policy on inflation in Vietnam. Investment Management and Financial Innovations, 19(1), 201-209. doi.org/ 10.21511/imfi.19(1).2022.15

Niskanen, W. A. (1978). Deficits, government spending, and inflation: What is the evidence?. Journal of Monetary Economics, 4(3), 591-602. doi.org/10.1016/0304-3932(78)90053-3

Ogbonna, B. C. (2014). Inflation dynamics and Government size in Nigeria. International Journal of Economics, Commerce and Management, 2(12), 1-22. https://www.researchgate.net/publication/271504659

Olayungbo, D. O. (2013). Government spending and inflation in Nigeria: an asymmetry causality test. International Journal of Humanities and Management Sciences (IJHMS), 10(6), 238-242. https://www.researchgate.net/publication/268816938

Phelps, E. S. (1973). Inflation in the theory of public finance. The Swedish Journal of Economics, 75(1): 67-82. doi.org/10.2307/3439275

Rodrı́guez, G., & Sloboda, M. J. (2005). Modeling nonlinearities and asymmetries in quarterly revenues of the US telecommunications industry. Structural Change and Economic Dynamics, 16(1), 137-158. doi.org/10.1016/j.strueco.2004.03.001

Sadeghi, S K., Shibai, A., & Pushari, M. (2010). The Study of Inflation Main determinants by Emphasizing on Government Size. Economic  Modeling, 4(11), 73-91 [In Persian]. https://journals.iau.ir/article_555583.html

Samanipour H, Abounoori E, Nademi Y. Inflation and Government Size in Iran: Threshold Regression Approach. QJER 2016; 16 (4) :107-125 [In Persian]. http://ecor.modares.ac.ir/article-18-2421-fa.html

Sargent, T. J., & Wallace, N. (1981). Some unpleasant monetarist arithmetic. Federal reserve bank of minneapolis quarterly review, 5(3), 1-17. http://www.minneapolisfed.org/research/QR/QR531.pdf

Shirin Bakhsh, Shams Elah, & Mighani, Samia. (2014). Investigating the effect of government size on inflation in OPEC member countries. Empirical studies of Iran's economy 27-38, 1(2) [In Persian]. https://iues.ilam.ac.ir/article_18051.html

Sims, C. A. (1994). A simple model for study of the determination of the price level and the interaction of monetary and fiscal policy. Economic theory, 4(3), 381-399. doi.org/10.1007/BF01215378

Tehranchian, A. M., Samimi, A. J. and Behravesh, M. (2010), Government Size, Inflation and Economic Growth in Iran. Australian Journal of Basic and Applied Sciences, 4(8), 3934-3937. https://www.researchgate.net/publication/228078451

Wang, X., & Wen, Y. (2019). Macroeconomic effects of government spending in China. Pacific Economic Review, 24(3), 416-446. doi.org/10.1111/1468-0106.12242

Woodford, M. (1994). Monetary policy and price level determinacy in a cash-in-advance economy. Economic theory, 4 (3), 345-380. doi.org/10.1007/BF01215377

Yakubu, W. H., & Idris, M. (2023). Government Expenditure, Inflation and Economic Growth Nexus In Nigeria. Journal ID: JIJOSAM, 1(2/006), 60-78. https://www.researchgate.net/profile/Miftahu-2/publication/377152711

Yarmohammadi, M., Mostafaei, H. & Safaei, M. (2012). Markov Switching Models for Time Series Data with Dramatic Jumps. Sains Malaysiana, 41(3), 371-377. https://www.researchgate.net/publication/264945609

Zapata, H. O. & Gauthier, W. M. (2003). Threshold Models in Theory and Practice (No. 1363-2016-107904). https://www.researchgate.net/publication/23515812