Reference: | 一、 中文部分: 1. 央行國際金融科,“主要國家央行貨幣政策中間目標之變遷,”國際金融參考資料,1990,第29輯,頁1-11。 2. 吳中書,“貨幣與物價關係之研究,”中華經濟研究院經濟研討會,民國81年,頁39-52。 3. 李榮謙、林宗耀,“貨幣政策中間目標、輔助目標與訊息指標,”中央銀行季刊,民國79年,第12卷,第1期,頁63-68。 4. 李榮謙、林宗耀,“貨幣控制系統之建立與執行,”中央銀行季刊,第12卷第4期,民國79年。 5. 李榮謙,“MIA. MIB抑M2?-理想中間目標之抉擇,”臺灣經濟金融月刊,第26卷,第6期,頁1-3。 6. 李榮謙,“貨幣及銀行信用在貨幣政策目標中扮演之角色,”中央銀行季刊,民國78年,第11卷,第1期,頁53-70。 7. 李榮謙、林宗耀,“考慮匯率因素之貨幣法則,”中央銀行季刊,民國77年,第10卷第2期,頁14-20。 8. 廖俊男,“貨幣與經濟活動之實證分析,”中央銀行季刊,民國80年,第14卷,第4期,頁97-122。 9. 邱正雄、侯德潛,“金融自由化下之物價,貨幣與貨幣政策之施行-台灣經驗,”中央銀行季刊,民國81年,第14卷,第4期,頁44-67。 10. 孫金蘭,“台灣長期貨幣需求函數之實證研究,”中興經研所碩士論文,民國80年,頁1-68。 11. 施燕,“臺灣地區貨幣政策中間目標之研究,”中央銀行季刊,民國80年,第14卷第3期,頁45-83。 12. 許振明,“貨幣政策與物價VAR模型之實證分析,”中華經濟研究院經濟研討會,民國81年,頁309-361。 13. 廖俊男,“貨幣與經濟活動之實證分析,”中央銀行季刊,民國80年,第14卷,第4期,頁97-122。 14. 劉壽祥,“貨幣政策何去何從,”經濟前瞻,民國79年,第27號,頁110-113。 15. 簡濟民,“臺灣地區貨幣需求函數之實證研究-誤差修正模型之應用,”中央銀行季刊,民國81年,第14卷,第3期,頁19-44。
Bernanke, B.S., and Blinder, A.S., “The Fedeal Funds Rates and the Channels of Monetary Transmission,”AER,1992,901-921. Bernanke B.S., and A. Blinder, “Credit , Money, and Aggregate Demand,” AER,1988,435-439. Buiter, Willem H.,”Granger-Causality and Policy Effectiveness,” Economica, 1984,51,151-162. Campbell, John,Y. and Shiller, Robert J.,”Interpretingg Cointegrated Models,” Journal of Economic Dynamics and Control , 1988, 12, 505-522. Dickey,David,A. and Fuller Waynea,”Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.” Econometrica, 1981,49(4),1057-1072. Dickey David A.and Fuller Waynea, “Distribution of the Estimation for Autoregressive Time Series with a Unit Root,” JASA, 1979,74(7),427-431. Engle, R. , and Yoo, ”Forecasting and Testing in Cointegrated System,” Journal of Econometrics, 35, 143-159. Engle, R., and Granger,C.W.J.,”Cointegration and Error Correction:Representation,Estimation, and Testing,” Econometrica, 1987, 55(1),251-276. Fair, Ray C., “Optimal Choice of Monetary Policy Instruments in Macroeconometric Model ,” JME,1988,22(1-3),301-315. Friedman, Benjamin M., and Kuttner , Kenneth N., “Money ,Income, Price, and Interest rates,” AER,1992,K82(3), June, 1-10. Friedman, Benjamin M., “Lessons on Monetary Policy From the 1980,” Journal of Economic Perspectives,2(3), 51-72. Friedman ,Milton,”Monetary Variability: United States and Japan,” 1983,(1593-4),339-343. Geweke, J., Messe, R., and Dent ,W.,”Comparing Alternative Tests of Causality in Temporal Systems,” Journal of Economics, 21 , 161-194. Granger, C.W.J.,”Developments in the Study of Cointegraed Economic Variables,” OBES,1987,48,213-228. Granger, C.W.J.,”Causality,Cointegration and Control,” Journal of Economic Dynamic and Control,1988, 551-559. Hoover, Kevin D., “The Causal Direction Between Money and Prices,” JME, 27, 381-423. Grossman, Herschel I., “Monetary Economics A Review Essay,”JME,1991, 28, 323-345. Hansen, Bruce E.,”Heteroskedasticity Cointegration.” JOE,1992,54,139-158. Johansen, Soren., “Cointegration in Partial Systems and the Efficiency of Single Equation Analysis,” Journal of Econometrics, 1992,52,389-402. Johansen, Soren and Juselius, Katarina, “Maximun Likelihood Estimation and inference on Cointegration-with Application to the Demand for Money,”OBES, 52(5),169-209. Johansen, Soren,”Maximum Likelihood Estimation and Inference,” OBES, 1988,52(2),169-210. Johansen, Soren,”Statistical Analysis of Cointegration Vectors,” Journal of Economic Dynamics and Control, 1988,12, 231-254. Johansen,Soren,and Juslius,Katarina, “Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK,” Journal of Econometrics, 1992,53,211-244. Lee,Hahn Shik,”Maximum Likelihood Inference on Cointegration and Seasonal Cointegration,” Journal of Econometrics, 1992, 54,1-47. Litterman, Robert B.,and Weise, Lawrence,”Money, Real Interest Rates and Output: An Interpret of Postwar US Data,” Econometrica, 1985, 53(1), 129-156. Maria Blangiewicz and Charemza, Wojciech W., “Cointegration in Small Samples: Empirical Percentiles, Drifting Moments and Customized testing,” OBES,1990,52(3),303-315. Muscattlli,S and Hurn, Stun., “Cointegration and Dynamic Time Series Models,” Journal of Economic Surveys, 1992,6(1), 1-43. Pagan A.R. and Wicken M.R,”A Survey of Some Recent Econometric Method Economic Journal , 1989, 962-1026. Phillips, Peter,”Testing for Unit Roots in Time Series Regression,” Biometrika,1988,65,335-346. Sims,C.A.,”Bayesian Skepticism on Unit Root Econometrics,” Journal of Economic Dynamics and Control , 1988, 12, 463-474. Stock, James H., Watson, Mark W., “Interpreting the Evidence on Money-Income Causality,” JES,1989,40,161-181. Stock, James H., “Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors,” Econometrica, 1987, 55(5), 1035-1056. Thornton, Daniel L.,”Targeting M2: the Issue of Monetary Control, “ Federal Reserve Bank of St. Louis, 1992, 8, 23-34. |