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    政大機構典藏 > 商學院 > 財務管理學系 > 學位論文 >  Item 140.119/89673


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    題名: 臺灣總體經濟數列長期趨勢與短期波動關聯之研究
    作者: 梁志民
    貢獻者: 汪義育
    梁志民
    日期: 1990
    1989
    上傳時間: 2016-05-02 17:04:01 (UTC+8)
    參考文獻: 參考文獻
    一、中文部份
    1.汪義育(1985):“台灣物價與所得波動之探討-向量自迴歸模型分析之結論”中國經濟學會論文集。
    2.汪義育(1989):“台灣景氣波動基本性質之分析”台大經濟系主編之，台灣景氣循環與經濟成長，研討會論文。
    3.汪義育(1989):總體經濟時間數列分析之方法與運用。台北:華泰。
    4.汪義育(1990):“台灣貨幣與所得間因果關係之研究”中研院經濟所，台灣金融情勢與物價問題，研討會論文。
    5.蔡麗茹(1988):“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。

    二、英文部分:
    1. Banerjee.A., R. L. Lumsdaine. and J. H. Stock (1990): "Recursive and Sequential Tests of the Unit Root and Trend Break Hypotheses:Theory and International Evidence," NBER Working Paper No. 3510
    2. Beveridge.S., and C. R. Nelson (1981): "A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the Business cycle," Journal of Monetary Economics.7.151-174.
    3. Billingsley. P. (1968): Convergence of Probability Measures. New York: John Wiley.
    4. Brock. W., and L. Mirman (1972): "Optimal Economic Growth and Uncertainty: The Oiscounted Case," Journal of Economic Theory.4,479-513.
    5. Campbell. J. Y ., and N.G. Mankiw (1987a): "Are Output Fluctuations Transitory?" Quarterly Journal of Economics,102.857-880.
    6. Campbell, J. Y., and N. G. Mankiw (1987b): "Permanent and Transition Components in Macroeconomic Fluctuations." American Economic Review.Papers and Proceedings.77.111-117.
    7. Cochrane.J. H. (1988): "How Big Is the Random Walk in GNP?" Journal of Political EconoIDY.96.893-920.
    8. Cochrane,J. H ., and A.M. Sbordone (1988): "Multivariate Estimates of the Permanent Components of GNP and Stock Prices," Journal of Economic Dynamics and Control,12,255-296.
    9. Dickey,D. A., and W.A. Fuller (1979): "Distribution of the Estimators for Autoregressive Time Series with a Unit Root," Journal of the American Statistical Association. 74,427-431.
    10. Dickey,D. A., and W. A. Fuller (1981): "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica,49,1057-1072.
    11. Eichenbaum,M. (1990): "Real Business Cycle Theory: Wisdom or Whimsy?" NBER Working Paper No. 3432.
    12. Engle,R. F., and C.W. J. Granger (1987): "Cointegration and Error Correction: Representation, Estimation and Testing,"Econometrica, 55,251-276.
    13. Fuller,V. A. (1976): Introduction to Statistical Time Series. New York: John Wiley and Sons.
    14. King,R. G., C. I. Plosser. and S. T. Rebelo (1988): "Production,Growth and Business Cycles. I. The Basic Neoclassical Model,"Journal of Monetary Economics,21.195-232.
    15. King,R. G., C. I. Plosser, and S. T. Rebelo (1988): "Production,Growth and Business Cycles. II.New Directions," Journal of Monetary Economics,21,309-341.
    16. King,R. G., C. I. Plosser, J.H. Stock, and M.W. Watson (1987): “Stochastic Trends and Economic Fluctuations." NBER Working Paper No. 2229.
    17. KYdland, F., and E. Prescott (1982): "Time to Build and Aggregate Fluctuations," Econometrica,50.1345-1370.
    18. Long,J., and C. I. Plosser (1983): "Real Business Cycle," Journal of Political Economy,91 ,39-69.
    19. McCallum,B. (1988): "Real Business Cycle Models," NBER Working Paper No. 2480.
    20. Nelson,C., and C. Plosser (1982): "Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications,"Journal of Monetary Economics,10,139-162.
    21. Perron,P. (1988): "Trends and Random Walks in Macroeconomic Time Series: Further Evidence from a New Approach," Journal of Economic Dynamics and Control,12,297-332.
    22. Perron,P. (1989): "The Great Crash, The Oil Price Shock, And the Unit Root Hypothesis," Econometrica,57,1361-1401.
    23. Phillips,P. C. B. (1987): "Time Series Regression with Unit Roots,"Econometrica,55,277-302.
    24. Phi11ips, P. C. B. (1988): "Regression Theory for Near-Integrated Time Series," Econometrica, 56, 1021-1043.
    25. Phillips,P. C. B., and S. Ouliaris (1988): "Testing for Co-Integration Using Principal Components Methods," Journal of Economic Dynamics and Control,12,205-230.
    26. Phillips,P. C. B., and S. Ouliaris (1990): "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica,58,165-193.
    27. Phillips,P. C. B., and P. Perron (1988): "Testing for a Unit Root in Time Series Regression," Biometrika,75,335-346.
    28. Prescott,E. C. (1986): "Theory Ahead of Business Cycle Measurement," Federal Reserve Bank of Minneapolis,Quarterly Review,Fall,9-22.
    29. Said,S.E., and D.A. Dickey (1984): "Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order,”Biometrika,71,599-608.
    30. Sargan,J. D., and A. Bhargava (1983): "Testing the Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk," Econometrica, 51, 153-174.
    31. Schwert,G. W. (1987): "Effects of Model Hisspecification on Tests for Unit Roots in Macroeconomic Data," Journal of Monetary Economics,20,73-103.
    32. Schwert,G. W. (1988): "Tests for Unit Roots: A Monte Carlo Investigation," NBER Technical Working Paper No. 73.
    33. Sims,C. A. (1980): "Macroeconomics and Reality," Econometrica, 48,1-47.
    34. Sims,C. A., and J.H. Stock, and H.W. Watson (1990): "Inference in Linear Time Series Models with Some Unit Roots," Econometrica,58,113-144.
    35. Stock,J. H. (1987): "Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors," Econometrica,55,1035-1056.
    36. Stock,J. H., and M. W. Watson (1988): "Testing for Common Trends,"Journal of American Statistical Association,83,1097-1107.
    37. Stock,J. H., and M.W. Watson (1989): "Intepreting the Evidence on Honey-Income Causality," Journal of Econometrics,40,161-181.
    38. Summers,L. H. (1986): "Some Skeptical Observations on Real Business Cycle Theory," Federal Reserve Bank Of Minneapolis,Quarterly Review,Fall,23-27.
    39. White,H. (1984): Asymptotic Theory for Econometricians. New York:Academic Press.
    描述: 碩士
    國立政治大學
    財政學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002004970
    資料類型: thesis
    顯示於類別:[財務管理學系] 學位論文

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