5Engle,R.F.and Granger,C.W.J.1987,Cointegration and error correction:representation,estimation and testing[J],Econometrica,55,251~276.
6Gregory,A.W.and Hansen,B.E.,1996,Residual-based tests for cointegration in models with regime shifts[J],Journal of Econometrics,70,99~126.
7Holman,J.A.and Rioja,F.K.,2001,International transmission of anticipated inflation under alternative exchange-rate regimes[J],Journal of International Money and Finance,20,497~519.
8Cheung,Y.and Yuen,J.,2002,Effects of U.S.inflation on Hong Kong and Singapore[J],Journal of Comparative Economics,30,603~619.
9Jeong,j.and Lee,Y,2001,International transmission of inflation under alternative exchange rate regimes:empirical evidence and its implications[J],Global Finance Journal,12,121~137.