期刊論文1. | Fortune, J. N.(1987)。The inflation rate of the price of gold, expected prices and interest rates。Journal of Macroeconomics,9(1),71-82。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Mahdavi, Saeid、Zhou, Su(1997)。Gold and commodity prices as leading indicators of inflation: tests of long-run relationship and predictive performance。Journal of Economics and Business,49(5),475-489。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Pindyck, R. S.(1993)。The Present Value Model of Rational Commodity Pricing。The Economic Journal,103,511-530。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Kolluri, B. R.(1981)。Gold as a Hedge against Inflation: An Empirical Investigation。Quarterly Review of Economics and Business,21(4),13-24。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Moore, G. H.(1990)。Gold Prices and a Leading Index of Inflation。Challenge,33(4),52-56。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Twite, G.(2002)。Gold Prices, Exchange Rates, Gold Stocks and the Gold Premium。Australian Journal of Management,27,123-140。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Ariovich, G.(1983)。The Impact of Political Tension on the Price of Gold。Journal for Studies in Economics and Econometrics,16,17-37。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Baker, S. A.、Van Tassel, R. C.(1985)。Forecasting the Price of Gold: A Fundamentalist Approach。Atlantic Economic Journal,13,43-51。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Capie, F.、Mills, T. C.、Wood, G.(2005)。Gold as a Hedge Against the Dollar。Journal of International Financial Markets, Institutions and Money,15(4),343-352。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Chappell, D.、Dowd, K.(1997)。A Simple Model of the Gold Standard。Journal of Money. Credit and Banking,29,94-105。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Dooley, M. P.、Isard, P.、Taylor, M. P.(1995)。Exchange Rates, Country-Specific Shocks and Gold。Applied Financial Economics,5,121-129。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Koutsoyiannis, A.(1983)。A Short-run Pricing Model for a Speculative Asset, Tested with Data from the Gold Bullion Market。Applied Economics,15,563-581。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Laurent, R. D.(1994)。Is There a Role for Gold in Monetary Policy?。Economic Perspectives,18,2-14。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Mills, T. C.(2004)。Statistical Analysis of Daily Gold Price Data。Physica A,338,559-566。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Sjaastad, L. A.、Scacciallani, F.(1996)。The Price of Gold and the Exchange Rate。Journal of International Money and Finance,15,879-897。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Sherman, E.(1982)。New Gold Model Explains Variations。Commodity Journal,17,16-20。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Sherman, E.(1983)。A Gold Pricing Model。Journal of Portfolio Management,9,68-70。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Tong, H.、Lim, K. S.(1980)。Threshold Autoregression, Limit Cycles and Cyclical Data。Journal of the Royal Statistical Society, Series B: Methodological,42,245-292。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Ng, S.、Perron, P.(2001)。Lag length selection and the construction of unit roots test with good size and power。Econometrica,69,1519-1554。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Tsay, R. S.(1998)。Testing and Modeling Multivariate Threshold Models。Journal of the American Statistical Association,93(443),1188-1202。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Tsay, R. S.(1998)。Testing and Modeling Threshold Autoregressive Processes。Journal of American Statistical Association,84(405),231-240。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | MacKinnon, James G.(1996)。Numerical Distribution Functions for Unit Root and Cointegration Tests。Journal of Applied Econometrics,11(6),601-618。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Johansen, S.(1991)。Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Model。Econometrica,59(6),1551-1580。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Nelson, C. R.、Plosser, C. I.(1982)。Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications。Journal of Monetary Economics,10(2),139-162。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
26. | Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |