| Reference: | 李紀珠"最通通貨籃制度設計兼論實質有效匯率指數"經建會委託研究報告， 1991a.
圖"有效匯率指數之三于估與分析一以新台幣為例"財稅研究，1991b.
圖tl 可調整通貨籃匯率制度下最適匯率調整法則"管理科學學報第九卷第一期，中華民國管理科學學會出版， 1992a, 51-69
.`"釘住通貨籃匯率制度設計"經濟論文叢刊，第二十輯第三期，固立台灣大學經濟系出版， 1992b , 221-239.
一，林立娟"新台幣有效匯率指數新編一共積方法之應用Worldng Paper , 1996 ，國立政治大學經濟系.
呂桂玲"新台幣對美元匯率決定之實證研究逢甲大學經濟研究所碩士論文， 1989 .
吳致寧"匯率與單根-台灣之實證研究"經濟論文， 1993 ， 101-133
詐登芳共整合與蜻買力分析:台灣之實證研究逢甲大學碩士論文， 1993 .
睞莉佩購買力平價撿定暨匯率決定相關因素之探討淡江大學金融研究所碩士論文， 1994
陳信宏新台幣對美元匯率之決定與預測一貨幣學說之實證研究淡江大學金融研究所碩士論文， 1992
曾應泉"長期購買力平價理論之再驗證一台灣與主要工業國家問之實證研究"固立中正大學國際經濟所碩士論文， 1994.
蕭美珠"購買力一台灣之實證研究國立政治大學碩士論文， 1983蔡鍾屏匯率預測模型的比較一以匯率決定理論為例"國立台灣工業技街研究所工業管理組碩士論文， 1990
潘璟靜"台灣貨幣購買力于價成敗之探討"國立中正大學國際經濟研究所碩士論文， 1992 .
蘇富敏"購買力平價說一台灣實證之研究"文化大學經濟研究所碩士論文， 1989.
Abuaf, Niso, and Philippe Jouron, "Purchasing Power Parity in the Long Run," The Journal of Finance, 45, 1990, 157-l74.
Adler, Michael and B. Lehmarm, "Deviations from Purchasing Power Parity in the Long Run," The Journal of Finance, 38, 1983, 1471-1487.
Asraul Hoque, "A Test of The Purchasing Power Parity Hypothesis, II Applied Economics, 27(3), 1995,311-315.
Bahmaru-Oskooee, Mohsen, "Purchasing Power Parity Based on Effective Exchange Rate and Cointegration: 25 LDCs` Experience with its Absolute Formulation," World Development, 21, 1993, 1023-1031.
------, "Is There a Long -Run Relation Between the Trade Balance and the Real Effective Exchange Rate ofLDCs?" Economic Letters, August 1991, 403-407.
------ and Hyun-Jae Rhee, "Testing For Long-Run Purchasing Power Parity: An Examination of Korean Won," International Economic Journal, Autumn 1992, 93-103.
Baillie, R. T., and D. D. Selover, "Cointegration and Model of Exchange rate Determination," International Journal of Forecasting, 3, 1987, 43-51.
Beach E. D., N. C. Kruse and N. D. Uri, "The Doctrine of Relative Purchasing Power Parity Re-examined," Journal of Economic Studies, 20(3),1993,3-23.
------, "Doctrine of Relative Purchasing Power Parity under Fixed and Flexible Exchange Rates Reconsidered, II The International Trade Journal, Summer 9(2), 1995,273-302.
Chen, Baizhu, "Long-Run Purchasing Power Parity: evidence from some European Monetary System countries," Applied Economics, 27(4), 1995,377-383.
Cheung, Y. W. and K. Lai, "Long-Run Purchasing Power Parity during the Recent Float, II Journal of International Economics, 34, 1993, 181-192.
Choudhry, T., McNown R. and M. S. Wallace, "Purchasing Power Parity and the Canadian Float in the 1950`s," Review of Economic and Statistics, 73,1991,558-563.
Corbae, Dean and Sam Ouliaris, "Cointegration and Tests of Purchasing Power Parity," The Review of Economics and Statistics, August 1988, 508-511.
------, "A Test of Long-run Purchasing Power Parity Allowing for Structural Breaks,1I The Economic Record, March 1991,26-33.
Darby, M. R., "Movements in Purchasing Power Parity: The Short and Long Runs," in: Michael R. Darby et a1., eds., The international transmission of inflation (The University of Chicago Press, Chicago), 1980,462-477.
Davutyan, N. and 1. Pippenger, "Purchasing Power Parity Did not Collapse During the 1970s,1I American Economic Review, 75,1985,1151-1158.
------, "Testing Purchasing Power Parity: Some Evidence of the Effects of Transactions Costs," Econometric Reviews, 9, May 1990, 211-240.
Dickey, David and Wayne A. Fuller, IIDistribution of the Estimates for Autoregressive Time Series with a Unit Root, II Journal of the American Statistical Association ,74, June 1979, 427-43l.
------, "Likelihoor Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, 49, July 1981, 1057-1072.
Doan, Thomas, RATS User`s Manual, Evanston, Ill: Estima, 1992.
Dornbusch, Rudiger, "Expectations and Exchange Rate Dynamics," Journal of Political Economy, 84, Dec. 1976, 1161-1176.
Driskill, Robert, and Stephen McCafferty, "Exchange Rate Dynamics with
Wealth Effects: Some Theoretical Ambiguities," Journal of
International Economics, 19, Nov. 1985, 329-340.
Edison, H. 1., "Purchasing Power Parity in the Long Run: A Test of the Dollar/ Pound Exchange Rate," Journal of Money, Credit and Banking, 19, 1987, 376-387.
------, and Klovland, "A quantitative reassessment of the purchasing power parity hypothesis: Some evidence on Norway and the United Kingdom," Journal of Applied Econometrics, 2, 1987,309-334.
Enders. W., "ARIMA and Cointegration Tests ofPPP under Fixed and Flexible Exchange Rate Regimes," Review of Economics and Statistics, 70, 1988, 504-508.
Engle, R. F. and Granger, C. W. J., "Cointegration and Error Correction: Representation, Estimation, and Testing," Eonometrica, 2, 1987, 251-276.
Flood, R. P., "Explanation of Exchange Rate Volatility and Other Empirical
Regularities in Some Popular Models of the Foreign Exchange
Market," Carnegie-Rochester Conference Series on Public Policy, 15, 1981,215-250.
Flynn, N. A. and 1. L. BOllcher, "Tests of Long-Run Purchasing Power Parity Using Alternative Methodologies," Journal of Macroeconomics, 15(1), 1993,109-122.
Frenkel, 1. A., "Purchasing Power Parity - Doctrinal Perspective and Evidence from the 1920s`," Journal of International Ecnomics, 8, 1978, 169-191.
------, "The Collapse of Purchasing Power Parity During the 1970`s," European Economic Review, 16, 1981a, 145-165.
------, "Flexible Exchange Rates, Prices, and the Role of `News`: Lessons from the 1970s," Journal of Political Economy, 89, 1981 b, 169-191.
------ and C. A. Rodriguez, "Exchange Rate Dynamics and Over-shooting Hypothesis," IMF Staff Papers, 1982, 1-30.
Fung, H. G., Wai K. Leung, Bansi Sawhney and Eden S. H. Yu, "An Emperical Investigation of Purchasing Power Parity," The Indian Economic Journal, 41 (3), 1994, 120-128.
Gan, W. B. "On the Deviations from Purchasing Power Parity: The Case of the Ringgit Effective Exchange Rate," Applied Economics, 23, 1991, 1461-147l.
Goering, G. and Michael K. Pippenger, "The Empirical Power of Unit Root Tests Under Threshold Processes," Working Paper, University of Alaska, August 1992.
Gonzalo,1. "Comparison of Five Alternative Methods of Estimating LongRun Equilibrium Relationships," Discussion Paper 89-55, University of California, San Diego.
Granger Clive and P. Newbold, "Spurious Regression in Econometric," Journal of Econometrics, 2, 1974, 111-120.
Growder, William 1., "Purchasing Power Parity Over the Modern Float: An Application in Higher Order Co integration, " Economic Letters, 40(3), 1992, 313-318.
Hakkio, Craig c., "A Re-examination of Purchasing Power Parity: A Multicountry and Multi-period Study, II Journal of International Economics, 17, 1984,265-277.
------, "Does the Exchange Rates Follow a Random Walk? A Monte Carlo Study of Four Tests for a Random Walk, II Journal of International Money and Finance, 5, 1986, 221-229.
Harberger, A. D., IIObservations on the Chilean Economy 1973-1983,11 Economic Development and Cultural Change, 34, April 1985, 451-462.
Huizinga 1., "An Empirical Investigation of the Long-Run Behavior of Real Exchange Rates, II Carnegie Rochester Conference Series on Public Policy, 27, 1987, 149-214.
Hylleberg, S., Engle, R. F., Granger, C. W. 1. and Yoo, B. S., IISeasonal Integration and Cointegration," Journal of Econometrics, 44, 1990, 215-238.
Johansen. S., "Statistical Analysis of Co integration Vectors,1I Journal of Economic Dynamics and Control, 12, 1988, 231-254.
------, "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models,1I Econometrica, 59, 1991a, 1551-1580.
------, "The Power function for the likelihood ratio test for cointegration, II 1.
Gruber, ed., Econometric decision models: New methods of modelling and applications, 1991b, 323-335.
Johansen S. and K. Juseiius, "Maximum Likelihhood Estimation and Inference on Cointegration With Applications to the Demand for Money,!! Oxford Bulletin of Economics and Sttistics, 52, 1990, 169-210.
------, "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the VIP for UK," Journal of Econometrics, 53, 1992, 211-244.
Johnson, D. R., "Cointegration, Error Correction, and Purchasing Power Parity Between Canada and The United States, II Canadian Journal of Economics, 1990, 839-855.
Karfakis, C. and D. Moschos, "Testing for Long Run Purchasing Power Parity: A Time Series Analysis for Greek Drachma, 11 Economic Letters, 30, 1989, 245-248.
Kim, Y, IIPurchasing Power Parity in the Long-Run: A Cointegration Approach, II Journal of Money, Credit and Banking, 22, 1990a, 491-503.
------, IIPurchasing Power Parity: Another Look at the Long Run Data,11 Economic Letters, 32, 1990b, 339-344.
Kugler, P. and C. Lenz, IIMultivariate Cointegration Analysis and the LongRun Validity of PPP, 11 Review of Economics and Statistics, 75(1), Feb. 1993,180-184.
Kwiatkowski, Denis, Peter C. B. Phillips, Peter Schmidt and Yongcheol Shin, IITesting the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are Vie that Economic Time Series Have a
Unit Root?" Journal of Econometrics, 54, 1992, 159-178.
Layton, A. and J. Stark, "Cointergration as an Empirical Test of Purchasing Power Parity," Journal of Macroeconimics, 1990, 125-136.
MacDonald, Ronald, "Long-Run Purchasing Power Parity: Is it for real?" The Review of Economics and Statistics, 75(4), 1993,690-695.
Mahdavi, Saeid and Su Zheu, "Purchasing Power Parity in High-Inflation Countries: Further Evidence," Journal of Macroeconomics, 1994, 16(3), 403-422.
Mark, Nelson, "Real and Nominal Exchanges in the Long Run: An Empirical Investigation," Journal of International Economics, 28, 1990, 115-136.
Manzur, M., "An International Comparision of Prices and Exchange Rates: A New Test of Purchasing Power Parity, II Journal of International Money and Finance, 9, 1990,75-91.
------, and Mohamed Ariff, IIPurchasing Power Parity: New Methods and Extensions,1I Applied Economics, 5(1), 1995, 19-26.
McNown, R. and M. S. Wallace, IINational price levels, purchasing power parity, and cointergration: a test offour high inflation economies II Journal of International Money and Finance, 8, 1989, 533-545.
------, "Cointegration Tests of Purchasing Power Parity Among Four Industrial Countries: Results for Fixed and Flexible Rates," Applied Economics, 22(12), 1990, 1729-1737.
Melvin Michael, "International Money and Finance," 3rd ed. New York: Harper Collins Publisher, 1992.
Mussa, Michael, "A Model of Exchange Rate Determination," Journal of Political Economy, 90, 1982,74-104.
Officer, L. H. "The Purchasing Power Parity Theory of Exchange Rates: A Review Article," IMF StajfPapers, 23, 1976,1-60.
------, "The Relationship Between Absolute and Relative Purchasing Power Parity," Review of Economics and Statistics, 60, 1978, 562-568.
------, "Effective Exchange Rates and Price Ratios over the Long Run: A Test of the Purchasing Power Parity Theory," Canadian Journal of Economics, 13, 1980, 206-230.
Patel. J., "Purchasing Power Parity as a Long-run Relation," Journal of Applied Econometrics, 1990, 367-379.
Phillips, P.C.B., "Understanding Spurious Regressions in Econometrics," Journal of Econometrics, 13, 1986, 311-340.
Phylaktis, Kate, "Purchasing Power Parity and Cointegration: the Greek Evidence from the 1920s, II Journal of International Money and Finance, 11, 1992,502-513.
Pippenger, M. K, "Co-integration Tests of Purchasing Power Parity: the Case of Swiss Exchange Rates," Journal of International Money and Finance, 12, 1993, 46-6l.
Pollock, A. C. "A Model of UK Real Effective Exchange Rate Behavior," AppliedEconomics, 21,1989,1563-1587.
Qureshi, ARab. A., "Purchasing Power Parity Under Fixed and Flexible Exchange Rates in A Developing Country," The Indian Economic Journal, 40(3), 1993, 51-57.
Roll, Richard, "Violations of Purchasing Power Parity and Their Implications for Efficient Commodity Markets," in: Saurent and Szego, eds., International finance and trade, vol. 1 (Ballinger), 1979.
Sarantis, Nicholas and C. Stewart, "Seasonality, Cointegration the Long-Run Purchasing Power Parity: Evidence for Sterling Exchange Rates," Applied Economics, 25(2), 1993, 243-256.
Sephton, P. S. and Hans K. Larsen, "Tests of Exchange Market Efficiency: Fragile Evidence from Cointegration Tests, II Journal of International Money and Finance, 10, 1991,561-570.
Sims, Christopher, "Macroeconomics and Reality," Econometrica, 48, Jan. 1980,1-49.
------., "Bayesian Skepticism on Unit Root Econometrics," Journal of Economic Dynamics and COl1lrol, 112, 1988,463-474.
Taylor, Mark P., "An empirical examination oflong-run purchasing power parity using cointergration techniques" Applied Economics, 20, 1988, 1369-1381.
------, "Dollar-Sterling Exchange Rate in the 1920s: Purchasing Power Parity and the Norman Conquest of $4. 86," Applied Economics, 24, 1992, 803-811.
------, and P. C. McMahon, "Long-Run Purchasing Power Parity in the 1920`s," European Economic Review, 32, 1988, 179-197.
Whitt, J. A, Jr. "The Long Run Behavior of the Real Exchange Rate: A reconsideration," Journal of Money, Credit and Banking, 24, 1992, 72-82 |
