1- Canova, F. (1993) Modeling and Forecasting Exchange Rates with a Bayesian Time-Varying Coefficient Model, Journal of Economic Dynamics and Control, 17(1-2), 233-261.
2- Cogley, T. and Sargent, T.G. (2005) Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S, Review of Economic Dynamics, 8(2), 262-302.
3- De Jong, P. and Shepard, N. (1995) The Simulation Smoother for Time Series Models, Biometrika 82, 339-50.
4- Esfahani, H.S. and Mohaddes, K. and Pesaran, M.H., (2012), An Empirical Growth Model for Major Oil Exporters, Cambridge Working Papers in Economics.
5- Farzanegan, M.R. (2011) Oil Revenue Shocks and Government Spending behavior in Iran, Energy Economics, 33, 1055-1069.
6- Farzanegan, M.R. and Markwardt, G. (2009) The Effects of Oil Price Shocks on the Iranian Economy, Energy Economics, 31(1), 134-151.
7- Hamilton, J.D. (1996) This is What Happened to the Oil PriceMacroeconomy Relationship, Journal of Monetary Economics, 38, 215-220.
8-Jimenez-Rodriguez, R. and Sanchez, M. (2005) Oil Price Shocks and Real Growth: Empirical Evidence for Some OECD Countries, Applied Economics, 37,201-228.
9- Mojab, Ramin and Mahdi, S. Barakchian (2011), The Effects of Oil Revenues Shocks on Real Non-oil Output, Pool va Eghtesad, 9, 45-89 (Text in Persian).
10- Rosser, A. (2006) Escaping the Resource Curse, New Political Economy, 11(4), 557-570.
11- Sims, C.A. (1993) A Nine-Variable Probabilistic Macroeconomic Forecasting Model, NBER Chapters, in: Business Cycles, Indicators, and Forecasting, 179-212.
12- Sims, C.A., Stock, J.S. and Watson, M.W. (1990) Inference in Linear Time Series Models with Some Unit Roots, Econometrica, 58(1), 113-144.
13- Stock, J.H. and Watson, M.W. (1996) Evidence on Structural Instability in Macroeconomic Time Series Relations, Journal of Business & Economic Statistics, 14(1), 11-30.
)