حیدری، حسن. (1390). ارزیابی تأثیر شوکهای پولی بر قیمت و سطح فعالیتها در بخش مسکن با استفاده از یک الگوی FAVAR. فصلنامه تحقیقات مدلسازی اقتصادی، 6: 153-129.## خداپرست شیرازی، جلیل. (1393). اندازه‌گیری اثرات شوک سیاست پولی در ایران: رویکرد خودتوضیح برداری عامل تعمیم‌یافته (FAVAR). اقتصاد مقداری، 11(1): 101-75. ##شریفی رنانی، حسین، اکبر کمیجانی و حمید شهرستانی. (1388). بررسی سازوکار انتقال پولی در ایران: رویکرد خودرگرسیونی برداری ساختاری. فصلنامه پول و اقتصاد، 2: 176-145. ##کمیجانی، اکبر و مجتبی حائری. (1392). نقش قیمت مسکن در مکانیسم انتقال سیاست پولی. فصلنامه راهبرد اقتصادی، 5: 68-41. ##مشیری، سعید و محسن واشقانی. (1389). بررسی مکانیزم انتقال پولی و زمانیابی آن در اقتصاد ایران. فصلنامه مدلسازی اقتصادی، 11(1): 32-1. ##نظری، محسن و الهام فرزانگان. (1389). سیاست پولی و حباب مسکن در تهران. مجله تحقیقات اقتصادی، 91، 249-229. ##
Amir Ahmadi, P. & A. Ritschl. (2010). Depression Econometrics: A FAVAR Model of Monetary Policy during the Great Depression. CEP Discussion Papers, Centre for Economic Performance, LSE dp0967, Centre for Economic Performance, LSE. ##Amir Ahmadi, P., G. Amisano, M. Ciccarelli, I. Jaccard, M. Jarocinsky & N. Kiyotaki. (2009). Credit Shocks, Monetary Policy, and Business Cycles: Evidence from a Structural Time Varying Bayesian FAVAR. Goethe University. ##Bai, J. & S. Ng. (2002). Determining the Number of Factors in Approximate Factor Models. Econometrica, 70: 191-221. ##Bernanke B. & J. Boivin. (2003). Monetary Policy in a Data-Rich Environment. Journal of Monetary Economics, 50: 525-546. ##Bernanke, B. & A. Blinder. (1992). The Federal Funds Rate and theChannels of Monetary Transmission. American Economic Review, 82 (4): 901-921. ##Bernanke, B.S., J. Boivin & P.S. Eliasz. (2005). Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach. The Quarterly Journal of Economics, 120(1): 387- 422. ##Bernanke, B.S., M. Gertler & S. Gilchrist. (1999). The Financial Accelerator in A Quantitative Business Cycle Framework, In: John B. Taylor and Michael Woodford, Editor(s), Handbook of Macroeconomics, Elsevier, 1(3): 1341-1393. ##Canova, F. & L. Gambetti. (2009) Structural Changes in the US Economy: Is there a Role for Monetary Policy? Journal of Economic, Dynamics & Control , 33: 477–490. ##Carter CK. & P. Kohn. (1994). On Gibbs Sampling for State Space Models. Biometrika, 81: 541-53. ##Dave, C., S.J. Dressler & L. Zhang. (2013). The Bank Lending Channel: A FAVAR Analysis. Journal of Money, Credit and Banking, 45(8): 1705-1720. ##Eliasz, P. (2002). Likelihood-Based Inference in Large Dynamic Factor Models Using Gibbs Sampling.mimeo. Princeton University. ##Fernald, G., M.M. Spiegel & E.T. Swanson. (2014). Monetary Policy Effectiveness in China: Evidence from a FAVAR Model. Working Paper Series, Federal Reserve Bank of San Francisco. ##Forni, A. & L. Gambetti. (2008). The Dynamic E Ects of Monetary Policy: A Structural Factor Model Approach. Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics 026, University of Modena and Reggio E., Dept. of Economics. ##He, Q., P.H. Leung & T. Chong. (2013). Factor-Augmented VAR Analysis of the Monetary Policy in China. China Economic Review, 25: 88-104. ##He, Q., P.H. Leung & T.T.L. Chong. (2013). Factor-Augmented VAR Analysis of the Monetary Policy in China. China Economic Review, 25: 88-104. ##Koop, G. & D. Korobilis. (2009). Bayesian Multivariate Time Series Methods for Empirical Macroeconomics, Working Paper Series 47_09, The Rimini Centre for Economic Analysis. ##Kose, A., C. Otrok & C.H. Whiteman. (2008). Understanding the Evolution of World Business Cycles. Journal of International Economics, 75 (1): 110-130. ##Mumtaz, H., P. Zabczyk & C. Ellis. (2011). What lies Beneath? A Time Varying FAVAR Model for the UK Transmission Mechanism, Working Paper Series 1320,European Central Bank. ##Munir, K. & A.Qayyum. (2012). Measuring the Effects of Monetary Policy in Pakistan: A Factor Augmented Vector Autoregressive Approach. MPRA Paper 35976. University Library of Munich. Germany. ##Munir, K. & A. Qayyum. (2012). Measuring the Effects of Monetary Policy in Pakistan: A Factor Augmented Vector Autoregressive Approach. MPRA Paper 35976, University Library of Munich, Germany. ##Sims, C.A. (1980). Macroeconomics and Reality. Econometrica, 48(1): 1-48. ##Sims, C.A. (1992). Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy. European Economic Review, 36(5): 975-1000. ##Stock, J.H. & M.W. Watson. (1989). New Indexes of Coincident and Leading Economic Indicators. NBER Macroeconomics, 351-393. ##Stock, J.H. & M.W. Watson. (2005). Implications of Dynamic Factor Models for VAR Analysis, Working Paper 11467, National Bureau of Economic Research. ##Stock, J.H. & M.W. Watson. (2002). Dynamic Factor Models, Ch. 2 in M.J. Clements and D.F. Hendry (eds.), Oxford Handbook on Economic Forecasting. Oxford: Oxford University Press. ##Uhlig, H. & P. Amir Ahmadi. (2012). Measuring the Dynamic Effects of Monetary Policy Shocks: A Bayesian FAVAR Approach with Sign Restriction. 2012 Meeting Papers, Society for Economic Dynamics 1060, Society for Economic Dynamics. ##Walsh, C.E. (2010). Monetary Theory and Policy. 3rd ed. Cambridge: MIT Press. ##
)