| 期刊論文| 1. | Tiao, G. C.、Tsay, R. S.(1983)。Multiple time series modeling and extended sample cross-correlations。Journal of Business and Economics Statistics，1(1)，43-56。   | | 2. | Sims, Christopher A.(1972)。Money, Income and Causality。American Economic Review，62(4)，540-552。 | | 3. | 林灼榮(19820900)。貨幣、所得與價格之因果關係：臺灣的實證。臺灣銀行季刊，33(3)，64-90。 延伸查詢 | | 4. | 劉鶯釧(19830500)。論因果關係的檢定:時間數列分析法之應用。經濟論文叢刊，11，149-168。 延伸查詢 | | 5. | Pierce, D. A.、Haugh, L. D.(1977)。Causality in Temporal Systems: Characterizations and Survey。Journal of Econometrica，5，265-293。 | | 6. | Hsiao, C.(1981)。Autoregressive modelling and money-income causality detection。Journal of Monetary Economics，7(1)，85-106。 | | 7. | Tiao, G. C.、Box, G. E. P.(1981)。Modeling Multiple Time Series with Applications。Journal of the American Statistical Association，76(376)，802-816。 | | 8. | Feige, E. L.、Pearce, D. K.(1979)。The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis。The Review of Economics and Statistics，61，521-533。 | | 9. | Haugh, L. D.(1976)。Checking the independence of two convariance-stationary time series: a univariate residual cross correlation approach。Journal of the American Statistical Association，71，378-385。 | | 10. | Hsiao, C.(1979)。Autoregressive Modelling of Canadian Money and Income Data。Journal of the American Statistical Association，74，553-650。 | | 11. | Pierce, D. A.(1977)。Relationships-and the Lack thereof-between Economic Series, With Special Reference to Money and Interest Rates。Journal of the American Statistical Associations，11-26。 | | 12. | Plosser, C.、Schwert, G. W.(1977)。Estimation of a Noninvertible Moving Average Process: The Case of Overdifferencing。Journal of Econometrics，6，199-224。 | | 13. | Hsiao, Cheng(1979)。Causality Tests in Econometrics。Journal of Economic Dynamics and Control，1(4)，321-346。 | | 14. | Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society，37(3)，424-438。 | 學位論文| 1. | 楊金財(1976)。貨幣性總量與國民所得及物價之因果關係--臺灣之實證研究(碩士論文)。國立臺灣大學。 延伸查詢 | 圖書| 1. | Chen, S. M. S.、Chen, W. L.(1983)。A New Approach to the Monetary Theory of Inflation: Some Fresh Evidence from Taiwan。 | | 2. | 王平(1983)。貨幣、工資、利率與物價--因果分析之應用。行政院經建會綜合計畫處。 延伸查詢 | | 3. | Liu, L. M.、Hudak, G.(1983)。The SCA System for Univariate-Multivariate Time Series。Dekalb, Illinois：Scientific Computing Associates。 | | 4. | Granger, C. W. J.、Newbold, P.(1977)。Forecasting Economic Time Series。Academic Press。 | 圖書論文| 1. | Hsiao, C.(1982)。Time Series Modelling and Causal Ordering of Canadian Money, Income and Interest Rates。Time Series Analysis: Theory and Practice。North Holland。 | | 2. | Newbold, P.(1982)。Causality Testing in Economics。Time Series Analysis。North-Holland。 | | 3. | Schwert, G. W.(1979)。Tests of Causality: The Message in the Innovations。Carnegie-Rochester Conference Series on Public Policy。 | | 4. | Stokes, H. H.(1983)。The Relationship Between Money, Interest Rates and Prices 1867-1933: A Vector Model Approach。Time Series Analysis。North-Holland。 | |