論文壹、論台灣經濟預測模型外生變數預測值的預測績效
單易、鄭淑如 (1999),「台灣總體經濟計量動態季模型」,行政院主計處中華民國台灣地區國民經濟動向統計季報,84,58-73。
梁國源 (1995a),「如何解讀與發布經濟預測數據」,經濟日報,第九版,12月25日。
梁國源 (1995b),「台灣兩個主要總體經濟季模型預測能力之評估」,經濟論文叢刊,23(1),43-82。梁國源、周炳宏 (1997),「經建會經建目標值之Henriksson-Merton檢定」,行政院國家科學委員會研究彙刊:人文及社會科學,7(1),1-12。
梁國源、周大森 (2002),「WEFA預測數據與台灣經濟預測」,手稿,台北:世新大學管理學院。
Artis, M. and M. Marcellino (2001), “Fiscal Forecasting: The Track Record of the IMF, OECD and EC,” Econometrics Journal, 4(1), S20-S36.
Ash, J.C.K., D.J. Smith and S.M. Heravi (1991), “The Accuracy of OECD Forecasts of the International Economy: Demand, Output and Price,” International Journal Forecasting, 6(3), 379-392.
Ashley, R. (1983), “On the Usefulness of Macroeconomic Forecasts as Inputs to Forecasting Models,” Journal of Forecasting, 2(3), 211-223.
Ashley, R. (1985), “On the Optimal Use of Suboptimal Forecasts of Explantory Variables,” Journal of Business and Economic Statistics, 3(2), 129-131.
Ashley, R. (1988), “On the Relative Worth of Recent Macroeconomic Forecasts,” International Journal of Forecasting, 4(3), 363-376.
Barrionuevo, J.M. (1993), “How Accurate Are the World Economic Outlook,” Staff Studies for the World Economic Outlook, International Monetary Fund, December 1993, 28-46.
Chong, Y. Y. and D.F. Hendry (1986), “Econometric Evaluation of Linear Macro-econometric Models,” Review of Economic Studies, 53(4), 671-960.
Cicarelli, J. (1982), “A New Method of Evaluating the Accuracy of Economic Forecasts,” Journal of Macroeconomics, 4(4), 469-475.
Cumby, R.E. and D.M. Modest (1987), “Testing for Market Timing Ability: A Framework for Forecast Evaluation,” Journal of Financial Economics, 19(1), 169-189.
Diebold, F.X. (2001a), Elements of Forecasting, second edition, Cincinnati: South-Western.
Diebold, F.X. and L. Kilian (2001b), “Measuring Predictability: Theory and Macroeconomic Applications,” Journal of Applied Econometrics, 16(6), 657-669.
Henriksson, R.D. and R.C. Merton (1981), “On Market Timing and Investment Performance II: Statistical Procedures for Evaluating Forecasting Skills,” Journal of Business, 54(4), 513-533.
Holden, K. and D.A. Peel (1990), “On Testing for Unbiasedness and Efficiency of Forecasts,” The Manchester School, 58(2), 120-127.
http://www.bea.doc.gov/bea/dnl.htm
http://www.esri.cao.go.jp/en/sna/menu.html
http://www.stats.gov.cn
http://www.dgbas.gov.tw/dgbas03/bs8/dbase/data.htm
Leitch, G. and J.E. Tanner (1991), “Economic Forecast Evaluation: Profits versus the Conventional Measure,” American Economic Review, 81(3), 580-590.
Merton, R.C. (1981), “On Market Timing and Investment Performance I: An Equilibrium Theory of Value for Market Forecasts,” Journal of Business, 54(3), 363-406.
Mincer, J. and V. Zarnowitz (1969), “The Evaluation of Economic Forecasts,” in J. Mincer (ed.), Economic Forecasts and Expectations, N.Y.: National Bureau of Economic Research.
Moriarty, M.M. (1985), “Design Features of Forecasting Systems Involving Management Judgements,” Journal of Marketing Research, 22(4), 353-364.
OECD Economic Outlook (various issues), Paris: Organisation for Economic Co-Operation and Development.
Pons, J. (2000), “The Accuracy of IMF and OECD Forecasts for G7 Countries,” Journal of Forecasting, 19(1), 53-63.
Smyth, D.J. (1983), “Short-run Macroeconomic Forecasting: the OECD Performance,” Journal of Forecasting, 2(1), 37-49.
Stekler, H.O. (1994), “Are Economic Forecasts Valuable?,” Journal of Forecasting, 13(6), 495-505.
Taiwan Statistical Data Book (2001), Taipei: Council for Economic Planning and Development.
Theil, H. (1966), Applied Economic Forecasting, Amstterdam: North-Holland.
Wallis, K. F. (1989), “Macroeconomic Forecasting: a Survey,” Economic Journal, 99(1), 28-61.
Wold, H.O. (1954), A Study in the Analysis of Stationary Time Series, second edition, Uppsala, Sweden: Almquist and Wicksell.
World Economic Outlook (various issues), Washington, D.C.: International Monetary Fund.
World Economic Outlook (various issues), Philadelphia: Wharton Econometric Forecasting Associates.
論文貳、美國經濟表現對台灣生產面的影響
行政院經濟建設委員會 (2002),台灣景氣指標,26(3),2-24。
梁國源 (2002),「景氣透露燕蹤拼經濟還得加把勁」,工商時報,第十一版,四月十四日。
趙民德、謝邦昌 (2000),多變量分析,台北:曉園出版社。
Anderson, T. W. (1984), An Introduction to Multivariate Statistical Analysis, second edition, New York: John Wiley and Sons.
de Brouwer, G. and J. Romalis (1996), “External Influences on Output: An Industry Analysis,” Reserve Bank of Australia Discussion Paper No 9612.
de Roos, N. and B. Russell (1996), “Towards an Understanding of Australia’s Co-movement with Foreign Business Cycles,” Reserve Bank of Australia Discussion Paper No 9607.
Debelle, G. and B. Preston (1995), “Consumption, Investment and Interna- tional Linkages,” Reserve Bank of Australia Discussion Paper No 9512.
Diebold, F.X. (2001), Elements of Forecasting, Second edition, Cincinnati: South-Western.
Duarte, A. and K. Holden (2000), “ The Business Cycle in the G7 Economies,” Bibliography of EMU, Euro know, also available at
.
Eviews 3 (1997), User’s Guide, Quantitative Micro Software.
Gruen, D. and G. Shuetrim (1994), “Internationalization and the Macro- economy,” Reserve Bank of Australia Discussion Paper No 9405.
Kremers, J. J. M., N. R. Ericsson and J. J. Dolado (1992), “The Power of Cointegration Tests,” Oxford Bulletin of Economics and Statistics, 54(3), 325-348.
Meyer, L. H. (2001), “The Global Outlook and Challenges Facing Central Banks Around the World,” speech presented at Edinburgh Finance and Investment Seminar, Edinburgh, 24 May, also available at .
Otto, G., G. Voss and L. Willard (2001), “Understanding OECD Output Correlations,” Reserve Bank of Australia Discussion Paper No 0105.
Patterson, K. (2000), An Introduction to Applied Econometrics:a Time Series Approach, St. Martin’s Press.
Rogers, R. M. (1998), Handbook of Key Economic Indicators, 2nd ed., McGraw-Hill Professional Publishing.
Stockman, A. (1988), “Sectoral and National Aggregate Disturbances to Industrial Output in Seven European Countries,” Journal of Monetary Economics, 21(2/3), 387-409.
Thomas, R. L. (1997), Modern Econometrics: An Introduction, Harlow, England: Addison Wesley.
Zellner, A. (1963), “Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results,” Journal of the American Statistical Association, 58, 977-992.