| Reference: | 參考書目
一、中文部分:
l.中央研究院統計研究所“時間數列分析與預測講習會"參考資料，1986年。
2.工商時報社論剪輯，1986年、1987年。
3.石齊平"當代計量經濟學"，三民書局，1985年
4.汪義育 "台灣物價與所得波動之探討──向量自迴歸分析之結論"，中國經濟學會年會論文集抽印本，1985年。
5.李庸三 "經濟計量方法"，三民書局，1979年。
6.李麗 "我國外匯市場與匯率制度"，財團法人金融人員研究訓練中心，1986年。
7.俞海琴 "我國央行外匯行為之研究"，企銀季刊第十卷第二期，1986年。
8.蕭美珠 "購買力平價論──台灣實證研究"，國立政治大學國際貿易研究所碩士論文，1983年。
9.劉鶯釧 "多元時間數列分析方法之介紹與應用" 經濟論文叢刊第十輯，1982年。
10.劉鶯釧 "論因果關係檢定──時間數列分析方法之應用"，經濟論文叢刊第十一輯，1983
11.劉鶯釧 "單一方程迴歸與時間數列分析"，經濟論文叢刊第十二輯，1984年。
二、英文部分:
1. Bilson, John. 1978. The monetary approach to the exchange rate- some empirical evidence. IMF Staff Papers 25 (March) : 48-75.
2. Branson, William. 1977 Asset markets and relative prices in exchange rate determination. Sozialwissenschaftliche Annalen 1:69-89.
3. Branson, William, 1984. Exchange Rate Policy after a decade of “Floating” in John F. O. Bilson and Richard C. Marston, eds., "Exchange Rate Theory and Practice” The University of chicago Press. 1984.
4. Box, G. P. & Jenkin Gwilymm, " Time Series Analysis-forecasting and Control ", Holden- Day Inc : Academic Press, 1976.
5. Calvo, G. A. and C. A. Rodriguez (1977), "A model of exchange rate determination with currency substitution and rational expectations", Journal of Political Economy, 85:
617-626.
6. Dornbusch, Rudiger. 1976. Expectations and exchange rate dynamics. Journal of Political Economy 84:1161-76.
7. Driskill, R. A ( 1981), " Exchange- rate dynamics : An empirical investigation ", Journal of Political Economy, 89: 357-371.
8. Frankel, Jeffrey. 1979. On the mark : A theory of floating exchange rates based on real interest differentials. American Economic Review 69 (September) : 610-22.
9. ───,1980. Monetary and portfolio-balance models of exchange rate determination NBER Summer Institute Paper 80-7 In Economic Interdependence and Flexible Exchange Rates ,ed. J. Bhandari. Cambridge, Mass. : MIT Press, 1983.
10. ───, 1981. On the mark: Reply. American Economic Review AER 71 (December): 1075-82.
11. Frenkel, J. A. (1980), " Exchange rates, prices and money: Lessons from the 1920s ", American Economic Review, 70: 235-242.
12. Frenkel, Jacob. 1976. A monetary approach to the exchange rate : Doctrinal aspects and empirical evidence. Scandinavian Journal of Economics 76 (May): 200-224.
13. ───, 1981. The collapse of purchasing power parities during the 1970s. European Economic Review, 16: 145-65.
14. Frenkel, J. A. ( 1981 ) , " Flexible exchange rates, prices and the role of news : Lessons from the 1970s ", Journal of Political Economy, 89 : 665-705.
15. Frenkel, J. A. and K. W. Clements (1981), " Exchange rates in the 1920s : A monetary
approach ", in : Flanders and Razin, eds., Development in an inflationary world ( Academic Press, New York) 283-318.
16. Fackler, J.S. &Kriger, S.C," An Applied of Vector of Time Series Technique to macroeconomic Forecasting ", Journal of Business & Economic Statistics ( 1986)
17. Granger, C. W. J and Newbol Paul, " Forecasting Economic Time Series " Now York : Academic Press. (1977)
18. Hooper, Peter and Morton, John. 1982. Fluctuations in the dollar: A model of nominal and real exchange rate determination. Journal of International Money and Finance 1, no. 1: 39-56.
19. Hogan, " A Comparsion of Alternative Exchange Rate forecasting Model ", The Economic Record.(1986)
20. Levich, R. M, " Empirical Study of Exchange Rate: Price behavior, Rate determination
and market Exchange rate Efficiency ". Handbook of International Economic, Vo. II. (1985 )
21. Litterman, Robert B, “Technique for forecasting Using Vector Autoregressive," Unpublished ph.D. disseration, University of Minesota Dept. of Economy ( 1980 ) .
22. Levich, R. M. ( 1979a ) , "The international money market : An assessment of forecasting techniques and market efficiency ( JAI Press, Greenwich, Conn. )
23. Meese, R. and K. Rogoff (1983a)," Empirical exchange r ate models of the seventies: Do they fit out of sample? " Journal of Internationa1 Economics, 14 : 3- 24 .
24. Nelson, Char les . R." Applied Time Series Analysis", Holden-Day Inc: Academic Press. (1973)
25. Sargent Thomas , J , " Estimatig Vector Autore-gressive Using method not base on Explict Theory", federal Reserve Bank of mineapolis Quarterly Review. (1979)
26. Somanatn, V. S," Efficiency Exchange Rate Forecasting: Lagged model better than the
Random Walk". Journal of International Money and Finance, (1986)
27. Woo, W. T," The Monetary Approach to Exchange Rate determination Under Rational Expectation" Journal of International Money and Finance (1986)
28. WAYNE. Y. Y, WANG," Income and Price fluctuation in the Taiwan Economy: A vector Autoregression Model Approach," Unpublished ph.D disseration, University of Minesota. Dept. of Economy (1984) |
