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完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 謝德宗(Der-Tzen Hsieh) | |
dc.contributor.author | Yu-Feng Yen | en |
dc.contributor.author | 顏郁峰 | zh_TW |
dc.date.accessioned | 2021-06-15T06:46:48Z | - |
dc.date.available | 2012-06-21 | |
dc.date.copyright | 2011-06-21 | |
dc.date.issued | 2011 | |
dc.date.submitted | 2011-06-15 | |
dc.identifier.citation | 皮舜、武康帄 (2004),「房地產市場發展和經濟增長間的因果關係─對我國的實證分析」,《管理評論》,2004年第3期,P8-12。
張金鶚、江百信 (1995),「我國購屋貸款放款條件之研究」,住宅學報,第三期,P1-20。 張金鶚、高國峰、林秋瑾 (2001),「台北市合理房價─需求面分析」,住宅學報,第十卷第一期,P51-66。 林秋瑾、王健安與張金鶚 (1997),「房地產景氣與總體經濟景氣於時間上領先、同時、落後關係之研究」,國家科學委員會人文及社會科學類研究彙刊,P35-56。 張金鶚、花敬群 (1997),「住宅市場價量波動之研究」,住宅學報,第五期,P1-15。 陳南光、徐之強 (2002),「資產價格與中央銀行政策─台灣的實證分析」,中央銀行季刊,第二十四卷第一期,中央銀行,P45-80。 張嘉純(2009),「台灣房地產價格與房屋貸款之關聯性研究」,碩士論文。 陳旭昇(2009),「時間序列分析─總體經濟與財務金融之應用」,修訂版,東華書局。 楊亦農(2009),「時間序列分析─經濟與財務上之應用」,二版一刷,雙葉書廊出版。 Barras , R. and Ferguson , D. (1987), 'Dynamic modelling of the building cycle: 1. Theoretical framework' Environment and Planning A 19(3) 353 – 367 42 Barras, R. (1994), “Property and the economic cycle: building cycles revisited” Journal of Property Research 11(3) 183-197 Carmen M. Reinhart and Kenneth S. Rogoff (2008) ,“The Aftermath of Financial Crises”. Chow, G. C. (1960). “Test of equality between sets of coefficients in two linear regressions”, Econometrica, 28: 591-60. Collyns, C.,and Senhadji, M. (2001), “Lending Booms, Real Estate Bubbles and The Asian Crisis” [R]. Washington D C : IMF Working Paper, No. 02/20. Gerlach, S. and Peng, W. S. (2005), “Bank lending and property prices in Hong Kong”, Journal of Banking and Finance, Vol29, pp.461-481. Gimeno, R. and C. Martinez-Carrascal (2006), “The Interaction between House Prices and Loans for House Purchase. The Spanish Case”, Banco de Espana Documentos de Trabajo, No. 0605. Hofmann, B. (2004), “Bank lending and property prices : some international evidence”, MMF Research Group Conference 2003 No. 46, Money MACRO and Finance Research Group. Qi Liang and Hua Cao. (2007), “Property prices and bank lending in China”,Journal of Asian Economics 18(2007), February, pp.63-75. Carmen M. Reinhart and Kenneth S. Rogoff (2008) “The Aftermath of Financial Crisies.” 43 Sophocles N. Brissimis and Thomas Vlassopoulos (2007), “The Interaction between Mortgage Financing and Housing Prices in Greece”, Bank of Greece, Working Paper 62, No. 58 . Wolswijk, G. (2005), “On Some Fiscal Effects on Mortgage Debt Growth in the EU”, European Central Bank, Working Paper Series, No. 526. | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/48125 | - |
dc.description.abstract | 自20世紀以來,金融自由化、全球化使資金在國際間迅速流動,促使各國資產市場出現較以往更大幅度和密集波動。尤其是房地產市場市場之波動。台灣經歷三次房地產的景氣循環,在2007年美國次貸風暴後,面臨第四次的景氣循環榮景,比以前更嚴苛的環境下,此次房地產市場將會如何變化,是很重要的觀察重點。
本文以台灣1993年第1季至2010年第3季,共71筆季資料。探討哪些總體變數會影響房地產市場及其中的連結度。實證分析利用房地產價格、國內生產毛額、利率、股價指數、房屋貸款及M1B餘額探討與房地產價格的關係,並更深入探討是否台北市房地產價格,能比台灣房地產價格為更優良之指標,更能反應總體經濟的變動。 實證分析後發現,台北市房地產價格能較快反應總體環境的變動,但是統計上卻沒有全國房地產價格顯著,全國房地產價格維持穩定的落後期數並顯著與總體變數相互反應。 | zh_TW |
dc.description.abstract | Since 1980s, the idle capital have circulated rapidly around the world due to the financial globalization and liberalization, which makes enormous and frequent oscillations in asset markets, especially in real estate market.
In this paper, we took 71 data collected from 1993 Q1 to 2010 Q3 in Taiwan, to explore the linkage between fundamental macro variables and the real estate market. We use the following variables: real estate prices, gross domestic product, interest rate, stock index, housing loans and the monetary aggregates M1B. Further, we inquire whether the real estate prices in Taipei city are better indicators than overall estate prices in Taiwan with respect to economic fluctuations. Empirical result suggest that, though not significant, Taipei real estate prices change more quickly in response to the economic fluctuations. However, overall estate prices produce significant results. | en |
dc.description.provenance | Made available in DSpace on 2021-06-15T06:46:48Z (GMT). No. of bitstreams: 1 ntu-100-R98323048-1.pdf: 867684 bytes, checksum: 31068fca27ce1bc4d8dbf14c611ce915 (MD5) Previous issue date: 2011 | en |
dc.description.tableofcontents | 第一章 緒論 .............................................................................................................. 1
1.1 研究背景 ............................................................................................................ 1 1.2 研究動機 ............................................................................................................ 2 1.3 研究目的 ............................................................................................................ 5 1.4 研究架構 ............................................................................................................ 5 第二章 文獻探討 ...................................................................................................... 8 第三章 研究架構及設計 ........................................................................................ 12 3.1 計量模型的介紹 .............................................................................................. 12 3.1.1單根檢定 ............................................................................................... 12 3.1.2 結構性轉變之檢定與估計 .................................................................. 14 3.1.3最適落後期數之選定 ........................................................................... 17 3.1.4 向量自我迴歸模型(VAR) .................................................................... 19 3.2 資料來源 .......................................................................................................... 20 3.3資料處理 .......................................................................................................... 22 第四章 實證結果與分析 ........................................................................................ 26 4.1單根檢定結果分析 .......................................................................................... 26 4.2結構性轉變結果分析 ...................................................................................... 27 4.3 最適落後期數之選定 ..................................................................................... 30 4.4 向量自我迴歸模型(VAR)建立 ....................................................................... 32 第五章 結論與建議 ................................................................................................ 39 5.1 結論 ................................................................................................................. 39 5.2 研究限制與建議 ............................................................................................. 40 參考文獻 .................................................................................................................... 41 | |
dc.language.iso | zh-TW | |
dc.title | 台北市、全國房地產市場與總體經濟連結度-台北市房地產是否為總體優良指標 | zh_TW |
dc.title | Taipei, Taiwan real estate market and the degree of macroeconomic linkage: Is Taipei a good macro indicator of real estate? | en |
dc.type | Thesis | |
dc.date.schoolyear | 99-2 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 李顯峰(Hsien-Feng Lee),黃淑惠(Shu-Hui Huang) | |
dc.subject.keyword | 房地產價格,景氣循環,落後期數選擇,總體連結度,結構性轉變,向量自我回歸模型, | zh_TW |
dc.subject.keyword | real estate price,business cycle,lag model selection,macro linkage,structural changes,vector autoregressions model, | en |
dc.relation.page | 43 | |
dc.rights.note | 有償授權 | |
dc.date.accepted | 2011-06-16 | |
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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