一、 中文部分
1. 中華徵信(1994-1996),台灣地區產業年報/金融業。
2. 白志杰,(1997),總體經濟變數與台中住宅市場價格關係之研究--結構化向量自我迴歸模型之應用,逢甲大學土地管理研究所碩士論文。3. 江名宜,(1997),營建類股價及其影響因素波動關係之研究─誤差修正模型之應用,政治大學地政研究所碩士論文。
4. 吳修廉,(1994),房地產景氣及其影響因素之研究--以台中都會區為例,東海大學企業管理研究所碩士論文。5. 呂淑玲,(1991),日本股市計量模型、結構變遷暨其對台灣股市的影響,淡江大學管理科學研究所管理科學組碩士論文。6. 李月華,(2000),台北市住宅價格模式之研究,淡江大學管理科學研究所博士論文。7. 李宜家,(1996),有限資訊下結構性改變的檢定方法,台灣大學經濟學研究所碩士論文。8. 林秋瑾,(1996),台灣區域性住宅價格模式之建立,政大地政學報,第一卷第一期,第29-49頁。9. 林秋瑾,(1998),預售屋與成屋價格關係之分析─市場效率之驗證,管理學報,第十五卷第四期,第643-664頁。10. 林秋瑾與黃佩玲,(1995),住宅價格與總體經濟變數關係之研究---以向量自我迴歸模式(VAR)進行實證,政大學報,第七十一期,第143-160頁。11. 林茂文,(1992),時間數列分析與預測,華泰書局。
12. 林祖嘉,(2000),亞洲金融風暴對台灣住宅與住宅市場與住宅金融之影響與衝擊,現代化研究,第二十一卷,第44-61頁。13. 林嵩麟,(2000),成屋價格影響因素之研究,朝陽大學企管研究所碩士論文。14. 林福來,(1996),結構性改變下單根與共積檢定,中正大學國際經濟研究所碩士論文。15. 花敬群與張金鶚,(1997),住宅市場價量波動之研究,住宅學報,第五期,第1-15頁。
16. 信義不動產企劃研究室(1997),1997台灣地區房地產產業年鑑。
17. 施平益,(2000),多重結構性改變下貨幣需求函數之穩定性探討,中正大學國際經濟研究所碩士論文。18. 高斐蘭,(1996),臺灣地區房地產景氣與經濟、金融變數之共整合研究,中山大學財務管理研究所碩士論文。19. 張金鶚,(1998),房地產投資與決策分析─理論與實務,華泰書局。
20. 張炳耀、林淑華、葉盛、鍾世靜與鄭麗玲(1993),住宅價格變動原因之探討,中央銀行季刊,第十五卷第四期,第18-55頁。21. 許碧峰,(1995),考慮經濟結構變遷下,台灣製造業研究發展對生產力貢獻之實證研究,政治大學經濟研究所碩士論文。
22. 陳力維,(2001),台灣房地產價格變動因素之研究,淡江大學金融研究所碩士論文。23. 陳明吉,(1988),房地產價格變動因素及影響之研究,政治大學研究所碩士論文。24. 彭建文,(2000),台灣房地產景氣循環之研究─生產時間落差、宣告效果、總體經濟之影響,政治大學地政研究所博士論文。25. 彭建文譯,(1997),不動產市場景氣循環、轉變力量與結構變遷(Roulac, S.E.著),住宅學報,第六期,第71-88頁。
26. 黃佩玲,(1995),住宅價格與總體經濟變數關係之研究,政治大學地政研究所碩士論文。
27. 楊忠欽,(1992),大台北地區房價決定模型之實證研究,淡江大學金融研究所碩士論文。28. 詹傑勝,(2000),經濟結構變遷、高等教育擴張及異質性人力運用,南華大學教育社會學研究所碩士論文。29. 鄭佳音,(2000),台灣地區股價與房價之互動關係研究,淡江大學財務金融研究所碩士論文。30. 賴碧瑩,(2003),從經濟結構變遷探討房地產市場與總體經濟之關連性,2003年中華民國住宅學會第十二屆年會論文集。
二、 英文部分
1. Andrews, D. W. K. (1993), “Tests for Parameter Instability and Structural Change with Unkown Change Point,” Econometrica, 61: 821-856.
2. Andrews, D. W. K., Lee, I. and Ploberger, W. (1996), “Optimal Changepoint Tests for Normal Linear Regression,” Journal of Econometrics, 70: 9-38.
3. Bai, J. and Perron, P. (1998), “Estimating and Testing Linear Models with Multiple Structural Changes,” Econometrica, 66(1): 47-78.
4. Bai, J. and Perron, P. (2001), “Computation and Analysis of Multiple Structural Change Models,” Econometrica, 66(1): 47-78.
5. Bai, J. and Perron, P. (2003), “Critical Values for Multiple Structural Change Tests,” Econometrics Journal, 1: 1-7.
6. Banerjee, A. and Urga, G. (1998), “Bootstrapping Sequential Tests for Multiple Structural Breaks,” Discussion Paper No. 17-98, Centre for Economic Forcasting, London Business School.
7. Born, W. L. and Pyhrr, S. A. (1994), “Real Estate Valuation: The Effect of Market and Property Cycles,” The Journal of Real Estate Research, 9(4):455-485.
8. Brown P. M. (1990), “The Changing United Kingdom Residential Real Estate Market,” Land Development Studies, 7: 119-133.
9. Chaplin, R. (2000), “Predicting Real Estate Rents: Walking Backwards into The Future,” Journal of Property Investment & Finance, 18(3):352-370.
10. Chen, M-C (1998), “The Determination of House Prices in Taiwan: Long-run Equilibrium and Short-run Dynamics,” Graduate School of Land Economy, Cambridge University, Unpublished Doctor Thesis.
11. Chen, M-C and Patel, K. (2002), “An Empirical Analysis of Determination of Housing Prices in the Taipei Area,” Taiwan Economic Review, 30(4): 563-595.
12. Chinloy, P. (1996), “Real Estate Cycles: Theory and Empirical Evidence,” Journal of Housing Research, 7(2): 173-190.
13. Clapp, J. M. and Giaccotto, C. (2002), “Evaluating House Price Forecasts,” Journal of Real Estate Research, 24(1): 1-25.
14. Clayton J. (1996), “Market Fundamentals, Risk and the Canadian Property Cycle: Implications for Property Valuation and Investment Decisions,” The Journal of Real Estate Research, 12(3): 347-367.
15. Dickey, D. A. and Fuller, W. A. (1979), “Distribution of the Estimators for Times Series Regression with a Unit Root,” Journal of the American Statistical Association, 74: 427-431.
16. Dickey, D. A. and Fuller, W. A. (1981), “Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root,” Econometrica, 49: 1057-1072.
17. Dokko, Y., Edelstein, R. H., Lacayo, A. J. and Lee, D. C. (1999), “Real Estate Income and Valu Cycles: A Model of Market Dynamics,” Journal of Real Estate Research, 18(1): 69-95.
18. Enders, W. (1996), “Rats-Handbook for Econometric Time Series,” Iowa State University.
19. Engle, R. and Granger, C. W. J. (1987), “Cointegration and Error Correction: Representation, Estimation and Testing,” Econometrics, 55: 251-276.
20. Engle, R. and Yoo, B. (1987), “Forecasting and Testing in Cointegrated Systems,” Journal of Econometrics, 35: 143-159.
21. Fuller, W. (1976), Introduction to Statistical Time Series, John Wiley and Sons, New York.
22. Giussani, B. and Hadjimatheou, G. (1990), “House Prices: An Econometrics Model for the UK,” The APEX Centre Economics Discussion Paper, 90/1.
23. Jud, G. D. and Winkler, D. T. (2002), “The Dynamics of Metropolitan Housing Prices,” Journal of Real Estate Research, 23(1/2): 29-45.
24. Krashinsky, M. and Mine, W. J. (1987), “Housinf Prices in Metropolitan Toronto: An Empirical Analysis,” Regional Science and Urban Economics, 17, 289-305.
25. Liu, J., Wu, S. and Zidek, J. V. (1997), “On Segmented Multivariate Regressions,” Statistica Sinica, 7: 497-525.
26. Meen, G. P. (1995), “Cycles and Trends in UK Housing,” Discussion Papers in Urban & Regional Economics, 114, University of Reading.
27. Mueller, G. R. (1999), “Real Estate Rental Growth Rates at Different Points in the Physical Market Cycle,” Journal of Real Estate Research, 18(1): 131-150.
28. Osterwald-Lenum, M. (1992), “A Note with Fractiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics: Four Cases,” Oxford Bullentin of Economics and Statistics, 54: 461-472.
29. Pain, N. and Westaway, P. (1997), “Modelling Structural Change in the UK Housing Market: a Comparison of Alternative House Price Models,” Economic Modelling, 14(4): 587-610.
30. Perron, P. (1989), “The Great Crash, the Oil Price Shock and the Unit Root Hypothesis,” Econometrica, 57: 1361-1401.
31. Perron, P. (1997), “"L''estimation de Modeles avec Changements Structurels Multiples,” Actualite Economique, 73: 457-505
32. Said, S. and Dickey, D. (1984), “Testing for Unit Roots in Autoregressive-moving Average Models with Unknown Order,” Biometrica, 71: 599-607.
33. Schmidt, P. (1990), “Dickey-Fuller Tests with Drift,” In Thomas B.F. & G.F. Rhodes, Advances in Ecnometrics, 8: 161-200.
34. Shoesmith, G. L. (1992), “Co-Integration, Error Correction and Improved Medium-term Regional VAR Forecasting,” Journal of Forecasting, 11: 91-109.
35. Theil, H. (1966), “Applied Economic Forecasting,” Rand Mcnally, New York, NY.
36. Wang, P. (2000), “Shock Persistence in Property and Related Markets,” Journal of Property Research, 17(1): 1-21.
37. Wheaton, W. C. (1999), “Real Estate “Cycles”: Some Fundamentals,” Real Estate Economics, 27(2): 209-230.
38. Wheaton, W. C., Torto, R. G., Sivitanides, P. and Southard, J. (1999), “Evaluating Risk in Resl Estate,” Real Estate Finance, 16(2): 15-22.
39. Witkiewicz, W. (2002), “The Use of the HP-filter in Constructing Real Estate Cycle Indicators,” Journal of Real Estate Research, 23(1/2): 65-87.
40. Yao, Y-C. (1988), “Estimating the Number of Change-Points via Schwarz’ Criterion,” Statistics and Probability Letters, 6: 181-189.
41. Zivot, E. and Andrew, D. W. K. (1992), “Further Evidence on the Great Crash, the Oil-price Shock and the Unit-root Hypothesis,” Journal of Business and Economic Statistics, 10(3): 251-270.