| 期刊論文| 1. | 吳中書(19870900)。臺灣貨幣需求函數之設定，結構轉變與預期膨脹。經濟論文，15(2)，87-113。 延伸查詢 | | 2. | Kasa, K.(1992)。Common Stochastic Trends in International Stock Markets。Journal of Monetary Economics，29(1)，95-124。  | | 3. | 梁明義、陳坤銘、劉壽祥(1982)。台灣貨幣需求之再分析。經濟專論，11，213-238。 延伸查詢 | | 4. | Cooley, Thomas F.、LeRoy, Stephen F.(1981)。Identification and Estimation of Money Demand。American Economic Review，71(5)，825-844。 | | 5. | Stock, J. H.(1987)。Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors。Econometrica，55(5)，1033-1056。 | | 6. | Schwert, G. W.(1987)。Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data。Journal of Monetary Economics，20(1)，73-103。 | | 7. | Judd, John P.、Scadding, John L.(1982)。The Search for a Stable Money Demand Function: A Survey of the Post: 1973 Literature。Journal of Economic Literature，20(3)，993-1023。 | | 8. | 李榮謙(19860900)。我國貨幣所得流通速度穩定性之探討。中央銀行季刊，8(3)，14-29。 延伸查詢 | | 9. | Phillips, P. C. B.(1986)。Understanding Spurious Regressions in Econometrics。Journal of Econometrics，33，311-340。 | | 10. | Goldfeld, S. M.(1973)。The demand for money revised。Brookings Papers on Economic Activity，3，576-638。 | | 11. | Baumol, W. J.(1952)。The Transactions Demand for Cash。Quarterly Journal of Economics，66(4)，545-556。 | | 12. | Blanchard, O. J.、Quah, D.(1989)。The Dynamic Effects of Aggregate Demand And Supply Disturbance。The American Economic Review，79(4)，655-673。 | | 13. | Gordon, R. J.(1984)。The Short-Run Demand for Money: A Reconsideration。Journal of Money, Credit, and Banking，16(4)。 | | 14. | Hoffman, D. L.、Rasche, R. H.(1991)。Long-Run Income and Interest Elasticities of Money Demand in the United States。The Review of Economics and Statistics，73，665-674。 | | 15. | Jarque, C. M.、Bera, A. K.(1980)。Efficient Tests For Normality, Homoscedasticity and serial Independence of Regression。Economics Letters，6，255-259。 | | 16. | King, R.、Plosser, C.、Stock, J.、Watson, M.(1991)。Stochastic Trends and Economic Fluctuations。The American Economic Review，81，819-840。 | | 17. | Ljung, T.、Box, G.(1979)。The Likelihood Function for a Stationary Autoregressive Moving average Process。Biometrika，66，265-270。 | | 18. | Lucas, R. E.(1988)。Money Demand in the United States: A Quantitative Review。Carnegie-Rochester Conference Series on Public Policy，29，137-168。 | | 19. | Nelson, C. R.、Plosser, C. I.(1982)。Trends and Random Walks in Macroeconomic Time Series。Journal of Monetary Economics，10，139-162。 | | 20. | Orden, D.、Fisher, L. A.(1993)。Financial Deregulation and the Dynamics of Money, Prices, and Output in New Zealand and Australia。Journal of Money, Credit and Banking，25(2)。 | | 21. | Pigou, A. C.(1917)。The Value of Money。Quarterly Journal of Economics，37，38-65。 | | 22. | Rasche, R. H.(1990)。Equilibrium Income and Interest Elasticities of the Demand for M1 in Japan。Bank of Japan Monetary and Economic Studies，8(2)，31-58。 | | 23. | Schmidt, P.(1990)。Dickey-Fuller Tests with Drift。Advances in Econometrics，8，161-200。 | | 24. | Stock, J.、Watson, M. W.(1993)。A Simple Estimator of Cointegrating Vectors in Higher Order Integrated System。Econometrica，61(4)，783-820。 | | 25. | Tobin, James(1956)。The Interest-Elasticity of Transactions Demand for Cash。Review of Economics and Statistics，38(3)，241-247。 | | 26. | Yoshida, T.、Rasche, R. H.(1990)。The M2 Demand in Japan: Shifted and Unstable?。Bank of Japan, Monetary and Economic Studies，8(2)。 | | 27. | Phillips, P. C. B.(1987)。Time series regression with a unit root。Econometrica: Journal of the Econometric Society，55(2)，277-301。 | | 28. | Tobin, James(1958)。Liquidity Preference as Behavior Towards Risk。Review of Economic Studies，25(2)，65-86。 | | 29. | Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control，12(2/3)，231-254。 | | 30. | 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。 | | 31. | Johansen, Søren(1991)。Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models。Econometrica，59(6)，1551-1580。 | | 32. | Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics，2(2)，111-120。 | | 33. | Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika，75(2)，335-346。 | 研究報告| 1. | Hoffman, D. L.、Rasche, R. H.(1991)。Money Demand in the US and Japan: Analysis of Stability and the Importance of Transitory and Permanent Shocks。Economics Departments, Michigan State University。 | | 2. | Hoffman, D. L.、Rasche, R. H.(1991)。Identification and Inference in Cointegrated System: A Synthesis of Recent Developments。Economics Departments, Michigan State University。 | 學位論文| 1. | 孫金蘭(1991)。臺灣貨幣需求之實證研究：共整合與誤差修正模型之應用(碩士論文)。國立中興大學。 延伸查詢 | | 2. | 許碧書(1992)。臺灣名目貨幣需求長期所得、利率彈性之研究：共整合分析與多變數誤差修正模型之應用(碩士論文)。東吳大學。 延伸查詢 | | 3. | 陳姿妙(1992)。臺灣實質貨幣需求長期所得、利率彈性之研究：共整合分析與多變數向量誤差修正模型之應用(碩士論文)。東吳大學。 延伸查詢 | | 4. | Lee, C. N.(1994)。The Transaction Money Demand in Taiwan: Analysis of Stability and the Importance of the Innovations in the Common Stochastic Trends(博士論文)。Michigan State University。 | 圖書| 1. | Fisher, Irving(1911)。The Purchasing Power of Money。New York：Macmillan。 | | 2. | Anderson, Thedorc Wilbur(1971)。The Statistical Analysis of Time Series。New York：Wiley。 | | 3. | McCallum, Bennett T.、Whitaker, John K.(1989)。Monetary Economics: Theory and Policy。New York, NY：Macmillan Publishing Company。 | | 4. | Friedman, M.(1956)。Studies in the Quantity Theory of Money。Chicago：The University of Chicago Press。 | | 5. | 張家宜(1989)。台灣貨幣需求函數之實證研究。淡江大學出版部。 延伸查詢 | | 6. | 柳復起(1970)。論台灣之貨幣需求。中央研究院經濟研究所。 延伸查詢 | | 7. | Fomby, B.、Hill, C.、Johnson, S.(1984)。Advanced Econometric Method。Springer-Verlag。 | | 8. | Hansen, H.、Johansen, S.(1993)。Recursive Estimation in cointegrated VAR-Models。Institute of Mathematical Statistics, University of Copenhagen。 | | 9. | Laidler, D.(1982)。Montarist Perspectives。The Camelot Press。 | | 10. | Laidler, D.(1985)。The Demand for Money: Theories, Evidence, and Problems。Harper and Row, Publishers。 | 圖書論文| 1. | 陳昭南、許日和(1974)。台灣的貨幣需求。台灣貨幣與金融論文集。 延伸查詢 | | 2. | McCallum, B. T.、Goodfriend, M. S.(1987)。Demand for Money: Theoretical Studies。The New Pargrave Dictionary of Economics。London：MacMillan Press Limited。 | |