| 期刊論文| 1. | Harding, Don、Pagan, Adrian R.(2002)。Dissecting the Cycle: A Methodological Investigation。Journal of Monetary Economics，49(2)，365-381。   | | 2. | Stock, J. H.、Watson, M. W.(2002)。Forecasting using principal components from a large number of predictors。Journal of the American Statistical Association，97(460)，1167-1179。 | | 3. | Forni, M.、Hallin, M.、Lippi, M.、Reichlin, L.(2000)。The Generalized Dynamic-Factor Model: Identification and Estimation。The Review of Economics and Statistics，82(4)，540-554。 | | 4. | Stock, J. H.、Watson, M. W.(1999)。Forecasting inflation。Journal of Monetary Economics，44(2)，293-335。 | | 5. | 陳淑玲、黃裕烈(20140300)。總體變數之領先、同時與落後性質之認定與指標構成項目之選取--LARS方法的運用。臺灣經濟預測與政策，44(2)，133-170。 延伸查詢 | | 6. | Amstad, M.、Fischer, A. M.(2009)。Are Weekly Inflation Forecasts Informative?。Oxford Bulletin of Economics and Statistics，71(2)，237-252。 | | 7. | Amstad, M.、Potter, S.、Rich, R.(2017)。The New York Fed Staff Underlying Inflation Gauge (UIG)。FRBNY Economic Policy Review，2017(Dec.)。 | | 8. | Cristadoro, R.、Forni, M.、Reichlin, L.、Veronese, G.(2005)。A Core Inflation Indicator for the Euro Area。Journal of Money, Credit, and Banking，37(3)，539-560。 | | 9. | Hiromichi, S.、Takashi, S.(2017)。In Search of the "Underlying" Inflation Rate。Japan Economic Analysis，77。 | | 10. | Stock, J. H.、Watson, M. W.(2016)。Core Inflation and Trend Inflation。The Review of Economics and Statistics，98(4)，770-784。 | | 11. | Forni, Mario、Hallin, Marc、Lippi, Marco、Reichlin, Lucrezia(2005)。The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting。Journal of the American Statistical Association，100(471)，830-840。 | 研究報告| 1. | Amstad, M.、Huan, Y.、Ma, G.(2014)。Developing an Underlying Inflation Gauge for China。 | | 2. | Khan, M.、Morel, L.、Sabourin, P.(2013)。The Common Component of CPI: An Alternative Measure of Underlying Inflation for Canada。 | 單篇論文| 1. | 徐士勛(2019)。以動態因子模型解構巨量資料的中長期波動。 延伸查詢 | 其他| 1. | Altissimo, F.，Bassanetti, A.，Cristadoro, R.，Forni, M.，Lippi, M.，Reichlin, L.，Veronese, G.(2001)。EuroCOIN: A Real-Time Coincident Indicator for the Euro Area Business Cycle。 | | 2. | Amstad, M.，Potter, S.(2009)。Real Time Underlying Inflation Gauge for Monetary Policymakers。 | |