|
參考文獻 李秀雲 (2001), “自然失業率為什麼含有單根?-失業「磁滯」現象之解釋,行政院國家科學委員會專題研究計畫成果報告,NSC89-2415-H-194-019. Abuaf, N. and P. Jorion (1990), “Purchasing Power Parity in The Long Run,” Journal of Finance, 45, 157-174. Ball, L. (1996), “Disinflation and the NAIRU,” NBER Working Paper Series, 5520. Barro, R. (1988), “The Persistence of Unemployment,” American Economic Review, 78, 32-37. Berkowitz, J. and L. Kilian (1996) “Recent Developments in Bootstrapping Time Series,” Finance and Economics Discussion Series Working Paper 1996-45, Board of Governors of the Federal Reserve System. Blanchard, O.J. and D. Quah (1989), “The Dynamic Effects of Aggregate Demand and Supply Disturbances,” American Economic Review, 79, 655-73. Blanchard, O.J. and L.H. Summers (1986), “Hysteresis and the European Unemployment Problem,” NBER Macroeconomics Annual, 1, 15-78. Brunello, G. (1990), “Hysteresis and ‘the Japanese Unemployment Problem’: A Preliminary Investigation,” Oxford Economic Papers, 42, 483-500. Campbell, J.Y. and P. Perron (1991), “Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots,” NBER Macroeconomics Annual, 141-201. Collins, S.M. and W.A. Park (1989), “External Debt and Macroeconomic Performance in South Korea,” in J.D. Sachs ed., Developing Country Debt and the World Economy, 121-140, the University of Chicago Press. Cowitt, P.P. (1989) 1986-1987 World Currency Yearbook, N.Y. International Currency Analysis, Inc. Dickey A. and W.A. Fuller (1981), “The Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root,” Econometrica, 49, 1057-1072. Elliott, G., T.J. Rothenberg and J.H. Stock (1996), “Efficient Tests for an Autoregressive Unit Root,” Econometrica, 64, 813-836. Falkus, M. (1995), “Thai Industrialization: An Overview,” in M. Krongkaew ed., Thailand''s Industrialization and its Consequences, 13-32, London: Macmillan Press. Fisher, R.A. (1932), Statistical Methods for Research Workers, Oliver and Boyd, Edinburgh 4th Ed. Hahn, J. (1996), “The Natural Rate of Unemployment in Korea: Estimation and Implications,” Journal of Comparative Economics, 22, 63-76. Hamilton, J.D. (1994), Time Series Analysis, Princeton University Press. Hashimoto, M. (1993), “Aspects of Labor Market Adjustments in Japan,” Journal of Labor Economics, 11, 136-161. Im, K.S., J. Lee and M. Tieslau (2002), “Panel Unit Root Test with Level Shifts,” Working paper, University of Central Florida. Im, K.S., M.H. Pesaran and Y. Shin (2003), “Testing for Unit Roots in Heterogeneous Panels,” Journal of Econometrics, 115, 53-74. Ito, T. (1996), “Japan and the Asian Economies: A "Miracle" in Transition,” Brookings Papers on Economic Activity, 0, 205-260. Ito, T. and T. Iwaisako (1995), “Explaining Asset Bubbles in Japan,” NBER Working Paper NO. 5358. Jaeger, A. and M. Parkinson (1994), “Some Evidence on Hysteresis in Unemployment Rates,” European Economic Review, 38, 329-342. Lee, J. and M.C. Strazicich (1999), “Minimum LM Unit Root Test,” Working Paper, University of Central Florida. Lee, J. and M.C. Strazicich (2003), “Minimum LM Unit Root Test with Two Structural Breaks,” Review of Economics and Statistics, 85, 1082-1089. Levin, A. and C.F. Lin (1992), “Unit-Root Test in Panel Data: Asymptotic and Finite Sample Properties,” University of California at San Diego, Working Paper. Lumsdaine, R.L. and D.H. Papell (1997), “Multiple Trend Breaks and the Unit-Root Hypothesis,” The Review of Economics and Statistics, 79, 212-218. MacKinno, J.G. (1996), “Numerical Distribution Functions for Unit Root and Cointegration Tests”, Journal of Applied Econometrics, 11, 601-618. Maddala, G.S. and S. Wu (1999), “A Comparative Study of Unit Root Tests with Panel Data and A New Simple Test”, Oxford Bulletin of Economics and Statistics, 61, 631-652. Manning, C. (1999), “Labour Markets in the ASEAN-4 and the NIEs,” Asian-Pacific Economic Literature, 13, 50-68. Manning, C. and P.E. Fong (1990), “Labor Market Trends and Structures in ASEAN and the East Asian NIEs,” Asian-Pacific Economic Literature, 4, 59-81. Mazumdar, D. (1993), “Labor Market and Adjustment in Open Asian Economies: the Republic of Korea and Malaysia,” The World Bank Economic Review, 7, 349-380. Mitchell, W.F. (1993), “Testing for Unit Roots and Persistence in OECD Unemployment Rates,” Applied Economics, 25, 1489-1501. Nelson, C. and C. Plosser (1982), “Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications,” Journal of Monetary Economics, 10, 139-162. Ng, S. and P. Perron (1995), “Unit Root Test in ARMA Model with Data Dependent Methods for the Selection of the Truncation Lag,” Journal of American Statistical Association, 90, 268-281. Ng, S. and P. Perron (2001), "Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power," Econometrica, 69, 1519-1536. Perron, P. (1988), “Trends and Random Walks in Macroeconomic Time Series,” Jouranl of Economic Dynamics and Control, 12, 297-332. Perron, P. (1989), “The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis,” Econometrica, 57, 1361-1401. Said, E. and A. Dickey (1980), “Testing for Unit Roots in ARMA Models of Unknown Order,” Biometrika, 71, 599-607. Schmidt, P. and C.B.P. Phillips (1992), “LM Tests for a Unit Root in the Presence of Deterministic Trends,” Oxford Bulletin of Economics and Statistics, 54, 257-287. Song, F.M. and Y. Wu (1997), “Hysteresis in Unemployment: Evidence from 48 U.S. States,” Economic Inquiry, 35, 235-243. Song, F.M. and Y. Wu (1998), “Hysteresis in Unemployment: Evidence from OECD Countries,” The Quarterly Review of Economics and Finance, 38, 181-192. Turnovsky, S.J. (1995), Methods of Macroeconomic Dynamics, The MIT Press. Whittaker, D.H. and Y. Kurosawa (1998), “Japan''s Crisis: Evolution and Implications,” Cambridge Journal of Economics, 22, 761-771. World Bank (1993), The East Asian Miracle: Economic Growth and Public Policy, World Bank Policy Research Report Series, Oxford University Press. Zivot, E. and D.W.K. Andrews (1992), “Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis,” Journal of Business and Economic Statistics, 10, 251-270.
|