Reference: | 一. 英文文獻
1. Bry G. and C. Boschan (1971), “Cyclical Analysis of Time Series: Selected Procedures and Computer Program,” NBER.
2. Estrella and Hardouvelis (1991), The Term Structure as a Predictor of Real Economic Activity
3. Clark, T. E. and K. D. West (2006), “Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis,” Journal of Econometrics, 135, 156-186.
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8. Wright (2006), The Yield Curve and Predicting Recessions
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二. 中文文獻
1. 林金龍、陳仕偉(2000),「臺灣景氣循環之探討:變動移轉機率馬可夫轉換模型之應用」,經濟論文
2. 王君如(2001),「台灣景氣循環轉折點之預測研究」,國立台北大學統計學系碩士
3. 利秀蘭、陳惠薇(2004),「台灣景氣領先及同時指標之探討」,經濟研究,第5 期,行政院經建會。
4. 徐之強、黃裕烈(2005),「運用領先指標預測景氣變化之研究」,行政院經建會委託研究報告。
5. 許秀珊(2008),「新編台灣景氣同時指標之研究」,經濟研究,第8 期,行政院經
建會。
6. 徐志宏(2010),「台灣景氣落後指標初探」,經濟研究,第10 期,行政院經建會。
7. 黃月盈(2011),「建構景氣指標方法之研析」,經濟研究,第12 期,行政院經建會。
8. 黃裕烈(2012),「臺灣景氣基準循環指數之檢討與改進」,行政院經建會委託研究報告。
9. 黃裕烈(2011),「運用模型選擇方法檢討景氣指標構成項目之研究」,行政院經建會委託研究報告。 |