| 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. | Doan, Thomas、Litterman, Robert B.、Sims, Christopher A.(1984)。Forecasting and Conditional Projection Using Realistic Prior Distributions。Econometric Reviews，3(1)，1-100。 | | 3. | Stock, J. H.(1987)。Measuring business cycle time。Journal of Political Economy，95，1240-1261。 | | 4. | Tsay, R. S.、Tiao, G. C.(1984)。Consistent estimates of autoregressive parameters and extended sample Autocorrelation function for stationary and nonstationary ARMA models。Journal of America Statistic Association，79(385)，84-96。 | | 5. | Sims, C. A.(1980)。Macroeconomics Reality。Econometrica，48(1)，1-48。 | | 6. | Schwert, William G.(1987)。Effects of model specification on tests for unit roots in macroeconomics data。Journal of Monetary Economics，20，73-103。 | | 7. | Tiao, G. C.、Box, G. E. P.(1981)。Modeling multiple time series with applications。Journal of American Statistics Association，76，802-816。 | | 8. | Nelson, Charles R.、Plosser, Charles I.(1982)。Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications。Journal of Monetary Economics，10(2)，139-162。 | | 9. | Phillips, Peter C. B.(1987)。Time Series Regression with a Unit Root。Econometrica，55(2)，277-301。 | | 10. | Stock, J. H.(1988)。Estimating Continuous-Time Processes Subject to Time Deformation. An Application to Postwar U.S. GNP。Journal of the American Statistical Association，83，77-85。 | | 11. | Phillips, P. C. B.、Durlauf, S. N.(1986)。Multiple Time Series Regression with Integrated Processes。Review of Economic Studies，53，473-495。 | | 12. | Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society，49(4)，1057-1072。 | | 13. | Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika，71(3)，599-607。 | 會議論文| 1. | 汪義育(1985)。臺灣物價與所得波動之探討--向量自迴歸模型分析之結論。中國經濟學會年會。中國經濟學會。49-93。 延伸查詢 | 研究報告| 1. | Blanchard, Olivier J.(1988)。Sources of Business Cycle。 | | 2. | Sims, C. A.、Stock, J. H.、Watson, M. K.(1986)。Inference in Linear Time Series Model with Some Unit Roots。 | | 3. | Stock, James H.、Watson, Mark W.(1987)。Interpreting the evidence on money-income causality。Cambridge, MA：National Bureau of Economic Research。 | | 4. | Stock, James H.、Watson, Mark W.(1987)。Testing for Common Trends。 | 學位論文| 1. | 蔡麗茹(1988)。台灣總體經濟變數之因果關係檢定(碩士論文)。國立政治大學。 延伸查詢 | 圖書| 1. | Fuller, Wayne A.(1976)。Introduction to Statistical Time Series。New York, NY：John Wiley and Sons。 | 圖書論文| 1. | Blanchard, Olivier J.、Watson, Mark W.(1986)。Are Business Cycles All Alike?。The American Business Cycle: Continuity and Change。Chicago：University of Chicago Press。 | | 2. | Geweke, John(1984)。Inference and Causality in Economic Time Series Models。Handbook of Econometrics。 | | 3. | DeLong, J. Bradford、Summer, Lawrence H.(1986)。The Changing Cyclical Variability of Economic Activity in the United States。The American Business Cycle: Continuity and Change。Chicago：University of Chicago Press。 | | 4. | Dornbusch, Rudiger、Fischer, Stanlit(1986)。The Open Economy: Implications for Monetary and Fiscal Policy。The American Business Cycle Continuity and Change。Chicago：The University of Chicago Press。 | | 5. | Friedman, Benjamin M.(1986)。Money, Credit, and Interest Rates in the Business Cycle。The American Business Cycle Continuity and Change。Chicago：The University of Chicago Press。 | | 6. | Gordon, Robe J.、Veitch, John M.(1986)。Fixed Investment in the American Business Cycle, 1919-83。The American Business Cycle: Continuity and Change。Chicago：The University of Chicago Press。 | |