參考文獻
一.中文部分
1.汪義育，”總體經濟時間數列分析之方法與運用”，華泰書局.民國78年2月出版.
.汪蓋育，”台灣貨幣與所得間因果關係之研究”，民國79年4月
2.柳復起，”現代貨幣銀行學”，三民書局，民國76年2月
3.陳柏青，”景氣循環的時間序列研究方法-台灣實證分析”，國立政治大學財政研究所碩士論文.民國78年6月
4.蔡麗茹，”台灣總體經濟變數之因果關係檢定”，國立政治大學國際貿易研究所碩士論文. 民國77年6月

二.英文部分
1.Bernake.B.S . , 1986.”A1ternative Explnations of the Money-Income Correlation”
. Carnegie-Rochester Conference Series on Public Policy,25,49-100.
2.Beveridge,s. ,and Nelson.C.R ., 1981,'A New Approach to Decompose of Economic
Time Series into Permanent and Transitory Componentswith Particular Attention to Measurement of the 'Business Cycle" . Journal of Monetary Economics,7,151-174.
3.Blanchard,O.J ., 1987, 'Why Does Money Affect Output?'M.I.T. Working Paper
No.453.
4.Boschen,J.F . , and Mills,L.O ., 1988,?Test of the Relation Between Money
and Output in the Real Business Cyccle Model' ,Journal of Moneytary
Economics.22,355-374.
5.Camphell,J.Y.,and Mankiw,N.G.,1987.?Are Output Fluctuations Transitory?' . The Quarterly Journal of Economics ,Farthing.
6.Camphell,J.Y.,and Mankiw,N.G. ,1987, 'Parmanent and Transitory Components
in Macroeconomic Fluctuations',
7.Camphell,J.Y.,and Scheller,R.J.,1988.'Intepreting Cointegrated Models',Journal of Economeic Dynamics and Control,12,505-522.
8 . Christiano,L.J.,and Eichenbaun,M. ,1986, 'Temperal Aggeration and Structural
in Macroeconomics',NBER Working Paper e Money-Output Relation' ,Journal of Monetary Economics,22,217-235.
10.Clark,P.C.,1989,'Trend Reversion in Output and Unemployent',Journal of Econometrics,40,15-32 .
11.Coharance,J.H.,1988, 'How Big isthe Random Walk in GNP/',Journal of Political Economy,Vol.96,No.5,893-920.
12.Danthine,J.P.,Donaldson,J.B.,and Smith,L.,1987, 'On the Supernetrality of Money in a Stochastic Dynamic Macroeconomic Model',Journal of Monetary Economics,20,475-499.
13.Dickey D.A.,and W.A.Fuller. ,1979, 'Distribution of the Estimators for Autoregressive Time Siers with a Unit Root',Journal of the American Statistical Association,74,427-431.
14.Dickey D.A.,and W.A.Fuller. ,1979, 'Testing for Unit Roots in Seasonal Time Series',Journal of the American Statistical Association,Vol.79,No.386,355-367.
15.Dickey,D.A. ,1981. 'Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root',Econometrica,49,1057-1072.
16.Durlauf,S.,and P.C.B.Phillips.,1987, 'Trends versus Random Walks in Times Series Analysis',Econometrica,forthcoming.
17.Eichenbaum.M ., and K.J.Singleton.1986.?Do Equilibrium Real Business Cycle Theories Expkain Post-war U.S Business Cycles??.N.B.E.R.Working Paper.on.Estimation and Testing?.Econometrica.SS.No.2.251-276.
19 .Grandolfo.G ., 1987.?International Economics:Book II'.
20.Granger.C.W.J .? 1988.?Some Evident Development in a Conoept of Causality’.Journal of Econometrics.39.199-211.
21.Hall.R.E ., 1989.?A Framework for Studting Monetary Non-Neutrality' .NBER Working Paper n Macroeconomic Time Series'.Journal of Business & Economic Statistics.Vol.3.No.3.216-227.
24.Harvey.A.C ., and Stock.J.H ., 1988.?Continuous Time Auto regressive Models With Common Stochastic Trends?.Journal of Economic Dynamicsand Control.12.36S-384.
25 .Hsiao.C ., 1981.?Autoregressive Modelling and Money-Income Causality Detecction?.Journal of Monetary Economics.7.85-106.
26.Hsiao.C ., 1982.?Autoregressive Mondeling and Causal Ordering of Economic Dynamics and Control.4.243-259.
27.Johnson.S ., 1988.?Statistical Analysis of Cointegration Vectors' .Journal of Economic Dynamic and Control.12.231-254.
28.Kang.H ., 198S.?The Effects of Detrending in Granger Causality Test'.Journal of Business &Economic Statistics.Vol.3.No.4.344-349.
29.King.R.G ., and Plosser.C.I ., 1984.?Money.Credit.and Prices in a Real Business Cycle?.American Economic Review.74.363-380.
30.Litterman.R.B ., and Weiss.L ., 198S?Money.Real Interest Rate.and Output :A Reinterpretation of Postwar U.S. Data?.Econometrica.Vol .S3.No.1,129-156.
31.Ljungqvist.L ., Park.M ., Stock.J.H ., and Watson.M.W ., 1988.?The Convergence
of Multivariate 'Unit Root' Distributions to their Asymptic Limit:The Case of Money-Income Causality?.Journal of Economic Dynamics and Control.12.489-502.
32.Manchester.J ., 1989.?How Money Affect Real Output' . Journal of Money.Credit,and Banking,Vol.21,No.1,16-32.
33.Nelson.C.R ., and Kang.H ., 1981.?Spurious Periodicity in Inappropriately Detrended Time Series' .Econometrica.Vol.49,No.3,741-751.
34.Nelson.C.R ., and C.I.Plosser ., 1982.?Trends and Random Walks in Macroeconomic
Time Series?.Journal of Monetary Economics,10,132-162.
35.Nelson.C.R ., 1988 ., Spurious Trend and Cycle in the State Space Decomposition
of a Time Series With a Unit Roots?.Journal of Economeic Dynamics and Control?,12,475-488.
36.Ouliars.S ., Park.J.Y ., and Phillips.P.C.B ., 1987.?Testing for a Unit Roots in the Presence of a Maintained Trend'.
37.Park.J.Y ., and P.C.B.Phillips.1988.?Statistical Inference in Regressions with Integrated Processes:Part I?.Econometric Theory,4,468-497.
38.Perron.P ., 1986.?Trend and Random Walks in Macroeconomic Time Series:Futher Evidence from a New Approach ?.Department of Economics.University of Montreal,Montreal,Canada.
39.Phillips. P.C.B ., 1986.?Undderstanding Spurious Regressions in Econometrics?.Journal of Econometrics,33,311-340.
40.Phillips. P.C.B ., 1987.?Time Series Regression with Unit Roots' .Econome trica,55(2),277-302.
41.Phillips.P.C.B ., and S.N.Durlauf.1986.'Multiple Time Series with Integrated Variables?.Review of Economic Studies,53,473-496.
42.Phillips.P.C.B .? 1988.'Regression Thery for Near-Integraated Time Series
, Vol.56,No.5,1021-1043.
43.Phillips.P.C.B ., and S.Ouliaris.1988,'?Testing for Cointegration using Principal Components Methods'. Journal of Economeic Dynamics and Control.12.205-230.
44.Phillips.P.C.B ., and Park.J.Y.,1988.?Asymptic Equaivalence of Orindary Least Square and Generalized Least Square in Regressions with Integrated Regressors' . Journal of the American Statistical Association,Vol.83,No.401,111-115.
45.Phillips,P.C.B ., and P.Perron.1988.?Testing for a Unit root in Time Series Regresssion?.Biometrica,Vol.75,No.2,335-346.
46.Quah.D ., and Wooldridge. J.M ., 1988.?A Common Error in the Treatment of Trending Time Series' .M.I.T.Working Paper.No.483.
47.Rivera-Baitz.F.L.and Rivera-Batiz.L ., 1985.?International Finance and Open Economy Macroeconomics'.
48.Said.S.E.and D.A.Dickey.1985.?Hypothesis Testing in ARRIMA(p.l.q) Models'.Journal of the American Statistical Association,Vol.80,No.390,369-374.
49.Said.S.E.and D.A.Dickey.1984.?Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order?.Biometrica,71,599-607.
50.Sargent.T.J ., 1987.?Macroeconomic Theory'.Second Edition.
51.Schwert.G.W ., 1987?Effect of Model Specification on Test for Unit Roots in Macroeconomic Data?.Journal of Monomics Economics,20,73-103.
52.Schwert,G.W.,1988, 'Testing for Unit Roots:A Monte Carlo Investication',NBER Technical Working Paper 54.Sims,C.A.,1972, 'Money, Income and Causality',American Economic Review,62,540-552.
55.Sims,C .A. ,1980a, 'Macroeconomics and Reality' ,Econometrica,48,l-48.
56.Sims,C.A.,1980b, 'Comparison of Interwar and Postwar Business Cycle:Monetarism Reconsidered',American Economic Review,70,250-257.
57.Sims,C.A.,J.H.Stock and M.W.Waston.,1986, 'Inference in Linear Time Series Models With Some Unit Roots',Manuscript(Standford University,Standford,CA).
58.Sims,C .A.,1988, 'Baysian Skepticism on Unit Root Econometrics ' ,Journal of Economic Dynamics anf Control,12,463-374 .
59.Stock,J.H.,1987b, 'Asymptic Properties of Least Squares Estimation of Cointegrating Vectors',Econometrica,55,l035-1056.
60.Stock,J.H.and M.W.Watson,1986a, 'Testing for Common Trends' ,Harvard Institute for Economic Research Discussion Paper,No.1222,Forthcoming in the Journal of the American Statistical Association.
61 . Stock,J.H.,1987,'Asymptic Properies of Least Squares Estimators of Cointegrating Vectors'Econometrica,Vol.55,No.5,l035-1056.
62.Stock,J.H.and M.W.Watson,1988, 'Variable Trends in Economic Time Series',Journal of Economic Perspectives,Vol.2,No.3.147-174 .
63.Stock.J.H.and M.W.Watson.1989.?Intepreting the Evidence on MoneyIncome Causality?.Journal of Econometrics.40.161-181 .
66.Thornton.D.L .? and Batten.D.S ., 1985.?Lag-Length Selection and Tests of Granger Causality between Money and Income' ,Journal of Money ?Credit.and Banking.Vol.17.No.2.164-178.
67.Tobin.J.1970.?Money and Income:Post Hoc Ergo Propter Hoc??.The Quaterly Journal of Economics.
68.Urban.J.P ., 1989.?Model Selection Criteria and Granger Causality Test’. Economics Letters.29.317-320.
69.West.K.D ., 1987 . ?On the Intmrpretatioon of Near Random-Walk Behavior in GNP' . Journal of the American Economic Review.Vol.78.No.l.202-209.