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題名:Time-Series Properties and Modelling of House Prices in Taipei Area: An Application of the Structural Time-series Model
書刊名:住宅學報
作者:陳明吉 引用關係
作者(外文):Chen, Ming-chi
出版日期:2003
卷期:12:2
頁次:頁69-90
主題關鍵詞:住宅價格結構性時間序列模型不可觀察成分House pricesStructural time-series modelUnobserved components
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:50
  • 點閱點閱:57
期刊論文
1.Evans, Alan W.(1995)。The Property Market: Ninety Percent Efficient?。Urban Studies,32(1),5-29。  new window
2.陳明吉、Patel, Kanak(20021200)。An Empirical Analysis of Determination of Housing Prices in the Taipei Area。經濟論文叢刊,30(4),563-595。new window  new window
3.林秋瑾(19961200)。臺灣區域性住宅價格模式之建立。政大地政學報,1(1),29-49。  延伸查詢new window
4.Perron, P.(1997)。Further Evidence on Breaking Trend Functions in Macroeconomic Variables。Journal of Econometrics,80(2),355-385。  new window
5.Harvey, Andrew C.、Jaeger, A.(1993)。Detrending, Stylized Facts and the Business Cycle。Journal of Applied Econometrics,8(3),231-247。  new window
6.吳森田(19940100)。所得、貨幣與房價--近二十年臺北地區的觀察。住宅學報,2,49-65。new window  延伸查詢new window
7.Nelson, C. R.、Plosser, C. I.(1982)。Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications。Journal of Monetary Economics,10(2),139-162。  new window
8.Bai, Jushan、Perron, Pierre(1998)。Estimating and Testing Linear Models with Multiple Structural Changes。Econometrica,66(1),47-78。  new window
9.彭建文、張金鶚(20000700)。總體經濟對房地產景氣影響之研究。國家科學委員會研究彙刊. 人文及社會科學,10(3),330-343。  延伸查詢new window
10.Case, K. E.、Shiller, R. J.(1989)。The Efficiency of the Market for Single-Family Homes。The American Economic Review,79(1),125-137。  new window
11.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。  new window
12.Kwiatkowski, Denis、Phillips, Peter C. B.、Schmidt, Peter、Shin, Yongcheol(1992)。Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?。Journal of Econometrics,54(1-3),159-178。  new window
13.Perron, Pierre(1989)。The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis。Econometrica: Journal of the Econometric Society,57(6),1361-1401。  new window
14.Brown, P. M.(1990)。The Changing United Kingdom Residential Real Estate Market。Land Development Studies,7,119-133。  new window
15.Nellis, J. G.、Longbottom, J. A.(1981)。An Empirical Analysis of Determination of House Prices in the United Kingdom。Urban Studies,18,9-21。  new window
16.Alexander, C.、Barrow, M.(1994)。Seasonality and Cointegration of Regional House Prices in the UK。Urban Studies,3(10),1667-1689。  new window
17.Barras, R.、Ferguson, D.(1985)。A Spectral Analysis of Building Cycles in Britain。Environment and Planning, A,17,1369-1391。  new window
18.Breedon, F.、Joyce, M. A. S.(1992)。House Prices, Arrears and Possessions。Bank of England Quarterly Bulletin,May,173-179。  new window
19.Chen, M. C.(1990)。A Study of Real Estate Price and Its Fluctuation。Bank of Taiwan Quarterly Journal,41,220-244。  new window
20.Chen, M. C.、Kawaguchi, Y.、Patel, K.(2004)。An Analysis of the Trend and Cyclical Behaviours of House Prices in the Asian Markets。Journal of Property Investment and Finance,22(1),55-75。  new window
21.Harvey, A.、Todd, P.(1983)。Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study。Journal of Business & Economic Statistics,1,299-315。  new window
22.Klotz, B. P.、Neal, L.(1973)。Spectral and Cross Spectral Analysis of the Long Swing Hypothesis。The Review of Economics and Statistics,55,291-298。  new window
23.Rosenthal, L.(1986)。Regional House Price Interactions in the UK, 1975-81: A Cross-Spectral Analysis。Applied Economics,18,1011-1023。  new window
會議論文
1.Lin, C. C.(1996)。An Analysis of Relationship between Pre-Sale and Existing House Prices。Kaohsiung。  new window
2.Tsia, I. C.、Chen, M. C.(2003)。Structural Change and Forecasting of House Prices - An Analysis of Error Correction。沒有紀錄。  new window
研究報告
1.Chen, M. C.、Patel, K.(1995)。The Nature of Cycles in Pre-Sale and Transaction Price: An Analysis of UK and Taiwan Residential Housing Market。沒有紀錄。  new window
2.Dicks, M. J.(1990)。A Simple Model of the Housing Market。London, UK。  new window
3.Giussani, B.、Hadjimatheou, G.(1990)。House Prices: An Econometrics Model for the UK。沒有紀錄。  new window
學位論文
1.Chen, C. T.(1980)。A Study of Taiwan Building Cycles,沒有紀錄。  new window
2.Yang, Y. T.(2003)。An Analysis and Forecasting of House Price by Considering Structural Changes - A Study of House Price in Taipei City and County,沒有紀錄。  new window
圖書
1.Hsieh, L. M.(1990)。Estimation of determinants of real estate price inflation in Taipei。沒有紀錄:China Economic Research Institute。  new window
2.Harvey, A. C.(1989)。Forecasting, Structural Time Series Models and the Kalman Filter。Cambridge:Cambridge University Press。  new window
3.Burns, A. F.、Mitchell, W. C.(1946)。Measuring Business Cycles。New York:National Bureau of Economic Research。  new window
4.Box, G. E. P.、Jenkins, G. M.、Reinsel, G. C.(1976)。Time Series Analysis: Forecasting and Control。San Francisco:Holden-Day。  new window
5.Hendry, D. F.(1979)。Predictive failure and econometric modelling in macroeconomics: the transaction demand for money。Modelling the Economy。London, UK。  new window
6.Peterson, W.、Tatch, J.、Pratten, C.(1997)。An Economic Model of the Demand and Need for Social Housing。An Economic Model of the Demand and Need for Social Housing。沒有紀錄。  new window
7.Chuo, W. H.(1994)。Development of Real Estate Market。Development of Real Estate Market。沒有紀錄。  new window
8.Granger, C. W. J.、Hatanaka, M.(1964)。Spectral Analysis of Economic Time Series。Princeton:Princeton University Press。  new window
9.Harvey, A.、Shephard, N.(1993)。Structural Time Series Models。Handbook of Statistics, Volume 11。Amsterdam, Netherlands。  new window
10.Koopman, S.、Harvey, A.、Doornik, J.、Shephard, N.(2000)。STAMP 6.0: Structural Time Series Analyser, Modeller and Predictor。STAMP 6.0: Structural Time Series Analyser, Modeller and Predictor。沒有紀錄。  new window
其他
1.Milne, A.(1991)。Incomes, Demography and UK House Prices,London Business School。  new window
 
 
 
 
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