تأثیر شوک‌های نفتی بر درآمدهای مالیاتی ایران با استفاده از مدل BVAR

 

Abbaszadeh, M., (2015). “Investigating the effect of oil revenue shock on macroeconomic variables under the Bayesian Vector Autoregression model (BVAR)”. Master Thesis in Economics, Faculty of Social and Economic Sciences, Al-Zahra University [In Persian].

Ahmed, K.; Ahmed, N. & Ramzan, M., (2019). “Decomposing the links between oil price shocks and macroeconomic indicators: evidence from SAARC region”. Resources Policy, No. 61, Pp: 423-432.

Al-Tajai, I. & Arbab Fazli, M., (2012). “Asymmetric Effect of Oil Revenues on Iran's Macroeconomic Variables: An Application of GARCH and SVAR models”. Economic Development Research, No. 2 (7), Pp: 110-89 [In Persian].

Anamaria, P., (2015). “The value of fiscal discipline for oil-exporting countries”. European Central Bank, No. 59 (3), Pp:  250-268.

Arshadi A, Mossavi H. (2014), “Evaluation of Asymmetric Effects of Oil Shocks on Economic Growth of Iran (1971-2008)”. QJER, No. 14 (3), Pp: 179-200 [In Persian].

Cavalcanti, T. & Jalles, J. T., (2013). “Macroeconomic effects of oil price shocks in Brazil and the United States”. Applied Energy, No. 104, Pp: 475–486.

Charfedine, L. & Barkat, K., (2020). “Short and long-run asymmetric effects of oil prices and oil and gas revenues on the real GDP and economic diversification in the oil-dependent economy”. Energy Economics, No. 86, Pp: 46-80.

Chaudhry, A., (1989). “The price of wealth: business and state in labor remittance and oil economics”. International Organization, No. 43(1), Pp: 101-195.

Cologni, A. & Manera, M., (2013). “Exogenous oil shocks, fiscal policies, and sector reallocations in oil-producing countries”. Energy Economics, No. 35, Pp: 42–57.

Emami, K. & Adibpour, M., (2012). “Oil income shocks and economic growth in Iran”. Economic Modelling, No. 29, Pp: 1774–1779.

Enders, W., (2002). Applied Time Series Econometrics. Translated by: Sadeqi, M. & Shavalpour, S. Imam Sadiq University, Tehran Press.

Falahati, A.; Fattahi, Sh.; Heidari Dizgarani, A. & Shukri, N., (2017). “Study of financial stability and transient financial shocks in the Iranian economy”. Financial Economics, No. 11 (41), Pp: 157-123[In Persian].

Faraji, S., (2014). “The effects of oil shocks on government expenditures and government revenues nexus (with an application to Iran's sanctions)”. Economic Modelling, No. 40, Pp: 299-313.

Farzanegan, M. R., (2011). “Oil revenue shocks and government spending behavior in Iran”. Energy Economics, No.3 3, Pp: 1055–1069.

Ghura, H., (1998). “Tax revenue in sub-Saharan Africa: effects of economic policies and corruption”. IMF Working Paper, No. 24, Pp: 98-135.

Hamilton, J. D., (1990). “Analysis of time series subject to changes in regime”. Journal of Econometrics, No. 45(1-2), Pp: 39-70.

Hassanzadeh, M.; Sadeghi, H.; Usefi, A.; Sahabi, B.; Ghanbari, A., (2013). “Oil Price Fluctuations and Household Welfare in Iran. QJER. No. 12 (4), Pp: 55-74 [In Persian]

Heller, S., (1975). “A model of public fiscal behavior in developing countries: aid, investment, and taxation”. American Economic Review. No. 65, Pp: 429-445.

Ismail Nia. A, Asghar. P, Azadeh. P, Mohammad R & Karimi. M, (2012). “Explaining and analyzing the effects of oil shocks on the behavior of government spending in the Iranian economy”. Financial Economics Quarterly, No. 6 (20), Pp: 126-93 [In Persian].

Izadkhasti. H., (2018). “Dynamic Effects of Oil Revenues on the Government Behavior in the Allocation of Consumption Expenditure on Public and Defense Affairs”. JMSP, 6(21), Pp: 140-160[In Persian].

James, A., (2015). “US state fiscal policy and natural resources”. American Economic Journal: Economic Policy, No. 7(3), Pp: 238-57.

Jezdani, A., (2016). “Study of the effect of tax on GDP and inflation in Iran in the framework of a stochastic dynamic general equilibrium model”. PhD Thesis in Economics, Tarbiat Modares University, Tehran [In Persian].

Komijani, A. and Asadieh Mehmandosti, A., (2010). “Measuring the Effect of Oil & Monetary Shocks on the Economic Growth of Iran”. Economic Research, No. 45 (92), Pp: 239-262 [In Persian].

Khiabani, N & Amiri. H, (2014). “The Position of Monetary and fiscal Policies with emphasizing on Oil Sector with DSGE Models (the case of Iran)”. Economic Research, No. 14(54) [In Persian].

Knebelmann, J., (2017). Natural resources' impact on government revenues (No. 2017/10). Wider Working Paper.

Leuthold, J. H., (1991). “Tax shares in developing economies: a panel study”. Journal of Development Economics, No. 35, Pp: 173−185.

Litterman, B., (1986). “Forecasting with Bayesian Vector Autoregression- five years of experience”. Journal of Business and Economic Statistics, No. 4 (1), Pp: 28-47.

Lorena, M. & Gomz, P., (2013). “Fiscal sustainability and fiscal shocks in a dollarized and oil-exporting country Ecuador”. Research Institute of Applied Economics, Working Paper, No. 40, Pp: 1-40.

Loya, L. & Blanco, L., (2008). “Measuring the importance of oil-related revenues in total fiscal income for Mexico”. Energy Economics, No. 30, Pp: 2552-2568.

Lütkepohl, H., (1993). Introduction to Multiple Time Series Analysis. 2^nd edition, Springer pub., Berlin.

Mahdavi, S., (2008). “The level and composition of tax revenue in developing countries: evidence from unbalanced panel data”. International Review of Economics and Finance, No.17, Pp: 607-617.

Majid, M. & Neda, S., (2019). “The Effect of Financial and Monetary Shocks on the Iranian Taxation System along with Determining Optimal Tax Rates of Consumption, Salary and Wages (General Equilibrium Approach using Genetic Algorithm)”. Tax Research Journal; No. 25 (36). Pp: 177-210 [In Persian].

Makian, S. N.; Tavaklian, H. & Najafi Farashah, S. M., (2009). “Study of the effect of direct tax shock on GDP and inflation in Iran in the framework of a stochastic dynamic general equilibrium model”. Financial Economics, No. 13 (49), Pp: 1-46 [In Persian].

McGuirk, E. F., (2013). “The illusory leader: natural resources, taxation, and accountability”. Public Choice, No. 154(3), Pp: 285-313.

Mehrara, M.; Jabalameli, F. & Mojab, R. (2013). “The Role of oil revenue shocks in the Iranian economy, a TVP-VAR approach”. Iranian Economic Review, No. 17 (3), Pp: 43-51.

Mohammadi, H. & Baratzadeh, A., (2013). “The Effect of Oil Revenue Shocks on Government Expenditure and Liquidity in Iran Economy”. Iranian Journal of Energy Economics, No. 2 (7), Pp: 129-145 [In Persian].

Mohantfar, Y., (2016). “The study of the effect of oil volatility on the macro economy variables in Iran on VAR (A Case Study 1971-2011)”. Applied Economic Studies in Iran (AESI), No. 5 (17), Pp. 242-225 [In Persian].

Molaei, M. & Ali, O., (1398). “The Effects of Oil Revenues Shocks on Households’ Consumption Expenditures in Iran”. Economic Research, No. 54(1), Pp: 250-233 [In Persian].

Moreira, R. R., (2014). Analyzing monetary policy’s transmission mechanisms through effective and expected interest rates: an application of MS models: Bayesian VAR and Co-integration Approach for Brazil. Department of Economics, Espirito Santo Federal University.

Nakhli, S. R.; Rafat, M.; Dastjerdi, R. B. & Rafei, M., (2021). “Oil sanctions and their transmission channels in the Iranian economy: A DSGE model”. Resources Policy, No. 70, Pp: 101963.

Nusair, S., (2019). “Oil price and inflation dynamics in the Gulf Cooperation Council Countries”. Energy, No. 181, Pp: 997-1011.

Olomola, P. A. & Adejumo, A. V., (2006). “Oil price stock and macroeconomic activities in Nigeria”. International Research Journal of Finance and Economics, 3, Pp: 28-34.

Rajabian, M. A.; Sabahi. A.; Lotfalipour, M. R. & Behnameh, M., (2019). “The Effect of Macroeconomic Stability Indices Shocks on “TEPIX” by Bayesian VAR Model Approach”. Economic Growth and Development research, No: 9(33), Pp: 79-90 [In Persian].

Ranjbar, H.; Sameti, M. & Malian, M., (2013). “The Possibility of Replacing Tax Revenues with Oil Revenues: A Case Study of Iran”. Applied Economics, No. 6 (19), Pp. 38-27 [In Persian].

Reyes-Loya, M. L. & Blanco, L., (2008). “Measuring the importance of oil-related revenues in total fiscal income for Mexico”. Energy Economics, No. 30 (5), Pp: 2552-2568.

Rosen, H., (2005). Public Finance. London, Mc- Growhill publication, U.S.

Ross, M. L., (2015). “What have we learned about the resource curse?”. Annual Review of Political Science, No. 18, Pp: 239-259.

Sadeghi Shahedani, M.; Sahib Honar, H.; Azimzadeh Arani, M. & Hosseini Dolatabadi, S., (2012). “Analysis of the Effects of Monetary Shocks on Macro Variables in Iran a Bayesian VAR Approach”. Applied Economic Studies in Iran (AESI), No. 1(4), Pp: 91-123 [In Persian].

Sahib Honar, H. & Nadri, K., (2013). “Economic Analysis of the Effect of Increasing Oil Revenues on Revenue Distribution with BVAR Approach: A Case Study of Iran”. Iranian Energy Economics (Environmental and Energy Economics), No. 2 (9), Pp: 115-149 [In Persian].

Sepehrdoost, H., (2020). “Iran's economy; Public finance and budgeting”. Bu Ali Sina University Press, Hamedan [In Persian].

Sims, C., (1980). “Macroeconomics and Reality”. Econometrica, No. 48, Pp: 1- 48.

Waggoner, D. F. & Zha, T., (1999). “Conditional forecasts in dynamic multivariate models”. Review of Economics and Statistics, No. 81(4), Pp: 639–651.

Zakharov, N., (2020). “Asymmetric oil price shocks, tax revenues, and the resource curse”. Economics Letters, No. 186, Pp:108515.

Zaranejad, M.; Tabae Izadi, A. & Hosseinpour, F., (2014). “Measurement and Analysis of Oil Revenues Effect on Tax Revenues in Iran”. Iraninan Jouornal of Trade Studies (IJTS), No. 72, Pp: 111-137 [In Persian].

Zellner, A., (1994). An introduction to bayesian inference in econometrics. John Willey & Sons Inc.