期刊論文1. | Malpezzi, S.(1999)。A Simple Error-Correction Model of Housing Prices。Journal of Housing Economics,8(1),27-62。 |
2. | Gray, S. F.(1996)。Modelling the Conditional Distribution of Interest Rates as a Regime-switching Process。Journal of Financial Economics,42,27-62。 |
3. | 楊雅婷、彭建文(2003)。房價結構性改變之檢測-以臺北縣、市房價為例。臺灣土地研究,6(2),43-60。 延伸查詢 |
4. | 彭建文、張金鶚(20000600)。預期景氣與宣告效果對房地產景氣影響之研究。管理學報,17(2),343-368。 延伸查詢 |
5. | Hales, Jeffrey、Bloomfield, Robert(2002)。Predicting the Next Step of a Random Walk: Experimental Evidence of Regime-shifting Beliefs。Journal of Financial Economics,65(3),397-414。 |
6. | 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。 |
7. | 林祖嘉(20000100)。亞洲金融風暴對臺灣住宅與住宅市場與住宅金融之影響與衝擊。現代化研究,21,頁44-61。 延伸查詢 |
8. | 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 |
9. | Hamilton, James D.、Susmel, Raul(1994)。Autoregressive Conditional Heteroskedasticity and Changes in Regime。Journal of Econometrics,64,307-333。 |
10. | Engle, R. F.(1982)。Autoregressive Conditional Heteroske- dasticity with Estimates of the Variance of U.K. Inflation。Econometrica,50(4),987-1008。 |
11. | Berndt, Ernst R.、Hall, Bronwyn H.、Hall, Robert E.、Hausman, Jerry A.(1974)。Estimation and Inference in Nonlinear Structural Models。Annals of Economic and Social Measurement,3(4),653-665。 |
12. | Drake, Leigh(1993)。Modelling UK house prices using cointegration: An application of the Johansen technique。Applied Economics,25(9),1225-1228。 |
13. | 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。 延伸查詢 |
14. | Cai, J.(1994)。A Markov model of switching-regime ARCH。Journal of Business and Economic Statistics,12,309-316。 |
15. | Engle, R. F.、Lilien, D. M.、Robins, R. P.(1987)。Estimating time varying risk premia in the term structure: The ARCH-M model。Econometrica,55(2),391-407。 |
16. | Chen, Ming-Chi、Patel, Kanak(1998)。House Price Dynamics and Granger Causality: An Analysis of Taipei New Dwelling Market。Journal of the Asian Real Estate Society,1(1),101-126。 |
17. | Meen, Geoffrey P.(1990)。The removal of mortgage market constraints and the implications for econometric modelling of UK house prices。Oxford Bulletin Economics and Statistics,52(1),1-23。 |
18. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。 |
19. | Lamoureux, Christopher G.、Lastrapes, William D.(1990)。Persistence in Variance, Structural Change, and the GARCH Model。Journal of Business and Economic Statistics,8(2),225-234。 |
20. | 蔡怡純、陳明吉(2004)。臺北地區住宅市場結構性轉變與價格均衡調整。都市與計劃,31(4),365-390。 延伸查詢 |
21. | 陳明吉(2003)。臺北地區住宅價格之時間序列特性與模型:結構性時間序列模型之應用。住宅學報,12(2),69-90。 延伸查詢 |
22. | Whitehead, C.(1971)。A Mode of the UK Housing Market。Oxford Bulletin of Economics and Statistics,33(44),245-266。 |
23. | Holly, S.、Jones, N.(1997)。House Prices since the 1940s: Cointegration, Demography and Asymrnetries。Economic Modelling,14(4),549-565。 |
24. | Meen, G. P.(2002)。The Time-series Behavior of House Prices: A Transatlantic Divide?。Journal of Housing Economics,11,1-23。 |