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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Jarque, Carlos M.、Bera, Anil K.(1980)。Efficient Tests for Normality, Homoscedasticity and Serial Independence of Regression Residuals。Economics Letters,6(3),255-259。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Hansen, Lars Peter、Hodrick, Robert J.(1980)。Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis。Journal of Political Economy,88(5),829-853。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Campbell, J. Y.(1987)。Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis。Econometrica,55(6),1249-1273。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Baillie, R. T.、Lippens, R. E.、Mcmahon, P. C.(1983)。Testing Rational Expectations and Efficiency in the Foreign Exchange Market。Econometrica,51,553-563。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Bilson, J. F. O.(1981)。The Speculative Efficiency Hypothesis。Journal of Business,54,435-451。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Shiller, R. J.、Campbell, J. Y.、Schoenholtz. K. L.(1983)。Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates。Brookings papers on Economic Activity,1,173-223。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Campbell, J. Y.、Deaton, A.(1989)。Why is consumption so smooth?。Review of Economics Studies,56(3),357-374。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Huang, C. H.、Lin, K. S.(1991)。An Empirical Study on Taiwan's Tax Policy: 1966-1988。Asian Economic Journal,5,323-338。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Levy, E.、Nobay, A. R.(1986)。The Speculative Efficiency Hypothesis: A Bivariate Analysis。Economic Journal,96,109-121。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Stock, J. H.(1987)。Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors。Econometrica,55(5),1033-1056。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | 沈中華(1993)。臺灣遠期美元外匯市場效率性之再檢定--兩狀態Markov模型的應用。經濟論文,21(1),87-115。 延伸查詢![new window](/gs32/images/newin.png) |
13. | Baillie, R. T.、McMahon, P. C.(1985)。Some Joint Tests of Market Efficiency: The Case of the Forward Premium。Journal of Macroeconomics,7(2),137-150。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Campbell, J. Y.、Shiller, R. J.(1988)。Interpreting Cointegration Models。Journal of Economic Dynamics and Control,12,505-522。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Canarella, G.、Pollard, S. K.(1988)。Efficiency in Foreign Exchange Markets: A Vector Autoregressive Approach。Journal of International Money and Finance,7,331-346。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Chiang, T. C.(1988)。The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach。Journal of Money, Banking and Finance,20,212-231。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Copeland, L. S.(1991)。Cointegration Tests with Daily Exchange Rate Data。Oxford Bulletin of Economics and Statistics,53(2),185-197。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Dickey, D. A.、Pantula, S. G.(1987)。Determining the Order of Differencing in Autoregressive Provesses。Journal of Business, Economics and Statistics,5(4),455-461。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Frankel, J. A.、Froot, K. A.(1987)。Using Survey Data to Test Standard Propositions on Exchange Rate Expectations。American Economic Review,133-153。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Hakkio, C. S.(1981)。Expectations and the Forward Exchange Rate。International Economic Review,22,663-677。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Hakkio, C. S.(1988)。Use of (Time Domain) Vector Autoregressions to Test Uncovered Interest Parity。Review of Economic Statistics,296-305。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Lai, K. S.、Lai, M.(1991)。A Cointegration Test for Market Efficiency。The Journal of Futures Markets,1(4),567-575。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Levich, R. M.(1979)。Are Forward Exchange Rates Unbiased Predictiors of Future Spot Rates?。Columbia Journal of World Business,68,195-198。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Kaminsky, G.(1993)。The Pess Problem and the Behavior of the Exchange Rate The Dollar-Pound Exchange Rate 1976-1989。AER。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | MacDonald, R.、Speight, A. E. H.(1988)。The Term Structure of Interest Rates in the UK。Bulletin of Economic Research,40,287-991。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
26. | MacDonald, R.、Speight, A. E. H.(1991)。The Term Structure of Interest Rates Under Rational Expectations: Some International Evidence。Applied Financial Economics,1,211-221。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | MacDonald, R.、Taylor, M. P.(1991)。Risk, Efficiency and Speculation in the 1920s Foreign Exchange Market: An Overlapping Data Analysis。Weltwirtschaftliches Archiv.,127,500-523。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
28. | Nelson, M.(1988)。Time-Varying Betas and Risk Premia in the Pricing of Forward Foreign Exchange Contracts。Journal of Financial Economics,22(2),354。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
29. | Shen, C. H.(1994)。Estimating Efficiency of Taiwan-US Exchange Rate Markets-A Markov Switching Model。Asian Economic Journal,8,205- 215。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
30. | Taylor, M. P.(1989)。Vector Autoregressive Tests of Uncovered Interest Rate Parity with Allowance for Conditional heteroscedasticity。Scottish Journal of Political Economics,36,238-253。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
31. | Taylor, M. P.(1990)。Ex Ante Pruchasing Power Parity: Some Evidence Based on Vector Autoregressive in the Time Domain。Empirical Economics,15,77-91。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
32. | Taylor, M. P.(1992)。Modelling the Yield Curve。Economic Journal,102,524-537。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
33. | Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
34. | Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
35. | Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
36. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
37. | Kugler, P.(1990)。The Term Structure of Euro Interest Rates and Rational Expectations。Journal of International Money and Finance,9,234-244。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
38. | Ghosh, A. R.(1992)。Is It Signalling? Exchange Intervention and the Dollar-Deutschemark Rate。Journal of International Economics,32,201-220。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |