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    题名: 臺灣貨幣與所得非恆定性與因果關係之研究
    作者: 梁思瑜
    贡献者: 汪義育
    梁思瑜
    日期: 1990
    1989
    上传时间: 2016-05-03 14:14:45 (UTC+8)
    參考文獻: 參考文獻
    一.中文部分
    1.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.
    .汪蓋育，”台灣貨幣與所得間因果關係之研究”，民國79年4月
    2.柳復起，”現代貨幣銀行學”，三民書局，民國76年2月
    3.陳柏青，”景氣循環的時間序列研究方法-台灣實證分析”，國立政治大學財政研究所碩士論文.民國78年6月
    4.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
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    2.Beveridge,s. ,and Nelson.C.R ., 1981,`A New Approach to Decompose of Economic
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    4.Boschen,J.F . , and Mills,L.O ., 1988,?Test of the Relation Between Money
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    5.Camphell,J.Y.,and Mankiw,N.G.,1987.?Are Output Fluctuations Transitory?` . The Quarterly Journal of Economics ,Farthing.
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    in Macroeconomics`,NBER Working Paper e Money-Output Relation` ,Journal of Monetary Economics,22,217-235.
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    11.Coharance,J.H.,1988, `How Big isthe Random Walk in GNP/`,Journal of Political Economy,Vol.96,No.5,893-920.
    12.Danthine,J.P.,Donaldson,J.B.,and Smith,L.,1987, `On the Supernetrality of Money in a Stochastic Dynamic Macroeconomic Model`,Journal of Monetary Economics,20,475-499.
    13.Dickey D.A.,and W.A.Fuller. ,1979, `Distribution of the Estimators for Autoregressive Time Siers with a Unit Root`,Journal of the American Statistical Association,74,427-431.
    14.Dickey D.A.,and W.A.Fuller. ,1979, `Testing for Unit Roots in Seasonal Time Series`,Journal of the American Statistical Association,Vol.79,No.386,355-367.
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    16.Durlauf,S.,and P.C.B.Phillips.,1987, `Trends versus Random Walks in Times Series Analysis`,Econometrica,forthcoming.
    17.Eichenbaum.M ., and K.J.Singleton.1986.?Do Equilibrium Real Business Cycle Theories Expkain Post-war U.S Business Cycles??.N.B.E.R.Working Paper.on.Estimation and Testing?.Econometrica.SS.No.2.251-276.
    19 .Grandolfo.G ., 1987.?International Economics:Book II`.
    20.Granger.C.W.J .? 1988.?Some Evident Development in a Conoept of Causality’.Journal of Econometrics.39.199-211.
    21.Hall.R.E ., 1989.?A Framework for Studting Monetary Non-Neutrality` .NBER Working Paper n Macroeconomic Time Series`.Journal of Business & Economic Statistics.Vol.3.No.3.216-227.
    24.Harvey.A.C ., and Stock.J.H ., 1988.?Continuous Time Auto regressive Models With Common Stochastic Trends?.Journal of Economic Dynamicsand Control.12.36S-384.
    25 .Hsiao.C ., 1981.?Autoregressive Modelling and Money-Income Causality Detecction?.Journal of Monetary Economics.7.85-106.
    26.Hsiao.C ., 1982.?Autoregressive Mondeling and Causal Ordering of Economic Dynamics and Control.4.243-259.
    27.Johnson.S ., 1988.?Statistical Analysis of Cointegration Vectors` .Journal of Economic Dynamic and Control.12.231-254.
    28.Kang.H ., 198S.?The Effects of Detrending in Granger Causality Test`.Journal of Business &Economic Statistics.Vol.3.No.4.344-349.
    29.King.R.G ., and Plosser.C.I ., 1984.?Money.Credit.and Prices in a Real Business Cycle?.American Economic Review.74.363-380.
    30.Litterman.R.B ., and Weiss.L ., 198S?Money.Real Interest Rate.and Output :A Reinterpretation of Postwar U.S. Data?.Econometrica.Vol .S3.No.1,129-156.
    31.Ljungqvist.L ., Park.M ., Stock.J.H ., and Watson.M.W ., 1988.?The Convergence
    of Multivariate `Unit Root` Distributions to their Asymptic Limit:The Case of Money-Income Causality?.Journal of Economic Dynamics and Control.12.489-502.
    32.Manchester.J ., 1989.?How Money Affect Real Output` . Journal of Money.Credit,and Banking,Vol.21,No.1,16-32.
    33.Nelson.C.R ., and Kang.H ., 1981.?Spurious Periodicity in Inappropriately Detrended Time Series` .Econometrica.Vol.49,No.3,741-751.
    34.Nelson.C.R ., and C.I.Plosser ., 1982.?Trends and Random Walks in Macroeconomic
    Time Series?.Journal of Monetary Economics,10,132-162.
    35.Nelson.C.R ., 1988 ., Spurious Trend and Cycle in the State Space Decomposition
    of a Time Series With a Unit Roots?.Journal of Economeic Dynamics and Control?,12,475-488.
    36.Ouliars.S ., Park.J.Y ., and Phillips.P.C.B ., 1987.?Testing for a Unit Roots in the Presence of a Maintained Trend`.
    37.Park.J.Y ., and P.C.B.Phillips.1988.?Statistical Inference in Regressions with Integrated Processes:Part I?.Econometric Theory,4,468-497.
    38.Perron.P ., 1986.?Trend and Random Walks in Macroeconomic Time Series:Futher Evidence from a New Approach ?.Department of Economics.University of Montreal,Montreal,Canada.
    39.Phillips. P.C.B ., 1986.?Undderstanding Spurious Regressions in Econometrics?.Journal of Econometrics,33,311-340.
    40.Phillips. P.C.B ., 1987.?Time Series Regression with Unit Roots` .Econome trica,55(2),277-302.
    41.Phillips.P.C.B ., and S.N.Durlauf.1986.`Multiple Time Series with Integrated Variables?.Review of Economic Studies,53,473-496.
    42.Phillips.P.C.B .? 1988.`Regression Thery for Near-Integraated Time Series
    , Vol.56,No.5,1021-1043.
    43.Phillips.P.C.B ., and S.Ouliaris.1988,`?Testing for Cointegration using Principal Components Methods`. Journal of Economeic Dynamics and Control.12.205-230.
    44.Phillips.P.C.B ., and Park.J.Y.,1988.?Asymptic Equaivalence of Orindary Least Square and Generalized Least Square in Regressions with Integrated Regressors` . Journal of the American Statistical Association,Vol.83,No.401,111-115.
    45.Phillips,P.C.B ., and P.Perron.1988.?Testing for a Unit root in Time Series Regresssion?.Biometrica,Vol.75,No.2,335-346.
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    50.Sargent.T.J ., 1987.?Macroeconomic Theory`.Second Edition.
    51.Schwert.G.W ., 1987?Effect of Model Specification on Test for Unit Roots in Macroeconomic Data?.Journal of Monomics Economics,20,73-103.
    52.Schwert,G.W.,1988, `Testing for Unit Roots:A Monte Carlo Investication`,NBER Technical Working Paper 54.Sims,C.A.,1972, `Money, Income and Causality`,American Economic Review,62,540-552.
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    56.Sims,C.A.,1980b, `Comparison of Interwar and Postwar Business Cycle:Monetarism Reconsidered`,American Economic Review,70,250-257.
    57.Sims,C.A.,J.H.Stock and M.W.Waston.,1986, `Inference in Linear Time Series Models With Some Unit Roots`,Manuscript(Standford University,Standford,CA).
    58.Sims,C .A.,1988, `Baysian Skepticism on Unit Root Econometrics ` ,Journal of Economic Dynamics anf Control,12,463-374 .
    59.Stock,J.H.,1987b, `Asymptic Properties of Least Squares Estimation of Cointegrating Vectors`,Econometrica,55,l035-1056.
    60.Stock,J.H.and M.W.Watson,1986a, `Testing for Common Trends` ,Harvard Institute for Economic Research Discussion Paper,No.1222,Forthcoming in the Journal of the American Statistical Association.
    61 . Stock,J.H.,1987,`Asymptic Properies of Least Squares Estimators of Cointegrating Vectors`Econometrica,Vol.55,No.5,l035-1056.
    62.Stock,J.H.and M.W.Watson,1988, `Variable Trends in Economic Time Series`,Journal of Economic Perspectives,Vol.2,No.3.147-174 .
    63.Stock.J.H.and M.W.Watson.1989.?Intepreting the Evidence on MoneyIncome Causality?.Journal of Econometrics.40.161-181 .
    66.Thornton.D.L .? and Batten.D.S ., 1985.?Lag-Length Selection and Tests of Granger Causality between Money and Income` ,Journal of Money ?Credit.and Banking.Vol.17.No.2.164-178.
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    68.Urban.J.P ., 1989.?Model Selection Criteria and Granger Causality Test’. Economics Letters.29.317-320.
    69.West.K.D ., 1987 . ?On the Intmrpretatioon of Near Random-Walk Behavior in GNP` . Journal of the American Economic Review.Vol.78.No.l.202-209.
    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/#B2002005320
    数据类型: thesis
    显示于类别:[財務管理學系] 學位論文

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