一、英文文獻:
Aarle, Bas van, Boss, Michael, and Hlouskova, Jaroslava, (2000), “Forecasting the Euro Exchange Rate Using Vector Error Correction Models,” Weltwirtschaftliches Archiv, 136(2), p232-258.
Amano, Robert A., (1995), “Terms of Trade and Real Exchange Rates: the Canadian Evidence,” Journal of International Money and Finance, 14(1), p83-104.
Andre, Sapir and Sekkat, Khalid, (1995), “Exchange Rate Regimes and Trade Prices. Dose the EMS Matter?” Journal of International Economics, 38, p75-94.
Arize, A. C., (1995), “Trade Flows and Real Exchange-Rate Volatility: An Application of Cointegration and Error-Correction Modeling,” North American Journal of Economics & Finance, 6(1), p37-51.
Arize, A. C., (1996), “Cointegration Test of a Long-Run Relation between the Trade Balance and the Terms of Trade in Sixteen Countries,” North American Journal of Economics & Finance, 7(2), p203-215.
Arize, A. C., (1998), “The Long-run Relationship between Import Flows and Real Exchange-Rate Volatility: the Experience of Eight European Economies,” International Review of Economics and Finance, 7(4), p417-435.
Bayoumi, Tamim and Eichengreen, Barry, (1997), “Ever Closer to Heaven? An Optimum Currency Area Index for European Countries,” European Economic Review, 41, p761-770.
Brown, R. L., J. Durbin, and J. M. Evans, (1975), “Techniques for Testing the Constancy of Regression Relationships over Time,” Journal of the Royal Statistical Society, Series B, 37, p149-192.
Dickey, D. A. and Fuller, W. A., (1979), “Distribution of Estimators for Autogressive Times Series with a Unit Root,” Journal of American Statistical Association, 76, p427-431.
Dickey, D. A. and Fuller, W. A., (1981), “Likelihood Ratio Statistics for Autoregressiver Time Series with a Unit Root,” Econometric, 49(4), p1057-1072.
Dutton, Marilyn and Strauss, Jack, (1997), “Cointegration Tests of Purchasing Power Parity: the Impact of Non-traded Goods,” Journal of International Money and Finance, 16(3), p433-444.
Engle, Robert F. and Granger, C. W. J., (1987), “Cointegration and Error-Correction: Representation, Estimation, and Testing,” Econometrica, 55, p51-76.
Engle, Robert F., (1982), “Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of U.K. Inflation,” Econometrica, 50, p987-1008.
Froot, K.A and P.D., Klemperer, (1989), “Exchange Rate Pass-through when Market Share Matters,” American Economic Review, 79, p637-654.
Granger, C. W. J. and Newbold, P., (1974), “Spurious Regressions in Economic,” Journal of Econometrics, 12, p111-120.
Granger, C. W. J.,(1969), “Investigating Causal Relations by Econometrics Models and Spectral Methods,” Econometrica, 37, p424-438.
Johansen, S. and K. Juselius, (1990), “Maximum Likelihood Estimation and Inference on Cointegration with Application to the Demand for Money,” Oxford Bulletin of Economics and Statistics, 52(5), p169-210.
Ling, Hazel Yuen Phui, (2001), “Optimum Currency Areas in East Asia — A Structural VAR Approach,” ASEAN Economic Bulletin, 18(2), p206-217.
Paul, Holden, Merle, Holden, and Esther, C. Suss, (1979), “The Determinants of Exchange Rate Flexibility: An Empirical Investigation,” The Review of Economics and Statistics, 61, p327-333.
Reuven, Glick and Rose, Andrew K., (2002), “Does a Currency Union Affect Trade? The Time-series Evidence,” European Economic Review, 46, p1125-1151.
Richard, Ajayi, Joseph, Friedman, and Seyed, Mehdian, (1998), “On the Relationship between Stock Returns and Exchange Rate: Tests of Granger Causality,” Global Finance Journal, 9(2), p241-251.
Rizzo, Jean-Marc, (1998), “The Economic Determinants of the Choice of an Exchange Rate Regime: a Probit Analysis,” Economics Letter, 59, p283-287.
Sims, C., (1980), “Macroeconomic and Reality,” Econometrica, 48, p1-49.
Taufiq, Choudhry and Phillip, Lawler, (1997), “The Monetary Model of Exchange Rates: Evidence from the Canadian Float of the 1950s,” Journal of Macroeconomics, 19(2), p349-362.
Zhang, Z., (1998), “Does Devaluation of the Renminbi Improve China’s Balance of Trade?” International Economic, 51(3), p437-445.
二、中文文獻:
李秋瑤(2000),臺灣與主要貿易國家貿易收支之實證研究,臺北大學經濟學研究所碩士論文。李祥熹、李崇主(2000),台灣地區外資、匯率與股價關聯性之研究-VAR與VECM之應用,証劵市場發展季刊,12(3)。
何慧慧(2001) ,歐元匯率預測模型之提出,台北大學企業管理研究所碩士論文。吳秉政(1999),歐洲貨幣聯盟與歐元匯率理論之研究,中山大學財務管理研究所碩士論文。林富煒(1994),貿易收支、實質有效匯率、關稅率與貿易條件之動態關係-臺灣地區之實證,逄甲大學經濟學研究所碩士論文。許書怡(1993),台灣對外貿易條件、關稅率與貿易餘額之動態分析,逄甲大學經濟學研究所碩士論文。許淑華(2000),歐洲經濟暨貨幣聯盟會員國匯率長期趨勢效果之檢定,銘傳大學金融研究所碩士論文。張裕鑫(2001),歐元成立對台灣貿易及股市之影響,成功大學企業管理研究所碩士論文。陳志祥(2002),亞洲單一貨幣最適目標區建構與貨幣政策關連性研究,中原大學企業管理研究所碩士論文。陳若暉、王祝三、林汶玲(2001),亞洲單一貨幣其相關經濟指標之決定─橫斷面時間序列混合資料分析,亞太經濟管理評論,第四卷第2期,第47-64頁。陳婉如(1984),最適通貨區域理論與匯率制度的選擇,政治大學國際貿易研究所碩士論文。陳建宏(2000),臺灣匯率之名目衝擊與實質衝擊,臺北大學經濟學研究所碩士論文。陳淑茹(2001),亞洲單一貨幣機制(ACU)可行性之研究─以亞洲各國總體經濟變數關連性為例,中原大學企業管理研究所碩士論文。陳盛通(2000),開發中國家貶值緊縮效果--以台灣及韓國為例,中山大學經濟學研究學碩士論文。