| 期刊論文| 1. | Toda, H. Y.、Yamamoto, T.(1995)。Statistical inference in vector autoregressions with possibly integrated processes。Journal of Econometrics，66(1/2)，225-250。   | | 2. | Estrella, Arturo、Mishkin, Frederic S.(1998)。Predicting U.S. Recessions: Financial Variables as Leading Indicators。Review of Economics and Statistics，80(1)，45-61。 | | 3. | Cai, J.(1994)。A Markov model of switching-regime ARCH。Journal of Business and Economic Statistics，12，309-316。 | | 4. | Gray, S. F.(1996)。Modeling the Conditional Distribution of Interest Rates as a Regime Switching Process。Journal of Financial Economics，42(1)，27-62。 | | 5. | Hamilton, J. D.、Susmel, R.(1994)。Autoregressive conditional heteroscedasticity and changes in regime。Journal of Econometrics，64，307-333。 | | 6. | Diebold, Francis X.、Mariano, Roberto S.(1995)。Comparing Predictive Accuracy。Journal of Business and Economic Statistics，13(3)，253-263。 | | 7. | Hamilton, James D.(1989)。A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle。Econometrica: Journal of the Econometric Society，57(2)，357-384。 | | 8. | Diebold, F. X.、Rudebusch, G. D.。Measuring Business Cycle: a Modern Perspective。Review of Economics and Statistics，78(1)，67-77。 | 會議論文| 1. | 周幸蓉、李春長。臺灣房地產景氣循環轉折點之認定。 延伸查詢 | | 2. | 林秋瑾。房地產景氣指標衡量之再確認－馬可夫轉換狀態空間模型之應用。 延伸查詢 | 研究報告| 1. | 徐之強、黃裕烈。運用領先指標預測景氣變化之研究。 延伸查詢 | 圖書| 1. | Hamilton, James D.(1994)。Time Series Analysis。Princeton University Press。 | | 2. | Diebold, F. X.、Rudebusch, G. D.。Business Cycles Duration, Dynamics, and Forecasting。Business Cycles Duration, Dynamics, and Forecasting。New Jersey。 | | 3. | Krolzig, H. M.。Markov Switching Vector Autogressions: Modelling, Statistical Inference and Application to Business Cycle Analysis。Markov Switching Vector Autogressions: Modelling, Statistical Inference and Application to Business Cycle Analysis。Heidelberg, Germany。 | |