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題名：總體經濟對房地產景氣循環不對稱影響之研究--中國大陸之實證分析
書刊名：住宅學報
作者：林祖嘉 引用關係／游士儀
作者(外文)：Lin, Chu-chia／You, Shih-yi
出版日期：2018
卷期：27:1
頁次：頁23-46
主題關鍵詞：中國大陸房地產；景氣循環；馬可夫轉換模型；Real estate market of China；Business cycle；Markov switching model
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)
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  • 共同引用共同引用:7
  • 點閱點閱:10
房地產景氣波動是一動態的過程，如何在有效的樣本資料下，準確地認定中國大陸房地產景氣循環轉折點，並正確估計總體經濟變數對房地產景氣波動的影響，將有助於提供相關住宅政策建議。本研究使用中國大陸2004年1月至2015年7月的總體經濟資料，透過馬可夫轉換模型，重新對中國大陸房地產景氣循環進行估算，並且探討在不同房地產景氣的階段，總體經濟變數對房市是否存在非對稱的效果。實證結果顯示，中國大陸2004年至2015年以來，房地產擴張期的時間大於衰退期的時間，且總體經濟變數在房地產不同景氣下，確實對房地產市場有非對稱的影響效果。
The dynamic nature of the real estate market of China has posed specific challenges to researchers. It would be helpful to make policy suggestions by investigating the turning point in the real estate market cycle as well as the impacts of some fundamental economic factors. The main purpose of this study is to investigate the cycle of China's real estate market by adopting the Markov switching model. Our empirical results show that, during the period from 2004:01 to 2015:07, the average duration of the real estate market's expansion in China is longer than that of the contraction. In addition, our analysis confirms the significance of the asymmetric relationship between the real estate market and fundamental economic factors in China.
期刊論文
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12.張大永、劉子寅(2015)。中國城市房價非線性收斂機制研究。南開研究，2015(1)，71-88。  延伸查詢new window
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會議論文
1.周幸蓉、李春長(2007)。台灣房地產景氣循環轉折點之認定。2007年全國不動產經營與管理實務學術研討會。  延伸查詢new window
2.林秋瑾(2004)。房地產景氣指標衡量之再確認--馬可夫轉換狀態空間模型之應用。2004年海峽兩岸土地學術研討會。  延伸查詢new window
研究報告
1.Ahuja, A.、Cheung, L.、Han, G.、Nathan, P.、Zhang, W.(2010)。Are House Prices Rising Too Fast in China?。International Monetary Fund。  new window
2.Bracke, P.(2011)。How Long Do Housing Cycles Last? A Duration Analysis for 19 OECD Countries。International Monetary Fund。  new window
3.Neukirchen, M.、Lange, H.(2005)。Characteristics and Macroeconomic Drivers of House Price Changes in Australia。U21 Global。  new window
4.Pelagatti, M.(2001)。Gibbs Sampling for a Duration Dependent Markov Switching Model with an Application to the U. S. Business Cycle。Department of Statistics, Università degli Studi Milano-Bicocca。  new window
學位論文
1.Seslen, T. N.(2003)。Housing Price Dynamics and Household Mobility Decisions(博士論文)。Massachusetts Institute of Technology。  new window
 
 
 
 
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