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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 林建甫(Chien-Fu Lin) | |
| dc.contributor.author | HSI-PING TUNG | en |
| dc.contributor.author | 董希平 | zh_TW |
| dc.date.accessioned | 2021-06-08T02:40:28Z | - |
| dc.date.copyright | 2018-04-18 | |
| dc.date.issued | 2018 | |
| dc.date.submitted | 2018-03-29 | |
| dc.identifier.citation | 1. 卓輝華(2014)，房市激盪五十年，財信出版，頁159-172。
2. 經建會人力規劃處(2013)，全球人口老化之現況與趨勢《台灣經濟論衡》，第11卷第10期，頁27-34。 3. 丹尼爾‧富蘭克林(2013)，經濟學人權威預測：2050趨勢巨流，天下雜誌出版，頁33。 4. 鍾俊文(2010)，台灣高齡化少子化的影響與對策，台灣經濟新報社，頁164。 5. 楊子江(2016)，我國住宅房屋持有及交易簡析，中國統計學報54卷3期。 6. 行政院經建會(2012)，中華民國2012年至2060年人口推計，頁6-14。 7. 彭建文與蔡怡純(2012)，住宅自有率對生育率之長短期影響-追蹤資料共整合分析應用，《人口學刊》，44，頁57-86。 8. Adams, Zeno and Roland Füss.(2010),“Macroeconomic Determinants of International Housing Markers”, Journal of housing Economic, 19(1),38-50. 9. Ando, Albert and Franco Modigliani.(1963),“The Life-cycle Hypothesis of Saving: Aggregate Implications and Tests”, The American Economic Review, 53(1),55-84. 10. Carter,Charles C., ZhenguoLin, Marcus T. Allen, and William J. Haloupek.(2013), “AnotherLookat Effectsof “Adults-Only” Age Restrictions on Housing Prices,” Journal of Real Estate Finance and Economics, 46(1), 115–130. 11. Dettling, Lisa J. and Melissa S. Kearney (2014), “House Prices and Birth Rates: The Impact of the Real Estate Market on the Decision to Have a Baby,” Journal of Public Economics, 110, 82–100. 12. Dent Jr, Harry S.(2014),“The Demographic Cliff: How to Survive and Prosper During the Great Deflation of 2014-2019”, Penguin. 13. Engelhardt, Gary V. and James M. Poterba.(1991),“House Prices and Demographic Change: Canadian Evidence”, Regional Science and Urban Economics, 21(4),539-546. 14. Futagami, Koichi and Tetsuya Nakajima.(2002),“Population Aging and Economic Growth”, Journal of Macroeconomics, 23(1),31-44. 15. Krainer, John.(2005),“Housing Markets and Demographics”, Federal Reserve Bank of San Francisco Economic Letter, 21,1-3. 16. Mankiw, N. Gregory and David N. Weil(1989),“The Baby Boom,the Baby Bust, and the Housing Market,” Regional Science and Urban Economics, 19(2), 235–258 17. Malthus, Thomas Robert.(1798), An Essay on the Principle of Population. 18. McMorrow, Kieran and Werner Roeger.(2004), The Economic and Financial Market Consequence of Global Ageing.Springer. 19. Modigliani, Franco and Richard Brumberg.(1954),“Utility Analysis and the Consumption Function: An Interpretation of Cross-Section Data. ”, FRANCO MODIGLIANI, 1. 20. Phillips, P. C. B. and P. Perron, (1988), “Testing for a Unit Root in Time Series Regression”, Biometrica, vol. 75, pp. 332-346. 21. Rapach, David E. and Jack Strauss.(2007),“Forecasting Real Housing Price Growth in the Eighth District States”, Federal Reserve Bank of St .Louis. Regional Economic Development 3(2),33-42. 22. Spengler, Joseph J.(1972),“Prospective Population Changes and Price Level Tendencies.”, Southern Economic Journal, 38,459-467. 23. Said, S. and D. Dickey, (1984), “Testing for Unit Roots in Autoregressive- Moving Average Models with Unknown Order”, Biometrica, vol. 71(3), pp. 599-607. 24. Weil, David N.(1994),“The Saving of the Elderly in Micro and Macro Data ”, The Quarterly Journal of Economics, 109(1),55-81. 25. “Fully Modified OLS for Heterogeneous Cointegrated Panels”, Advances in Econometrics, 15, 93–130. 26. “Purchasing Power Parity Tests in Cointegrated Panels”, Review of Economics and Statistics, 83(4), 727–731. 27. “Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis”, Econometric Theory, 20(3), 597–625. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/20122 | - |
| dc.description.abstract | 本論文主旨探討人口結構的改變是否會對台灣房地產市場有顯著的影響效果，人口結構的改變指低出生率及高齡化，衡量少子化最常用指標採用「一般生育率」，衡量人口老化最常用指標採用「扶老比」，及採用五個重要的經濟指標變數，包含家戶可支配所得、住宅存量、利率、失業率及女性勞動參與率進行實證分析。研究期間設定為1995年至2014年的台灣17個縣市作為研究樣本，運用共整合分析檢視房價與生育率，及房價與扶老比之間是否有長期的整合關係及相關性，並以向量誤差修正模型估計，以進一步了解兩者之短期與長期關係，及與其他經濟變數的影響效果。另以Granger因果關係檢定法了解各經濟變數與房價、生育率及扶老比之領先落後關係。 | zh_TW |
| dc.description.abstract | We examine whether the change in demographic structure will have a significant impact on the real estate market in Taiwan. Change in demographic structure refers to low fertility rate and aged. The most commonly used indicator for measuring low fertility rate is “general fertility rate”, and measuring the aged population is “dependency ratio”, and adopt five important economic indicator variables, including household disposable income, housing stock, interest rate, unemployment rate and female labor participation rate for empirical analysis. This paper investigates the housing prices in Taiwan using a sample of 17 cities from 1995 to 2014 during the study period. Whether there is a long run integration relationship and correlation between housing prices and fertility rate, dependency ratio. To further estimate the short run and long run relationship and the impact of other economic variables by vector error correction model. According to Granger Causality test, impulse-response between economic variables and housing prices, fertility rate, dependency ratio. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-08T02:40:28Z (GMT). No. of bitstreams: 1 ntu-107-P04323018-1.pdf: 2323532 bytes, checksum: e6d540a5276794becd73fad2756f3618 (MD5) Previous issue date: 2018 | en |
| dc.description.tableofcontents | 誌謝 I
摘要 II Abstract III 目錄 IV 表目錄 VI 圖目錄 VII 第一章 緒論 1 1.1 研究背景及動機 1 1.2 研究目的 10 1.3 研究內容及架構 11 第二章 人口增加開啟房市發展過程與相關文獻探討 13 2.1 台灣人口增加開啟五波房市榮景 13 2.2 人口結構轉變與總體經濟房價關係之相關實證研究17 2.3 人口結構轉變與房價關係之相關實證研究 19 第三章 變數定義及研究方法 24 3.1 資料來源及變數定義 24 3.2 研究方法 27 第四章 實證結果 31 4.1 單根檢定 31 4.2 共整合檢定 33 4.3 向量誤差修正模型結果 37 4.4 Granger因果關係檢定結果 43 第五章 研究結論及建議 45 參考文獻 47 附錄 50 | |
| dc.language.iso | zh-TW | |
| dc.title | 台灣人口結構轉變對房價的影響 | zh_TW |
| dc.title | Impacts of Taiwan’s Demographic Structure Change on Housing Prices | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 106-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 翁永和,姚睿,許振明 | |
| dc.subject.keyword | 房價；生育率；扶老比, | zh_TW |
| dc.subject.keyword | Housing prices,Fertility rate,Dependency ratio, | en |
| dc.relation.page | 51 | |
| dc.identifier.doi | 10.6342/NTU201800711 | |
| dc.rights.note | 未授權 | |
| dc.date.accepted | 2018-03-30 | |
| dc.contributor.author-college | 社會科學院 | zh_TW |
| dc.contributor.author-dept | 經濟學研究所 | zh_TW |
| 顯示於系所單位： | 經濟學系 | |
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