期刊論文| 1. | Campbell, J. Y.(1987)。Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis。Econometrica，55(6)，1249-1273。   |
| 2. | Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a Unit Root in Time Series Regressions。Biometrika，75(2)，335-346。 |
| 3. | Moreno, Ramon(1989)。Exchange rates and trade adjustment in Taiwan and Korea。Economic Review: Federal Reserve Bank of San Francisco，2，30-48。 |
| 4. | 戴臺馨(19900300)。經濟自由化之總體效果﹣﹣臺灣之模擬分析。臺灣銀行季刊，41(1)，1-57。 延伸查詢 |
| 5. | Bohn, Henning(1991)。Budget Balance through Revenue or Spending Adjustment? some historical evidence for the United States。Journal of Monetary Economics，27，333-359。 |
| 6. | Engle, Robert F.、Granger, C. W. J.(1987)。Co-integrating and Error Correction: Representation, Estimation, and Testing。Econometrica，55(2)，251-276。 |
| 7. | Fry, Maxwell J.(1990)。Taiwan's Current Account Surplus: Incipient Dutch Disease?。International Economic Journal，4(3)。 |
| 8. | Phillips, P. C. B.(1987)。Time Series Regressions with a Unit Root。Econometrica，55，277-301。 |
| 9. | Rodriguez, Carlos Alfredo(1980)。The Role of Trade Flows in Exchange Rate Determination: A Rational Expectations Approach。Journal of Political Economy，88(6)。 |
| 10. | Runkle, David E.(1987)。Vector Autoregressions and reality。Journal of Business & Economic Statistics，5(4)，437-442。 |
| 11. | Stock, James H.(1991)。Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series。Journal of Monetary economics，28(1)，435-459。 |
| 12. | Godfrey, Leslie G.(1978)。Testing Against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables。Econometrica，46(6)，1293-1302。 |
| 13. | King, Robert G.、Plosser, Charles I.、Stock, James H.、Watson, Mark W.(1991)。Stochastic Trends and Economic Fluctuations。American Economic Review，81(4)，819-840。 |
| 14. | Mendoza, Enrique G.(1991)。Real Business Cycles in a Small Open Economy。The American Economic Review，81(4)，797-818。 |
| 15. | Phillips, Peter C. B.、Ouliaris, Sam(1990)。Asymptotic properties of residual based tests for cointegration。Econometrica，58(1)，165-193。 |
| 16. | Schwert, G. W.(1987)。Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data。Journal of Monetary Economics，20(1)，73-103。 |
| 17. | Sheffrin, Steven M.、Woo, Wing Thye(1990)。Testing an Optimizing Model of the Current Account via the Consumption Function。Journal of International Money and finance，9，220-233。 |
| 18. | Sims, Christopher A.(1987)。Vector Autoregressions and Reality: Comment。Journal of Business & Economic Statistics，5(4)，443-449。 |
| 19. | 黃柏農(19930300)。滯留期數與移動平均項次對ADF與PP單根檢定法的影響--使用Monte Carlo模擬分析。經濟論文，21(1)，117-149。 延伸查詢 |
| 20. | King, Robert G.、Plosser, Charles I.、Rebelo, Sergio T.(1988)。Production, growth and business cycles: I. the basic neoclassical model。Journal of Monetary Economics，21(2/3)，195-232。 |
| 21. | Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society，48(1)，1-48。 |
| 22. | Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika，71(3)，599-607。 |
圖書| 1. | De Grauwe, Paul(1983)。Macroeconomic Theory for the Open Economy。Gower Publishing Company。 |
| 2. | McCallum, Bennett T.、Whitaker, John K.(1989)。Monetary Economics: Theory and Policy。New York, NY：Macmillan Publishing Company。 |
| 3. | Fuller, W. A.(1976)。Introduction to Statistical Time Series。New York：Willy。 |
| 4. | 賴景昌(1993)。國際金融理論--基礎篇。茂昌書局。 延伸查詢 |
| 5. | Godfrey, L. G.(1988)。Misspecification Tests in Econometrics: the Lagrange Multiplier Principle and Other Approaches。Cambridge University Press。 |