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題名:外部融資溢酬、臺灣房屋市場與景氣波動
書刊名:經濟論文
作者:陳南光 引用關係鄭漢亮
作者(外文):Chen, Nan-kuangCheng, Han-liang
出版日期:2012
卷期:40:3
頁次:頁307-341
主題關鍵詞:動態隨機一般均衡模型房屋外部融資溢酬房屋價格Dynamic stochastic general equilibrium modelExternal finance premium on housingHouse price
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(2) 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:2
  • 共同引用共同引用:34
  • 點閱點閱:199
期刊論文
1.Faia, E.、Monacelli, T.(2006)。Optimal Interest Rate Rules, Asset Prices and Credit Frictions。Journal of Economic Dynamics and Control,31(10),3228-3254。  new window
2.Ireland, P. N.(2003)。Endogenous money or sticky prices?。Journal of Monetary Economics,50,1623-1648。  new window
3.Ortalo-Magne, F.、Rady, S.(2006)。Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraint。Review of Economic Studies,73(2),459-485。  new window
4.Carlstrom, Charles T.、Fuerst, Timothy S.(1997)。Agency Costs, Net Worth, and Business Fluctuations: A Computable General Equilibrium Analysis。American Economic Review,87(5),893-910。  new window
5.Bernanke, Ben S.、Gertler, Mark(1989)。Agency Costs, Net Worth, and Business Fluctuations。The American Economic Review,79(1),14-31。  new window
6.Chen, Nan-Kuang、Wang, Hung-Jen(2007)。The Procyclical Leverage Effect of Collateral Value on Bank Loans-Evidence from the Transaction Data of Taiwan。Economic Inquiry,45(2),395-406。  new window
7.Kiyotaki, Nobuhiro、Moore, John(1997)。Credit Cycles。Journal of Political Economy,105(2),211-248。  new window
8.Schmitt-Grohé, S.、Uribe, M.(2003)。Closing small open economy models。Journal of International Economics,61(1),163-185。  new window
9.Teo, Wing-Leong(2009)。Estimated dynamic stochastic general equilibrium model of the Taiwanese economy。Pacific Economic Review,14(2),194-231。  new window
10.張金鶚、陳明吉、鄧筱蓉、楊智元(20091200)。臺北市房價泡沫知多少?--房價vs.租金、房價vs.所得。住宅學報,18(2),1-22。new window  延伸查詢new window
11.Case, Karl E.、Quigley, John M.、Shiller, Robert J.(2005)。Comparing Wealth Effects: The Stock Market versus the Housing Market。Advances in Macroeconomics,5(1),1-32。  new window
12.Iacoviello, Matteo(2004)。Consumption, House Prices and Collateral Constraints: A Structural Econometric Analysis。Journal of Housing Economics,13(4),304-320。  new window
13.Lee, C.-C.、Liang, C.-M.、Chou, H.-J.(2008)。台灣房地產景氣循環轉折點之研究--雙變量馬可夫轉換模型之應用。台灣土地研究 \=Journal of Taiwan Land Research,11(2),155-177。  延伸查詢new window
14.Ma, Y.-C.、Lin, C.-C.(2009)。房地產景氣特性之再確認--多變量馬可夫轉換之應用。住宅學報 \=Journal of Housing Studies,18(1),23-37。  延伸查詢new window
15.Aoki, K.、Proudman, J.、Vlieghe, G.(2004)。House Prices, Consumption, and Monetary Policy: A Financial Accelerator Approach。Journal of Financial Intermediation,13(4),414-435。  new window
16.Chan, S. H.、Fang, F.、Yang, J.(2008)。Presale, Financing Constraints, and Developers' Production Decisions。Journal of Real Estate Research,30,345-375。  new window
17.Chang, L. O.、Ward, C. W.(1993)。Presale Pricing and the Housing Market: The Pre-Sales Housing System in Taiwan。Journal of Property Research,10(3),217-227。  new window
18.Chen, N. K.、Chu, H. L.、Liu, J. T.、Wang, K. H.(2006)。Collateral Value, Firm Borrowing, and Forbearance Lending: An Empirical Study of Taiwan。Japan and the World Economy,18(1),49-71。  new window
19.Davis, Morris A.、Heathcote, Jonathan(2005)。Housing and the Business Cycle。International Economic Review,46(3),751-784。  new window
20.De Graeve, F.(2008)。The External Finance Premium and the Macroeconomy: US post-WWII Evidence。Journal of Economic Dynamics and Control,32(11),3415-3440。  new window
21.Dell'Ariccia, G.、Igan, D.、Laeven, L.(2012)。Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market。Journal of Money, Credit and Banking,44(3),367-384。  new window
22.Gerali, A.、Neri, S.、Sessa, L.、Signoretti, F. M.(2010)。Credit and Banking in a DSGE Model of the Euro Area。Bank of Italy Temi di Discussione,740。  new window
23.Gertler, M.、Kiyotaki, N.(2010)。Financial Intermediation and Credit Policy in Business Cycle Analysis。Handbook of Monetary Economics,3,547-599。  new window
24.Iacoviello, M.(2005)。House Prices, Borrowing Constraint, and Monetary Policy in the Business Cycle。The American Economic Review,95(3),739-764。  new window
25.Iacoviello, M.、Neri, S.(2010)。Housing Market Spillovers: Evidence from an Estimated DSGE Mode。American Economic Journal: Macroeconomics,2(2),125-164。  new window
26.Jermann, U. J.、Quadrini, V.(2012)。Macroeconomic Effects of Financial Shocks。The American Economic Review,102(1),238-271。  new window
27.Lai, R. N.、Wang, K.、Zhou, Y.(2002)。Sale before Completion of Development: Pricing and Strategy。Real Estate Economics,32,329-357。  new window
28.Leung, C. K. Y.、Chow, K. K.、Yiu, M. S.、Tam, D. C.(2010)。House Market in Chinese Cities: Dynamic Modeling, In-Sample Fitting and Out-of-Sample Forecasting。International Real Estate Review,14(1),85-117。  new window
29.López, M.(2006)。House Prices and Monetary Policy in Colombia。Ensayos sobre Política Económica,50,212-241。  new window
30.Mian, A. R.、Sufi, A.(2009)。The Consequences of Mortgage Credit Expansion: Evidence from U.S. Mortgage Default Crisis。The Quarterly Journal of Economics,124(4),1449-1496。  new window
31.Ortalo-Magne, F.、Rady, S.(1999)。Boom in, Bust out: Young Households and the Housing Price Cycle。European Economic Review,43,755-766。  new window
32.Schmitt-Grohé, S.、Uríbe, M.(2004)。Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function。Journal of Economic Dynamics and Control,28(4),755-775。  new window
33.Wang, C, A.、Chang, C. O.(2008)。Is It a Heavy Log That Broke the Camel's Back? Evidence of the Credit Channel in Taiwan's Construction Industry。International Real Estate Review,11(1),38-64。  new window
34.Woodford, M.(1998)。Doing without Money: Controlling Inflation in a Post-Monetary World。Review of Economic Dynamics,1(1),173-219。  new window
研究報告
1.Bernanke, B.、Gertler, M.、Gilchrist, S.(1998)。The Financial Accelerator in a Quantitative Business Cycle Framework。  new window
2.Muellbauer, J.(2008)。Housing, Credit and Consumer Expenditure。  new window
3.Calomiris, C. W.、Longhofer, S. D.、Miles, W.(2009)。The (Mythical?) Housing Wealth Effect。  new window
4.Chen, N. K.、Cheng, H. L.(2009)。External Finance Premium on Housing, House Price, and the Macroeconomy。  new window
5.Doms, M.、Furlong, F.、Krainer, J.(2007)。Subprime Mortgage Delinquency Rates。  new window
6.Liu, P.、Edelstein, R. H.、Wu, F.(2009)。Forward Real Estate Markets and Hedging: A Theoretical Approach。Berkeley。  new window
7.Mishkin, F. S.(2001)。The Transmission Mechanism and the Role of Asset Prices in Monetary Policy。  new window
8.Mishkin, F. S.(2007)。Housing and the Monetary Transmission Mechanism。  new window
圖書
1.Obstfeld, Maurice、Rogoff, Kenneth S.(1996)。Foundations of International Macroeconomics。MIT Press。  new window
2.Ortalo-Magne, F.、Rady, S.(1998)。Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints。Stanford GSB Research Paper, No. 1501。  new window
 
 
 
 
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