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2. | Frankel, Jeffrey A.、Rose, Andrew K.(1996)。Currency Crashes in Emerging Markets: An Empirical Treatment。Journal of International Economics,41(3/4),351-366。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Mariano, Roberto S.、Abiad, Abdul G.、Gultekin, Bulent N.、Shabbir, Tayyeb、Tan, Augustine H. H.(20031200)。Markov Chains in Predictive Models of Currency Crises--With Applications to Southeast Asia。經濟論文叢刊,31(4),401-437。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | 饒秀華、林修葳、黎明淵(20010900)。藉由分期MS模型分析臺灣經濟景氣狀態。經濟論文,29(3),297-319。 延伸查詢![new window](/gs32/images/newin.png) |
5. | 徐士勛、管中閔(20011200)。九零年代臺灣的景氣循環:馬可夫轉換模型與紀卜斯抽樣法的應用。人文及社會科學集刊,13(5),515-540。 延伸查詢![new window](/gs32/images/newin.png) |
6. | Hansen, B. E.(1992)。The likelihood ratio test under nonstandard conditions, Testing the Markov switching model of GNP。Journal of Applied Econometrics,7,61-82。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | McConnell, Margaret M.、Perez-Quiros, Gabriel(2000)。Output Fluctuations in the United States: What Has Changed since the Early 1980's?。The American Economic Review,90(5),1464-1476。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | 陳仕偉(20060300)。景氣波動變異對景氣轉折點認定之影響:跨國的實證研究。人文及社會科學集刊,18(1),37-76。 延伸查詢![new window](/gs32/images/newin.png) |
9. | Engel, Charles、Hamilton, James D.(1990)。Long Swings in the Dollar: Are They in the Data and Do Markets Know It?。American Economic Review,80(4),689-713。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Hamilton, James D.(1989)。A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle。Econometrica: Journal of the Econometric Society,57(2),357-384。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Caramazza, Francesco、Ricci, Luca、Salgado, Ranil(2004)。International financial contagion in currency crises。Journal of International Money and Finance,23(1),51-70。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Kaminsky, Graciela L.、Reinhart, Carmen M.(1999)。The Twin Crises: The Causes of Banking and Balance-of-Payments Problems。American Economic Review,89(3),473-500。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Hansen, Bruce E.(1996)。Erratum: The Likelihood Ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP。Journal of Applied Econometrics,11(2),195-198。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Filardo, Andrew J.(1994)。Business-cycle Phases and Their Transitional Dynamics。Journal of Business & Economic Statistics,12(3),299-308。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Newey, Whitney K.(1985)。Maximum Likelihood Specification Testing and Conditional Moment Tests。Econometrica,53(5),1047-1070。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | 陳宜廷、謝志昇(2006)。臺灣實質國民生產毛額年成長率的狀態變化意涵。經濟論文,34(1),41-91。 延伸查詢![new window](/gs32/images/newin.png) |
17. | Gómez-Puig, Marta、Montalvo, José G.(1997)。A New Indicator to Assess the Credibility of the EMS。European Economic Review,41(8),1511-1535。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Martinez Peria, Maria Soledad(2002)。A Regime-switching Approach to the Study of Speculative Attacks: A Focus on EMS Crises。Empirical Economics,27(2),299-334。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Goodwin, Thomas H.(1993)。Business-cycle Analysis with a Markov-switching Model。Journal of Business & Economic Statistics,11(3),331-339。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Cerra, Valerie、Saxena, Sweta Chaman(2002)。Contagion, Monsoons, and Domestic Turmoil in Indonesia's Currency Crisis。Review of International Economics,10(1),36-44。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Breunig, Robert V.、Pagan, Adrian R.(2004)。Do Markov-switching Models Capture Nonlinearities in the Data? Tests Using Nonparametric Methods。Mathematics and Computers in Simulation,64(3/ 4),401-407。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Banaian, King、Lo, Ming-Chien(2006)。Indexing Speculative Pressure on an Exchange Rate Regime: A Case Study of Macedonia。Studies in Nonlinear Dynamics and Econometrics,10(1)。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Mundaca, Gabriela(2004)。Modelling Probabilities of Devaluations。Economica,71(1),13-37。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Fratzscher, Marcel(2003)。On Currency Crises and Contagion。International Journal of Finance and Economics,8(2),109-129。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | Breunig, Robert、Najarian, Serinah、Pagan, Adrian(2003)。Specification Testing of Markov Switching Models。Oxford Bulletin of Economics and Statistics,65(s1),703-725。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
26. | Pozo, Susan、Amuedo-Dorantes, Catalina(2003)。Statistical Distributions and the Identification of Currency Crises。Journal of International Money and Finance,22(4),591-609。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | Engel, Charles、Hakkio, Craig S.(1996)。The Distribution of Exchange Rates in the EMS。International Journal of Finance and Economics,1,56-67。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |