بازبینی رابطه‌ی میان تورم و نااطمینانی آن در ایران: کاربردی از تبدیل موجک پیوسته

Aguiar-Conraria, L., Azevedo, N., & Soares, M.J. (2008). Using wavelets to decompose the time–frequency effects of monetary policy. Physica A: Statistical Mechanics and its Applications, 387, 2863–2878.

Albulescu, C. T., Twari, A. V., Miller, S. M., & Gupta, R. (2019). Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data. Scottish Journal of Political Economy, 66(5), 673 – 702.

Apergis, N., Bulut, U., Ucler, G., & Ozsahin, S. (2021). The causal linkage between inflation and inflation uncertainty under structural breaks: Evidence from Turkey. The Manchester School, 89(3), 259-275.

Ball, L. (1992). Why does high inflation raise inflation uncertainty?. Journal of Monetary Economics, 29(3), 371-388.

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.

Berument, H., Yalcin, Y., & Yildirim, J. (2009). The effect of inflation uncertainty on inflation: Stochastic volatility in mean model within a dynamic framework. Economic Modelling, 26(6), 1201-1207.

Chen, S. W., Shen, C. H., & Xie, Z. (2006). Nonlinear relationship between inflation and inflation uncertainty in Taiwan. Applied Economics Letters, 13(8), 529-533.

Cukierman, A., & Meltzer, A. H. (1986). A theory of ambiguity, credibility, and inflation under discretion and asymmetric information. Econometrica: Journal of the Econometric Society, 54(5), 1099-1128.

Ehsani, M. A., & Taheri Bazkhaneh, S. (2018). The application of continuous wavelet transform in discovering the dynamics of the causal relationship between liquidity and its components with inflation: A case study of Iran. Journal of Economic Research, 53(2), 235-278. (In Persian).

Emami, K., Salman pour, A. (2006). Inflation and inflationary uncertainty in Iran, A new approach to investigate interrelationships. Future Study Management, 18(2), 53 – 67. (In Persian).

Eslamloeiyan, K., & Khosravi, Z. (2017). The effect of different inflationary regimes on the dynamics of inflation and inflation uncertainty in Iran. Monetary & Financial Economics, 23(12), 135-160. (In Persian).

Evans, M., & Wachtel, P. (1993). Inflation regimes and the sources of inflation uncertainty. Journal of Money, Credit and Banking, 25(3), 475-511.

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), 69-91.

Farzinvash, A., Elaahi, N., Kiaalhosseini, S., Haashemi Dizaj, A. (2021). Granger causality between inflation and inflation uncertainty in Iran: A MSVAR approach. Quarterly Journal of Applied Theories of Economics, 3(2), 23-48. (In Persian).

Farzinvash, A., Labafi firiz. (2014). The effect of inflation uncertainty on inflation and value added growth industry sector in Iran's economy (using bivariate GARCH model). Macroeconomics Research Letter, 9(18), 10-126. (In Persian).

Feyza, E. H., & Rahmi, Y. (2014). The relationship between inflation and inflation uncertainty in Turkey. Экономика региона, 4, 246 – 254.

Friedman, M. (1968). The role of monetary policy. American Economic Review, 58, 1–17.

Friedman, M. (1977). Nobel lecture: inflation and unemployment. Journal of political economy, 85(3), 451-472.

Grier, K. B., & Perry, M. J. (1998). On inflation and inflation uncertainty in the G7 countries. Journal of International Money and Finance, 17(4), 671-689.

Grossmann, A., & Morlet, J. (1984). Decomposition of Hardy functions into square integrable wavelets of constant shape. SIAM Journal on Mathematical Analysis, 15(4), 723-736.

Hajamini, M. (2019). Asymmetric causality between inflation and uncertainty: Evidences from 33 developed and developing countries. Journal of Quantitative Economics, 1-23.

Hartmann, M., & Herwartz, H. (2012). Causal relations between inflation and inflation uncertainty—Cross sectional evidence in favour of the Friedman–Ball hypothesis. Economics Letters, 115(2), 144-147.

Holland, A. S. (1993). Comment on inflation regimes and the sources of inflation uncertainty. Journal of Money, Credit, and Banking, 25(3), 514.

Holland, A. S. (1995). Inflation and uncertainty: Tests for temporal ordering. Journal of Money, Credit and Banking, 27(3), 827-837.

Jiranyakul, K. (2020). The linkages between inflation and inflation uncertainty in selected Asian economies: Evidence from Quantile regression. Journal of Advanced Studies in Finance (JASF), 11(22), 74-80.

Khatır, A. Q., Güvenek, B., & Mangır, F. (2020). The relationship between inflation and inflation uncertainty: Empirical evidence from Turkey. Journal of Academic Value Studies, 6(4), 331-340

Loh, L. (2013). Co-movement of Asia–Pacific with European and US stock market returns: A cross-time-frequency analysis. Research in International Business and Finance, 29, 1–13.

Madanian, B. (2018). Spillover effect of producer and consumer inflation and inflation uncertainty in the Iranian economy. Quarterly Journal of Fiscal and Economic Policies, 6(22), 69-92. (In Persian).

Mladenovic, Z. L. (2007). Relationship between inflation and inflation uncertainty: The case of Serbia.  Yugoslav Journal of Operations Research, 19(1), 171 – 183.

Nasr, A. B., Balcilar, M., Ajmi, A. N., Aye, G. C., Gupta, R., & Van Eyden, R. (2015). Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model. Emerging Markets Review, 24, 46-68.

Okun, A. M. (1971). The mirage of steady inflation. Brookings Papers on Economic Activity, 1971(2), 485-498.

Phelps, E.S. (1967). Phillips curves, expectations of inflation and optimal unemployment over time. Economica, 34, 254–281.

Piraee, K., & Dadvar, B. (2011). The effect of inflation on economic growth in Iran with special emphasis on uncertainty. The Economic Research, 11(1), 67-80. (In Persian).

Pourgerami, A., & Maskus, K. E. (1987). The effects of inflation on the predictability of price changes in Latin America: Some estimates and policy implications. World Development, 15(2), 287-290.

Rasekhi, S., Khan Alipour. (2012). Inflation, growth, uncertainty of inflation and growth in Iran: An application of multivariate GARCH model, Macroeconomics Research Letter, 7(13), 13-38. (In Persian).

Riadh, R. A., & Baaziz, Y. T. (2015). The interaction between inflation and inflation uncertainty: A multivariate time-varying asymmetric approach. Available at SSRN 2661577.

Romer, D. (2012). Advanced Macroeconomics, McGraw-Hill, (4^th Edition).

Rösch, A., & Schmidbauer, H. (2016). WaveletComp 1.1: A guided tour through the R package. URL: http://www. hsstat. com/projects/WaveletComp/WaveletComp_guided_tour. pdf.

Rossi, B., Sekhposyan, T., & Soupre, M. (2016). Understanding the sources of macroeconomic uncertainty. Available at SSRN 2816841.

Roueff, F., & Sachs, R. (2011). Locally stationary long memory estimation. Stochastic Processes and their Applications, 121(4), 813–844.

Shahabadi, A., Salmani, Y., & Valinia, A. (2017). The relationship between inflation and inflation uncertainty with an emphasis on rational expectation in Iran. Monetary & Financial Economics, 23(12), 45-63. (In Persian).

Shokravi, S., & Khalili Araghi, S.M. (2015). Investigating the non-linear causality between inflation and inflation uncertainty in Iran. Applied Economics Quarterly, 5, 11 – 21. (In Persian)

Su, C. W., Yu, H., Chang, H. L., & Li, X. L. (2017). How does inflation determine inflation uncertainty? A Chinese perspective. Quality & Quantity, 51(3), 1417-1434.

Taheri Bazkhaneh, S., Ehsani, M. A., & Gilak Hakim Abadi, M. T. (2018). The investigating of the dynamic relationship between financial cycles with business cycles and the inflation gap in Iran: An application of wavelet transform. Economic Growth and Development Research, 9(33), 121-140. (In Persian).

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. Journal for Economic Forecasting, (4), 41-54.

Torrence, C. & Compo, G. (1998). A practical guide to wavelet analysis. Bulletin of the American Meteorological Society, 79, 61–78.

Torrence, C. & Webster P. J. (1998). The annual cycle of persistence in the El Niño–Southern oscillation. Quarterly Journal of the Royal Meteorological Society, 124, 1985–2004.

Ungar, M., & Zilberfarb, B. Z. (1993). Inflation and its unpredictability--Theory and empirical evidence. Journal of Money, Credit and Banking, 25(4), 709-720.

Viorica, D., Jemna, D., Pintilescu, C., & Asandului, M. (2014). The relationship between inflation and inflation uncertainty. Empirical evidence for the newest EU countries. PloS one, 9(3), e91164.

Wen, Y. (2005). Understanding the inventory cycle. Journal of Monetary Economics, 52(8), 1533-1555.

Živkov, D., Njegić, J., & Pećanac, M. (2014). Bidirectional linkage between inflation and inflation uncertainty–the case of Eastern European countries. Baltic Journal of Economics, 14(1-2), 124-139.