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    政大機構典藏 > 商學院 > 財務管理學系 > 學位論文 >  Item 140.119/89649
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/89649


    Title: 公共支出與國民所得之因果關係 : 臺灣地區之實證分析
    Authors: 蔡玉時
    Contributors: 汪義育
    蔡玉時
    Date: 1991
    1990
    Issue Date: 2016-05-02 17:03:06 (UTC+8)
    Reference: 一、中文部分:
    1. 汪義育,〝簡論因果關係〞,民意學術專刊, 民國75年春季號。
    2. 汪義育, 總體經濟時間數列分析之方法與運用,華泰書局, 民國78年2月出版。
    3. 徐偉初(1986) ,〝我國國民所得與公共支出:因果關係之實證檢定〞,國立政治大學學報第54期, P65-85。
    4. 孫克難(1985) ,〝國民所得與公共支出, 因果關係之測定〞,企銀季刊, 第九卷, p80-92 。
    5. 蔡麗茹,〝台灣總體經濟變數之因果關係檢定〞,國立政治大學國際貿易研究所碩士論文, 民國77年6月。

    二、英文部分:
    1.Ahsan S.M., Andy C.C. Kwan and B.S. Sahni(1989), " Causality Between Consumption Expenditure and Nation Income: DECO Countries", Public Finance, Vo144, NO.2, P204-213.
    2.Bessler D.A. and J.L. Kling (1984), "A Note on Tests of Granger Causality", Applied
    Economics, 16, P335-42.
    3.Chowdhury A.R. (1987)," Are Causal Relationship sensitive to Causality Tests? " Applied Economics, 19, P459-465.
    4.Cochrane J.H. (1991) "A Critique of the Application of Unit Root Tests", Journal of Economic Dynamics and Control, 15, P275-284.
    5.Cooley T.F. and S.F. Leroy (1985). "Atheoretical Macroeconometrics : A Critique", Journal of Monetary Economics.16,P283-308.
    6.Dickey D.A. and V.A. Fuller (1979), " Distribution of the Estimations for Autoregressive Time Series with a Unit Root", Journal of the American Statistical Associaton, 74. P427-431.
    7.Dickey D.A. and V.A. Fuller (1981). "Likelihood Ratio Statistics for Autoregressive Time Series With a Unit Root", Econometrica.49.No.4,P1057-1072.
    8.Dickey D.A.,`J.R . Bell and R.B. Miller (1986), "Unit Roots in Time Series Models :Tests and Implications", Journal of American Statistical Association, vol 40,No.1. P12-26.
    9.Engle, R.F . and C.W.J. Granger (1987), "CoIntegeration and Error Correction: Representation Estimation and Testing", Econometrica,55,P251-76.
    10.Fuller W.A. (976), Introduction to Statistical Time Series, New York, John Wiley and Sons, chapter 8.
    11.Geweke J.,R. Meese and W. Dent(1983), "Comparing Alternative Tests of Causality in Temporal Systems", Journal of Econometrics,21,P161-94.
    12.Geweke J. (1984), "Inference and Causality in Economic Time Series Models", ind Griliches Z. and Intrligator H.D. (eds) Handbook of Econometrica, vol 2. p.l101-1142.
    13.Granger C.W.J (980), "Testing for Causality : A Personal View Point" ,Journal of Economic Dynamics and Control,2,P329-52.
    14.Granger C.W.J (1988), "Some Evident Development in a Concept of Causality" Journal of Econometrics,39,P199-211.
    15.Harvey, A. C. The Econometric Analysis of Time Series, New York: Second Editcon,1990 .
    16.Holmes J.M. and P.A.Hutton (1988), "A Functional - Form Distribution – Free Alternative to Paramatric Analysis of Granger Causal Models ", Advances in Econometrics ,7, P211-225.
    17.Holmes J.M. and R.A. Hutton (1988)," Optimal Model Selestion When the True Relationship Is Weak and Occurs with a Delay," Economics Letter,30,P333-339.
    18.Holmes J.M. and Hutton P.A, (1990)," Small Sample Properties of the Multiple Rank F -Test with Lagged Dependent Varibles", Economics Letter 33,P55-61.
    19.Holmes J.M. and Hutton P.A. (1990)," On the Causal Relationship Betweem Government Expenditures and National Income" ,The Review of Economics and Statistics, P87-95.
    20.Hsiao C. (1979),~ Causality Test in Econometrics ~, Journal of Economic Dynamics and Control ,1,P321-46.
    21.Hsiao c. (1981),~ Autoregressive Modeling and Money - Income Causality Detection", Journal of Monetary Economics,7,P85-106.
    22.Hsiao C, (1982),~ Autoregressive Modeling and Causal Ordering of Economic Varibles " ,Journal of Economic Dynamics and Control,4,P243-259.
    23.Kim W. and K. Ro (1988), A Causal VARMA Model Analysis with an Application to Canadian Money and Income Data h ,Applied Economjcs,20, P1107-83.
    24.Lutkepohl H. (1982), "Non - Causality Due to Omitted Varibles", Journal of Econometrjcs,19 ,P367-78.
    25.Nagarajan P. and A. Spears (1989), "No Causality Between Government Expenditure and -conomic Growth A Comment ", Public Finance, P134-149.
    26.Ouliaris S., J.Y. Park and Peter C.B. Phillips (1989), "Testing For a Unit Root in the Presence of a Maintained Trend ", Advance in Econometrics 5th World Congress (Econometric Society Monographs) p7-27.
    27.Phillips Peter C.B. and P. Perror(1988), "Testing for a Unit Root in Time Series Regression" ,Bioletrika,75,No.2,P335-46.
    28.Pierce D.A. and L.D. Haugh (1977), "Causality in Temporal System: Characterizations and a Survey ", Journal of Econometrics,5,P265-293.
    29.Pierce D.A. and L.D. Haugh (1979), " The Characterization of Instaneous Causality: A Comment ", Journal of EcoDometrics,lO,P257-59.
    30.Price J.M. (1979), "The Characterization of Instantaneous Causality ", Journal of Econometrics,10,P253-56.
    31.Ram R, (1986), "Government Size and Economic Growth : A Hew Framework and Some Evidence from Cross - Section and Time Series Data " , The American Economic Review, vol 76,No.l, P191-203.
    32.Ral R. (1987), "Wagner`s Hypothesis in Time-Seried and Cross - Section Perspectives: Evidence From Real Data for 115 Countri.es ", The Review of Economics and Statistics, P194-204.
    33.Roberts D.L. and S. Nord (1985), " Causality Tests and Functional Form Sensitivity " , Applied Economjcs,17,P135-41.
    34.Sahni B.S. and B. Singh (1984) " On The Causality Directions Between National Income and Government Expenditure In Canada " ,Public Finance No.3,P359-93.
    35.Said S.E. (1991), "Unit - Roots Test for Time - Series Data with a Linear Time Trend ",Journal of Econometrics,47, P285-303.
    36.Schwert G.V. (1987), "Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data ", Journal of Monetary Economjcs,20,P73-103.
    37.Schwert G.V. (1989), "Tests for Unit Roots: A Monte Carlo Investigation", Journal of Bussiness & Economic Statistics, vol 7,No.2, P147-159.
    38.Sims C.A.,J.R. Stock, and .V. Watson (1990), "Inference in Linear Time Series Model with Some Unit Roots, Econometrica, vol 58, Pl13-44.
    39.Speight Alan E.H. and R.MacDonald (1989), " Does the Public Sector Obey the Rational Expectations - Permanent Income Hypothesis? A Multi - Country Study of the Time Series Properties of Government. Expenditures", Applied Economjcs,21,P1257-1266.
    40.Stock, J.R. and M.W. Waston (1989), "Interpreting the Evidence on Money – Income Causality ". Journal of Econometrics, vol 40, P161-81.
    41.Thornton Daniel L. and Dallas S. Batten (1985) , " Lag - Length Selection and Tests of Granger Caussality between Money and Inocme ", Journal of Money. Credit. and Banking. vol 17,No.2, P164-178.
    42.Tiao,G.C. and R.S. Tsay (1983), "Multiple Time Series Modeling and Extended Sample Cross -Correlations", J,B,E,S" 1,No.1,P43-56.
    43.Tiao,G.C. and R.S. Tasy (1984), "Consistent Estimates of Autogressive Paramet and Exteded Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models ", J.A.S,A. ,vol 79 , P84-96.
    44.Urbain J.P. (1989), " Model Selection Criteria and Granger Causality Tests :An Empirical Note " ,Ecooomics Letters,29,P317-20.
    Description: 碩士
    國立政治大學
    財政學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002004945
    Data Type: thesis
    Appears in Collections:[財務管理學系] 學位論文

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