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    题名: 台灣總體經濟變數之因果關係檢定
    作者: 蔡麗茹
    贡献者: 汪義育
    蔡麗茹
    日期: 1988
    上传时间: 2016-05-04 14:22:02 (UTC+8)
    參考文獻: 參考書目
    一 中文部分
    1. 汪義育。「台灣物價與所得波動之探討—向量自迴歸模型分析之結論」,中國經濟學會年會論文集抽印本。民國74年11月。
    2. ───。「簡論因果關係檢定」,民意學術專刊。民75春季號。
    3. 鄭鴻章。「匯率估計與預測之研究-台灣實證分析」,國立政治大學國際貿易研究所碩士論文。民國76年6月。

    二 英文部分
    1. Branson, William. “Asset Market and Relative prices in Exchange Rate Determination”, Sozialwissenschaftliche Annalen, Band 1, 1977.
    2. Frenkel, J.A. and Rodriguez, C.A. “Protfolio Equilibrium and The Balance of Payments. A Monetary Approach”, The American Economic Review, Vol.65, No.4, September, 1975.
    3. Gandolfo, Giancarlo. International Ecnomics. Taipei: Maw Chang Book Company, 1987.
    4. Geweke, J. “The Approximate Slopes of Econometric Tests”, Econometrica, Vol.49, No.6, November, 1981.
    5. -----, “Inference and Causality in Economic Time Series Models”, in Griliches Z. and Intrligator M.D. (eds.) Handbook of Econometrics, Vol.2, 1984.
    6. Geweke, J., Meese R. and Dent W. “Comparing Alternative Tests of Causality in Temporal Systems”, Journal of Econometrics 21, 1983.
    7. Granger, C.W.J. “Testing for Causality: A Personal Viewpoint”, Journal of Economic Dynamics and Control 2, 1980.
    8. Gylfason, T. and Helliwell J.f. “A Synthesis of Keynesian, Monetary, and Portfolio Approaches to Flexible Exchange Rates”, NBER Working Paper Series, No.949.
    9. Harvey, A.C. The Econometric Analysis of Time Series, New York: Halstead Press, 1981.
    10. Hoffman, D.L. and Schlagenhauf, D.S. “The Impact of News and Alternative Theories of Exchange Rate Determination” Journal of Money, Credit, and Banking, August 1985.
    11. Hosoya, Yuzo. “On The Granger Condition for Non-Causality”, Econometrica, Vol. 45, No. 7, October, 1977.
    12. Hsiao, Cheng. “Autoregressive Modelling and Money Income Causality Detection”, Journal of Monetary Economics 7, 1981.
    13. -----, “Autoregressive Modelling and Causal Ordering of Economic Variables”, Journal of Economic Dynamics and Cotrol 4, 1982.
    14. Meeze, Richard A. and Rogoff, Kenneth “Empirical exchange rate models of The seventies, do they fit out of sample?” Journal of International Economics 14, 1983.
    15. Niehans, Jurg. International Monetary Ecnomics. London: The Johns Hopkins University press, 1984.
    16. Rivera-Batiz, F.L. and Rivera-Batiz, L. International Finance and Open Economy Macroeconomics, 1985.
    17. Sargent, T. J. Macroeconomic Theory, New York: Academic Press, 1979.
    18. Sims, C. A. “Money, Income and Causality” American Economic Review 62, 1972.
    19. -----, “Exogeneity and Causal Ordering in Macroeconomic Models”, in C.A. Sims ed. New Methods in Business Cycle Research: Proceedings of a Conference. Minneapolis, MN: Federal Reserve Bank of Minneapolis.
    20. -----, “Macroeconomics Reality”, Econometrica, 48, 1980.
    21. Tiao, G.C. and Box, G.E.P. “Modeling Multiple Time Series with Applications”, JASA, 1981.
    22. Tiao, G.C. and Tsay R.S. “Multiple Time Series Modeling and Extended Sample Cross – Correlations”, JBES, 1983.
    23. -----, “Consistent estimates of Autogressive Parameters and Extended Sample Autocorrelation Function for stationary and Nonstationary ARMA models,” J.A.S.A, 1982.
    24. Woo, Wing T. “The Monetary Approach to exchange rate Determination under rational expectations” Journal of International Economics, 18, 1985.
    描述: 碩士
    國立政治大學
    國際經營與貿易學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002005703
    数据类型: thesis
    显示于类别:[國際經營與貿易學系 ] 學位論文

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