1. 柳復起(1970), 「論台灣之貨幣需求」, 中央研究院經濟研究所經濟論文專著選刊之九。
2. 梁明義、陳坤銘和劉壽祥(1982), 「台灣貨幣需求之再分析」, 中華經濟研究院經濟專論(11)。
3. 黃道政(1987), 「貨幣需求失誤反饋與緩衝存量模型之研究: 臺灣的實證分析」, 政治大學經濟研究所碩士論文。4. 張家宜(1989), 「台灣貨幣需求函數之實證研究」, 淡江大學出版。
5. 簡濟民(1992), 「台灣地區貨幣需求函數之實證研究-誤差修正模型之應用」, 中央銀行季刊, 第14卷第3期, 頁19-44。
6. 李慶男(1996), 「台灣交易性貨幣需求函數的結構和其穩定性之研究」, 台灣銀行季刊, 第47卷 第4期, 頁64-86。
7. 許瑞宏(2002), 「台灣貨幣需求實證研究-誤差修正模型之分量迴歸」, 國立臺灣大學法教分處經
濟學研究所碩士論文。
8. 岳意定, 管禮平(2003),「貨幣需求理論的新發展及其面臨的挑戰」, 中南大學學報, 第9卷第5期,
頁644-48。
9. 蔡蓓婷(2004), 「台灣貨幣需求函數-非線性平滑轉換誤差修正模型之分析」, 淡江大學財務金融
學系碩士論文。
10. 楊奕農(2005), 「時間序列分析」, 台北: 雙葉書廊有限公司。
11. 方怡丰(2005), 「台灣交易性貨幣需求函數實證研究-隨機共整合分析」, 中山大學經濟所研究所
碩士論文。
12. 楊逸豪(2005), 「貨幣政策對總體經濟指標之影響-誤差修正模型之實證分析」, 輔仁大學金融研
究所碩士論文。
13. Stephen G. Cecchetti 著; 謝德宗審閱; 鐘正皇, 黃琪鈴譯(2006), 「貨幣銀行學: 實務導向」,
臺北市: 麥格羅希爾。
14. 李榮謙(2008), 「貨幣銀行學」, 臺北市: 智勝文化。
15. 黃筱雯(2008), 「東亞各國股市與美日德三國股市相關係數之非線性研究」, 中山大學經濟所研
究所碩士論文。
16. 吳嘉玲(2008), 「兩岸投資與貿易關係之非線性研究」, 中山大學經濟所研究所碩士論文。17. Ariz, A. C., and S. S. Shwiff (1993), “Cointegration, Real Exchange Rates and Modelling
the Demand for Broad Money in Japan.” Applied Economics 25:717-26.
18. Boswijk, H. P. (1995), “Identifiability of Cointegrated Systems.” Technical Report, Tinbergen
Institute.
19. Chen, S.-L., and J.-L. Wu (2005), “Long-run Money Demand Revisited: Evidence From
a Non-linear Approach.” Journal of International Money and Finance 24:19-37.
20. Dickey, D. A., andW. A. Fuller (1979), “Distribution of the Estimation for Autoregression
Time Series with a Unit Root.” Journal of American Statistical Association 74:427-31.
21. Dickey, D. A., and W. A. Fuller (1981), “Likelihood Ratio Statistics for Autoregression
Time Series with a Unit Root.” Econometrica 49:1057-72.
22. Elliott, G., T. J. Rothenberg, and J. H. Stock (1996), “Efficient Tests for an Autoregression
Unit Root.” Econometrica 64:813-36.
23. Engle, R. F., D. F. Hendry, and J.-F. Richard (1983), “Exogeneity.” Econometrica 51:277-
304.
24. Engel, R. F., and C. W. J. Granger (1987), “Cointegration and Error Correction: Representation,
Estimation, and Testing.” Econometrica 55:251-76.
25. Escribano, A. (2004), “Nonlinear Error Correction: the Case of Money Demand in the
Uinted Kingdom 1878-2000.” Macroeconomic Dynamics 8:76-116.
26. Granger, C. W. J., and P. Newbold (1974), “Spurious Regression in Econometrics.” Journal of Econometrics 2:111-20.
27. Greene, W. H. (2000), Econometric Analysis. Prentice Hall.
28. Hafer, R. W., and D. W. Jansen (1991), “The Demand for Money in the United States:
Evidence From Cointegration Tests.” Journal of Money, Credit and Banking 23:155-68.
29. Hamilton, J. D. (1996), Time Series Analysis. Princeton University Press.
30. Huang, C. J., C.-F. Lin, and J.-C. Cheng (2001), “Evidence on Nonlinear Error Correction
in Money Demand: the Case of Taiwan” Applied Economics 33:1727-36.
31. Johansen, S. (1988), “Statistical Analysis of Cointegration Vectors.” Journal of Economics
Dynamics and Control 12:231-54.
32. Johansen, S. (1996), “Estimation and Hypothesis Testing of Cointegration Vectors in
Gaussian Vector Autoregressive Models.” Econometrica 59:1551-80.
33. Kapetanios, G., Y. Shin, and A. Snell (2003), “Testing for a Unit Root in the Nonlinear
STAR Framework.” Journal of Econometrics 112:359-79.
34. Kapetanios, G., Y. Shin, and A. Snell (2006), “Testing for Cointegration in Nonlinear
Smooth Transition Error Correction Models.” Econometrc Theory 22:279-303.
35. Khadaroo, A. J. (2003), “A Smooth Transition Regression Equation of the Demand for
UK M0.” Applied Economics Letters 10:769-73.
36. Lee, C.-C., and C.-P. Chang (2008), “Long-run Money Demand in Taiwan Revisited:
Evidence From a Cointegrating STR Approach.” Applied Economics 40:1061-71.
37. MacKinnon, J., A. Haug, and L. Michelis (1999), “Numerical Distribution Fuctions of
Likelihood Ratio Tests for Cointegration.” Journal of Applied Econometrics 14:563-77.
38. Miller, M. H. (1991), “Monetary Dynamics: An Application of Cointegration and Error
Correction Modeling” Journal of Money, Credit and Banking 23:139-54.
39. Perron, P., and S. Ng (2001), “Lag Length Selection and the Construction of Unit Root
Tests with Good Size and Power.” Econometrica 69:1519-54.
40. Pesaran, M. H., Y. Shin, and R. J. Smith (2000), “Structural Analysis of Vector Error
Correction Models with Exogenous I(1) Variables.” Journal of Econometrics 97:293-343.
41. Phillips, P. C. B. (1987), “Time Series Regression with a Unit Root.” Econometrica 55:227-301.
42. Phillips, P. C. B., and P. Perron (1988), “Testing for a Unit Root in Time Series Regression.”
Biometrika 75:335-46.
43. Said, S. E., and D. A. Dickey (1984), “Testing for a Unit Root in Autoregression Moving
Average Models for Unknown Order.” Biometrika 71:599-07.
44. Saikkonen, P. (2005), “Stability Results for Nonlinear Error Correction Models.” Journal
of Econometrics 187:69-81.
45. Sarno, L. (1999), “Adjustment Costs and Nonlinear Dynamics in the Demand for Money:
Italy, 1861-1991.” International Journal of Finance and Economics 4:155-77.
46. Sarno, L., M. Taylor, and D. A. Peel (2003), “Nonlinear Equilibrium Correction in U.S.
Real Money Balances, 1869-1997.” Journal of Money, Credit and Banking 35:787-99.
47. Ter‥asvirta, T. (1994), “Specification Estimation and Evaluation of Smooth Transition
Autoregressive Models.” Journal of American Statistic Association 89:208-18.
48. Wu, J.-L., and Y.-H. Hu (2007), “Currency Substitution and Nonlinear Error Correction
in Taiwan’s Demand for Broad Money.” Applied Economics 39:1635-45.