期刊論文| 1. | Campbell, John Y.、Shiller, Robert J.(1987)。Cointegration and Tests of Present Value Models。Journal of Political Economy，95(5)，1062-1088。   |
| 2. | Kleidon, Allan W.(1986)。Variance Bounds Tests and Stock Price Valuation Models。Journal of Political Economy，94(5)，953-1001。 |
| 3. | Mankiw, N. Gregory、Miron, Jeffrey A.(1986)。The Changing Behavior of the Term Structure of Interest Rates。Quarterly Journal of Economics，101(2)，211-228。 |
| 4. | Singleton, Kenneth J.(1980)。Expectations models of the term structure and implied variance bounds。Journal of Political Economy，88(6)，1159-1176。 |
| 5. | Nelson, Charles R.、Kang, Heejoon(1984)。Pitfalls in the Use of Time as an Explanatory Variable in Regression。Journal of Business and Economic Statistics，2，73-82。 |
| 6. | Flavin, Marjorie A.(1983)。Excessive Volatility in the Financial Markets: A Reassessment of the Empirical Evidence。Journal of Political Economy，91(6)，929-956。 |
| 7. | Shiller, Robert J.(1981)。Alternative Tests of Rational Expectations Models: The Case of the Term Structure。Journal of Econometrics，16(1)，71-87。 |
| 8. | Nelson, Charles R.、Plosser, Charles I.(1982)。Trend and Random Walk in Macroeconomic Time Series: Some Evidence and Implications。Journal of Monetary Economics，10，139-162。 |
| 9. | Shiller, Robert J.(1979)。The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure。Journal of Political Economy，87(6)，1190-1219。 |
| 10. | Chan, K.、Hung, Hayya、Jack, C.、Ord, J. Keith(1977)。A Note on Trend Removal Methods: the Case of Polynomial Regression Versus Variate Differencing。Econometrica，45，737-744。 |
| 11. | Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series with Unit Root。J. American Statist, Assoc.，74(1)，427-431。 |
| 12. | Grossman, Sanford J.、Shiller, Robert J.(1981)。The Determinants of the Variability of Stock Market Price。A.E.R. Papers and Proceedings，71，222-227。 |
| 13. | Shiller, Robert J.(1981)。Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?。American Economic Review，71(3)，421-436。 |
| 14. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica，55(2)，251-276。 |
| 15. | LeRoy, Stephen F.、Porter, Richard D.(1981)。The Present-Value Relation: Tests Based on Implied Variance Bounds。Econometrica，49(3)，555-574。 |
| 16. | Mankiw, N. Gregory、Romer, David、Shapiro, Matthew D.(1985)。An Unbiased Reexamination of Stock Market Volatility。Journal of Finance，40(3)，677-687。 |