期刊論文| 1. | 沈中華(19951200)。貨幣對產出的敏感性檢定--SVAR-VECM模型的應用。臺灣銀行季刊，46(4)，71-95。 延伸查詢 |
| 2. | Stock, James H.、Watson, Mark W.(1988)。Testing for Common Trends。Journal of the American Statistical Association，83(404)，1097-1107。  |
| 3. | Blanchard, Oliver Jean、Quah, Danny(1989)。The Dynamic Effects of Aggregate Demand and Supply Disturbances。The American Economic Review，79(4)，655-673。 |
| 4. | Bernanke, B. S.(1986)。Alternative explanations of money-income correlation。Carnegie-Rochester Conference Series on Public Policy，25，49-100。 |
| 5. | Johansen, Søren(1991)。Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Models。Econometrica，59，1551-1580。 |
| 6. | Osterwald-Lenum, M.(1992)。A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics。Oxford Bulletin of Economics and Statistics，54(3)，461-471。 |
| 7. | Schwert, G. W.(1987)。Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data。Journal of Monetary Economics，20，73-103。 |
| 8. | King, Robert、Plosser, Charles、Stock, James、Watson, Mark(1991)。Stochastic trends and economic fluctuation。American Economic Review，81，819-840。 |
| 9. | Lutkepohl, H.、Clasessen, H.(1997)。Analysis of cointegrated VARMA processes。Journal of Econometrics，80，223-239。 |
| 10. | Sims, C.(1986)。Is forecasting models usable for policy analysis?。Quarterly Review，1986(Winter)。 |
| 11. | Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control，12(2/3)，231-254。 |
| 12. | Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society，48(1)，1-48。 |
| 13. | Engle, Robert F.、Granger, Clive W. J.(1987)。Co-integration and Error Correction: Representation, Estimation, and Testing。Econometrica: Journal of the Econometric Society，55(2)，251-276。 |