|
[1] Amirizadeh. H. and R.M Todd. “More growth ahead for ninth district states”, Federal Reserve Bank of Minneapolis Quarterly Review, 8, pp.8-17, 1984. [2] Ashley. R. “On the relative worth of recent macroeconomic forecasts”, International Journal of Forecasting, 4, pp.363-376, 1988. [3] Ariño, M.A. & Franses, P.H. “Forecasting the levels of vector autoregressive log-transformed time series”, International Journal of Forecasting, 16, pp.111-116, 1988. [4] Bergeron, S., Lallich, S., & Bas, C.L. (1998). “Location of innovating activities, industrial structure and techno-industrial clusters in the French economy”, Evidence from US patenting. Research Policy, 26, 733-751, 1985-1990. [5] Cargill, T.F. and S.A. Morus. “A vector autoregression model of NAVADA economy”, Economic Review, Federal Reserve Bank of San Francisco, No. 1, pp.21-32, 1988. [6] Chang, T. (2002). “The retrospective and forecast of Taiwan’s semiconductor industry of 2002 Q2 (in Chinese)”. Hsinchu, Taiwan: Industrial Technology Research Institute (ITRI). [7] Chang, P. & Hsu, C. “The development strategies for Taiwan’s semiconductor industry”. IEEE Transactions on Engineering Management, 45 (4), 349-356,1988. [8] Chang, S., Lai, H., & Yu, H. “A variable P value rolling Grey forecasting model for Taiwan semiconductor industry production”. Technological Forecasting and Social Change, forthcoming, 2004. [9] Chen, C.W.S. & Lee, J.C. “On selecting a power transformation in time-series analysis”, Journal of Forecasting, 16, pp.343-354, 1997. [10] Curry, D. J., Divakar, S., Mathur, S. K., Whiteman, C. H. “BVAR as A Category Management Tool: An Illustration and Comparison with Alternative Techniques”, Journal of Forecasting 14, pp.181-199, 1995. [11] Dickey, D.A. and W.A. Fuller. “Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root”, Econometrica 49, pp.1057-1072, 1981. [12] Doan, T., RATS User’s Manual, Estima, Evanston, IL, pp.8-20, 1992. [13] Doan, T., Litterman, R. B. and Sims, C. A. “Forecasting and Conditional Projection Using Realistic Prior Distributions”, Econometric Reviews 3, pp.1-100, 1984. [14] Dreze, J. H. and J.-A. Morales. “Bayesian full information analysis of simultaneous equations”, Journal of the American Statistical Association, 71, pp.919-23, 1980. [15] Dua, P. and Ray, S. C. “A BVAR model for the Connecticut Economy”, Journal of Forecasting 14, pp.167-180, 1995. [16] Dua, P. and Smyth, D. J. “Forecasting US Homes Sales Using BVAR Models and Survey Data on Households’ Buying Attitudes for Homes”, Journal of Forecasting 14, pp.217-227, 1995. [17] Engle, R.F. and C.W. Granger. “Co-Integration and Error Correction: Representation, Estimation and Testing”, Econometrica 55, pp.251-276, 1987. [18] Enders, W. Applied Econometric Time Series, John Wiley & Sons, 1995. [19] Evans, Charles L. and Kenneth N. Kuttner. Can VARs Describe Monetary Policy? Unpublished Manuscript, April, 1998. [20] Funke, M. “Assessing the forecasting accuracy of monthly vector autoregression models: The case of five OECD countries”, International Journal of Forecasting, 6, pp.363-378, 1990. [21] Geisser, S. “Bayesian estimation in multivariate analysis”, Annals of Mathematical Statistics, 36, pp.150-9, 1965. [22] Geweke, J. “Bayesian inference in econometric models using Monte Carlo integration”, Econometrica, 58, pp.1317-39, 1989. [23] Geweke, J. “Monte Carlo simulation and numerical integration, in H. Amman, D. Kendrick and J. Rust (eds)”, Handbook of Computational Economics, North-Holland, Amsterdam, 1995. [24] Gover, J.E. “Strengthening the competitiveness of U.S. microelectronics”. IEEE Transactions on Engineering Management, 40 (1), pp.3-13, 1993. [25] Granger, C.W.J. & Newbold, P. “Forecasting transformed series”, Journal of The Royal Statistical Society B, 38, pp.189-203, 1976. [26] Granger, C.W.J. & Newbold, P. “Forecasting Economic Time Series”, 2nd edition, New York: Academic Press, 1986. [27] Guerrero, V.M. “Time-series analysis supported by power transformations”, Journal of Forecasting, 12, pp.37-48, 1993. [28] Hamilton, J. D. Time Series Analysis, Princeton Press, NJ, 1994. [29] Holden, K. “Vector Autoregression Modeling and Forecasting”, Journal of Forecasting 14, pp.159-166, 1995. [30] Hsu, P. Wang, C., Shyu, J.Z., & Yu, H. (2003). A Litterman BVAR approach for production forecasting of technology industries. Technological Forecasting and Social Change, 70 (1), 67-82. [31] Industrial Economics & Knowledge Center (IEK). “An unexpected recession of Taiwan’s IC industry (in Chinese)”. Hsinchu, Taiwan: Industrial Technology Research Institute (ITRI), 2001. [32] Industrial Economics & Knowledge Center (IEK). “Annuals of Taiwan's semiconductor industry 2004 (in Chinese)”. Department of Industrial Technology, Taipei, Taiwan: Ministry of Economic Affairs (MOEA), 2004. [33] Industrial Technology Research Institute (ITRI). “Annals of Taiwan’s semiconductor industry 1997 (In Chinese)”. Department of Industrial Technology, Taipei, Taiwan: Ministry of Economic Affairs (MOEA), 1997. [34] Industrial Technology Research Institute (ITRI). “Annals of Taiwan’s semiconductor industry 1997 (In Chinese)”. Department of Industrial Technology, Taipei, Taiwan: Ministry of Economic Affairs (MOEA), 1998. [35] Industrial Technology Research Institute (ITRI). “Annals of Taiwan’s semiconductor industry 1997 (In Chinese)”. Department of Industrial Technology, Taipei, Taiwan: Ministry of Economic Affairs (MOEA), 1999. [36] Institute for Information Industry (III). “Annuals of Taiwan’s information industry 1999 (in Chinese)”. Department of Industrial Technology, Taipei, Taiwan: Ministry of Economic Affairs (MOEA), 1999. [37] Institute for Information Industry (III). “Annuals of Taiwan’s information industry 2000 (in Chinese)”. Department of Industrial Technology, Taipei, Taiwan: Ministry of Economic Affairs (MOEA), 2000. [38] Institute for Information Industry (III). “Annuals of Taiwan’s information industry 2001 (in Chinese)”. Department of Industrial Technology, Taipei, Taiwan: Ministry of Economic Affairs (MOEA), 2001. [39] Institute for Information Industry (III). “Annuals of Taiwan’s information industry 2002 (in Chinese)”. Department of Industrial Technology, Taipei, Taiwan: Ministry of Economic Affairs (MOEA), 2002. [40] Institute for Information Industry (III). “Annuals of Taiwan’s information industry 2004 (in Chinese)”. Department of Industrial Technology, Taipei, Taiwan: Ministry of Economic Affairs (MOEA), 2004. [41] J.C. Lee, P.H. Hsu, C.H. Wang. “Production forecasting for technology industries: A Bayesian vector autoregression (BVAR) model based on industrial clusters”, Working Paper, Institute of Statistics, National Chiao Tung University, 2000. [42] Joutz, F. L., Maddala, G. S. and Trost, R. P. “An Integrated Bayesian Vector Autoregression and Error Correction Model for Forecasting Electricity Consumption and Prices”, Journal of Forecasting 14, pp.287-310, 1995. [43] Kadiyala, K. R. and Karlsson, S. “Forecasting with generalized Bayesian vector autoregressions”, Journal of Forecasting, 12, pp.365-78, 1993. [44] Kadiyala, K. R. and Karlsson, S. “Numerical Method for Estimation and Inference in Bayesian VAR-Models”, Journal of Applied Econometrics 12, pp.99-132, 1997. [45] Kumar, V., Leone, R. P. and Gaskins, J. N. “Aggregate and Disaggregate Sector Forecasting Using Consumer Confidence Measures”, International Journal of Forecasting 11, pp.361-377, 1995. [46] Kuprianov, A. and W. Lupoletti. “The economic outlook for fifth district states in 1984: Forecasts from vector autoregression models”, Economic Review, 70, Federal Reserve Bank of Richmond, January/February, pp.12-23, 1984. [47] Lesage, J.P. “Incorporating regional wage relations in local forecasting models with a Bayesian prior”, International Journal of Forecasting, 5, pp.37-47, 1989. [48] Litterman, R. B. “A Bayesian Procedure for Forecasting with Vector Autoregression”, Working Paper, Massachusetts Institute of Technology, Dept. of Economics, 1980. [49] Litterman, R. B. and Supel, T. M. “Using Vector Autoregressions to Measure the Uncertainty in Minnesota’s Revenue Forecasts”, Federal Reserve Bank of Minneapolis Quarterly Review, 7 (Spring), pp.10-22, 1983. [50] Litterman, R. B. “Specifying Vector Autoregressions for Macroeconomic Forecasting”, Staff Report 92, Federal Reserve Bank of Minneapolis, Research Dept, 1984. [51] Litterman, R. B. “How Monetary Policy in 1985 Affects the Outlook”, Quarterly Review - Federal Reserve Bank of Minneapolis, Minneapolis 9 (4), pp.2-14, 1985. [52] Litterman, R. B. “Forecasting with Bayesian Vector Autoregressions – Five Years of Experience”, Journal of Business and Economic Statistics 4 (1), pp.25-38, 1986. [53] Liu, T., Gerlow, M.E. and S.H. Irwin. “The performance of alternative VAR models in forecasting exchange rates”, International Journal of Forecasting 10, pp. 419-433, 1994. [54] Lutkepohi, H. Introduction to Multiple Time Series Analysis. 2nd ed., Springer-Verlag, Berlin, 1993. [55] Lupoletti, William M., and Webb, Roy H. “Defining and Improving the Accuracy of Macroeconomic Forecasts: Contributions From a VAR model”, Working Paper 84-6, Federal Reserve Bank of Richmond, 1984. [56] Mathews, J.A. “A silicon valley of the east: Creating Taiwan’s semiconductor industry”. California Management Review, 39 (4), pp.26-54, 1997. [57] Marchetti, D. J. and Parigi, G. “Energy Consumption, Survey Data and the Prediction of Industrial Production in Italy: A Comparison and Combination of Different Models”, Journal of Forecasting 19, pp.419-440, 2000. [58] McNees, S.K “Forecasting accuracy of alternative techniques: A Comparison of U.S. macroeconomic forecasts”, Journal of Business and Economic Statistics, 4, pp.5-15, 1986. [59] Nelson, H.L. & Granger, C.W.J. “Experience with using the Box-Cox transformation when forecasting economic time series”, Journal of Econometrics, 10, pp.57-69, 1979. [60] Po-Hsuan Hsu, Chi-Hsiu Wang, Joseph Z. Shyu, Hsiao-Cheng Yu (2002). “A Litterman BVAR Approach for Production Forecasting of Technology Industries”. Technological Forecasting and Social Changes, 2002. [61] Ravishanker, N and Ray B. K. “Bayesian Analysis of Vector ARMA Models using Gibbs Sampling”, Journal of Forecasting 16, pp.177-194, 1997. [62] Rudebusch, Glenn D. “Do Measures of Monetary Policy in a VAR Make Sense?” International Economic Review, November 39, 4, pp.907-31, 1998. [63] Sarantis, N. and Stewart, C, “Structural, VAR and BVAR Models of Exchange Rate Determination: A Comparison of Their Forecasting Performance”, Journal of Forecasting 14, pp.201-215, 1995. [64] Schwarz, G. “Estimating the Dimension of A Model”, Annals of Statistics 6, pp.461-464, 1978. [65] Simpson, P.W., Osborn, D.R., & Sensier, M. (2001). Forecasting UK industrial production over business cycle. Journal of Forecasting, 20, 405-424. [66] Sims, C. A. “Macroeconomics and Reality”, Econometrica 48 (1), pp.1-48, 1980. [67] Spencer, D. E. “Developing A Bayesian Vector Autoregression Forecasting Model”, International Journal of Forecasting 9, pp.407-421, 1993. [68] Sturm, J., Jacobs, J., & Groote, P. “Output effects of infrastructure investment in the Netherlands”, 1853-1913. Journal of Macroeconomics, 21 (2), pp.355-380, 1999. [69] Swann, P. & Prevezer, M. “A comparison of the dynamics of industrial clustering in computing and biotechnology”. Research Policy, 25, pp.1139-1157, 1996. [70] Tiao, G. C. and A. Zellner. “On the Bayesian estimation of multivariate regression”, Journal of the Royal Statistical Society, B26, pp.389-99, 1964. [71] Tseng, F., Tzeng G.., & Yu, H. “Fuzzy seasonal time series for forecasting the production value of the mechanical industry in Taiwan”. Technology Forecasting and Social Change, 60 (3), pp.263-273, 1999. [72] Zellner, A. An Introduction to Bayesian Inference in Econometrics, John Wiley, New York, 1971.
|