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E.(1996)。Residual-based tests for cointegration in models with regime shifts。Journal of Econometrics，70(1)，99-126。 | | 7. | 黃台心(20021200)。出口與經濟成長的因果關係：臺灣的實證研究。經濟論文叢刊，30(4)，465-490。 延伸查詢 | | 8. | Johansen, Søren(1991)。Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models。Econometrica，59(6)，1551-1580。 | | 9. | 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。 | | 10. | Zivot, Eric、Andrews, Donald W. K.(1992)。Further Evidence on the Great Crash, the Oil-price Shock, and the Unit-root Hypothesis。Journal of Business and Economic Statistics，10(3)，251-270。 | | 11. | Engel, Charles(1994)。Can the Markov Switching Model Forecast Exchange Rates?。Journal of International Economics，36(1/2)，151-165。 | | 12. | 萬哲鈺(2000)。中央銀行臺北外匯市場干預行為分析。臺灣經濟學會年會論文集，2000，109-125。 延伸查詢 | | 13. | Hung, J.、Hung, Juann H.(1997)。Intervention Strategies and Exchange Rate Volatility: A Noise Trading Perspective。Journal of International Money and Finance，16(5)，779-793。 | | 14. | Cerra, Valerie、Saxena, Sweta Chaman(2002)。Contagion, Monsoons, and Domestic Turmoil in Indonesia's Currency Crisis。Review of International Economics，10(1)，36-44。 | | 15. | Engel, Charles、Hakkio, Craig(1996)。The Distribution of Exchange Rates in the EMS。International Journal of Finance and Economics，1，55-67。 | | 16. | Meese, Richard、Rogoff, Kenneth(1983)。Empirical Exchange Rate Models of the 1970's: Do They Fit Out of Sample?。Journal of International Economics，14，3-24。 | | 17. | Rapach, David E.、Wohar, Mark E.(2004)。Testing Themonetarymodel of Exchange Rate Determination: A Close Look at Panels。Journal of International Money and Finance，23，867-895。 | | 18. | Sarno, Lucio、Taylor, Mark P.(2001)。Official Intervention in the Foreign Exchange Market: Is It Effective and If So How Does It Work。Journal of Economic Literature，39，839-868。 | | 19. | Jeanne, Olivier、Masson, Paul(2000)。Currency Crises, Sunspots and Markov-switching Regimes。Journal of International Economics，50，327-350。 | | 20. | Engel, Charles、Hamilton, James D.(1990)。Long Swings in the Dollar: Are They in Data and Do Markets Know It?。American Economic Review，80，689-713。 | | 21. | Fatum, Rasmus、Hutchison, Michael M.(2003)。Is Sterilised Foreign Exchange Intervention Effective after All? An Event Study Approach。Economic Journal，113(487)，390-411。 | | 22. | Calvo, Guillermo A.、Reinhart, Carmen M.、Calvo, G. A.、Reinhart, C. M.(2002)。Fear of Floating。The Quarterly Journal of Economics，117(2)，379-408。 | | 23. | Reinhart, Carmen M.、Rogoff, Kenneth S.(2004)。The Modern History of Exchange Rate Arrangements: A Reinterpretation。The Quarterly Journal of Economics，119(1)，1-48。 | | 24. | Hansen, Bruce E.(1997)。Approximate Asymptotic P Values for Structural Change Tests。Journal of Business and Economic Statistics，15(1)，60-67。 | | 25. | Lin, Kenneth S.、李秀雲(2002)。The Political Economy of Exchange Rate Regimes: Evidence from Hong Kong and Taiwan。Asian Economic Journal，16(1)，1-15。 | | 26. | Beine, Michel、Benassy-Quere, Agnes、Lecourt, Christelle(2002)。Central Bank Intervention and Foreign Exchange Rates: New Evidence from Figarch Estimations。Journal of International Money and Finance，21(1)，115-144。 | | 27. | Baxter, Marianne、Stockman, Alan C.(1989)。Business Cycles and the Exchange-rate Regime: Some International Evidence。Journal of Monetary Economics，23(3)，377-400。 | | 28. | Reppas, Panayiotis A.、Christopoulos, Dimitris K.(2005)。The Exportoutput Growth Nexus: Evidence from African and Asian Countries。Journal of Policy Modeling，27(8)，929-940。 | | 29. | Chinn, Menzie D.、Meese, Richard A.(1995)。Banking on Currency Forecasts: How Predictable Is Change in Money?。Journal of International Economics，38(1/ 2)，161-178。 | | 30. | Beine, Michel、Laurent, Sebastien、Lecourt, Christelle(2003)。Official Central Bank Interventions and Exchange Rate Volatility: Evidence from a Regime-switching Analysis。European Economic Review，47(5)，891-911。 | | 31. | Levy-Yeyati, Eduardo、Sturzenegger, Federico(2005)。Classifying Exchange Rate Regimes: Deeds versus Words。European Economic Review，49(6)，1603-1635。 | | 32. | Husain, Aasim M.、Mody, Ashokaa、Rogoff, Kenneth S.(2005)。Exchange Rate Regime Durability and Performance in Developing versus Advanced Economies。Journal of Monetary Economics，52(1)，35-64。 | | 33. | 陳旭昇(2006)。Revisiting the Interest Rate-exchange Rate Nexus: A Markov Switching Approach。Journal of Development Economics，79(1)，208-224。 | | 34. | Levy-Yeyati, Eduardo、Sturzenegger, Federico(2003)。To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth。American Economic Review，93(4)，1173-1193。 | 研究報告| 1. | 陳旭昇、Taketa, Kenshi(2006)。An Assessment of Weymark's Measures of Exchange Market Intervention: The Case of Japan。0。 | | 2. | Fatum, Rasmus、Hutchison, Michael M.(2003)。Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan。0。 | | 3. | Dubas, Justin M.、Lee, Byung-Joo、Mark, Nelson C.(2005)。Effective Exchange Rate Classifications and Growth。0。 | | 4. | Dominguez, Kathryn M.(1993)。Does Central Bank Intervention Increase the Volatility of Foreign Exchange Rates?。 | | 5. | Dominguez, Kathryn M.(1999)。The Market Microstructure of Central Bank Intervention。0。 | | 6. | Ito, Takatoshi(2002)。Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s。0。 | 圖書| 1. | Rogoff, Kenneth S.、Husain, Aasim M.、Mody, Ashoka、Brooks, Robin、Oomes, Nienke(2004)。Evolution and Performance of Exchange Rate Regimes。Evolution and Performance of Exchange Rate Regimes。Washington, DC。 | | 2. | Ghosh, Atish R.、Gulde, Anne-Marie、Wolf, Holger C.(2002)。Exchange Rate Regimes: Choices and Consequences。Exchange Rate Regimes: Choices and Consequences。Cambridge, MA/ London, UK。 | | 3. | McKinnon, Ronald I.(2001)。After the Crisis, the East Asian Dollar Standard Resurrected: An Interpretation of High-frequency Exchange-rate Pegging。Rethinking the East Asian Miracle。0。 | | 4. | 梁國樹(1997)。貨幣金融政策建言。貨幣金融政策建言。臺北市。 延伸查詢 | 其他| 1. | Rogoff, Kenneth(2001)。The Failure of Empirical Exchange Rate Models: No Longer New, but Still True，0。 | | 2. | Tillmann, Peter(2002)。Information Disparities and the Probability of Currency Crises: Empirical Evidence，0。 | 圖書論文| 1. | Friedman, Milton(1953)。The Case for Flexible Exchange Rates。Essays in Positive Economics。Chicago：University of Chicago Press。 | |
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