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題名:臺北市房價與五都房價之相互影響分析
書刊名:亞太經濟管理評論
作者:林尚毅張學志
出版日期:2019
卷期:22:1/2
頁次:頁115-135
主題關鍵詞:面板資料誤差修正模型面板共整合房價Panel ECMPanel cointegrationHousing prices
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(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:34
  • 點閱點閱:7
期刊論文
1.Pedroni, Peter(1999)。Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors。Oxford Bulletin of Economics and Statistics,61(S1),653-670。  new window
2.Black, A.、Fraser, P.、Hoesli, M.(2006)。House Price, Fundamentals and Bubbles。Journal of Business Finance and Accounting,33(9),1535-1555。  new window
3.Brana, S.、Djigbenou, M. L.、Prat, S.(2012)。Global Excess Liquidity and Asset Prices in Emerging Countries: A PVAR Approach。Emerging Markets Review,13,256-267。  new window
4.Costello, C.、Fraser, P.、Groenewold, N.(2011)。House Prices, Non-fundamental Components and Interstate Spillovers: The Australian Experience。Journal of Banking and Finance,35,653-669。  new window
5.Diebold, F. X.、Yilmaz, K.(2012)。Better to Give than to Receive Directional Measurement of Volatility Spillovers。International journal of Forecasting,28,57-66。  new window
6.Forbes, K. J.、Ribogon, R.(2002)。No Contagion, Only Interdependence: Measuring Stock Market Comovement。The Journal of Finance,57(5),2223-2261。  new window
7.Liddle, B.(2012)。The importance of energy quality in energy intensive manufacturing: Evidence from panel cointegration and panel FMOLS。Energy Economics,34,1819-1825。  new window
8.Pedroni, Peter(2000)。Fully Modified OLS for Heterogeneous Cointegrated Panels。Advances in Econometrics,15(1),93-130。  new window
9.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
10.Im, Kyung So、Pesaran, M. Hashem、Shin, Yongcheol(2003)。Testing for Unit Roots in Heterogeneous Panels。Journal of Econometrics,115(1),53-74。  new window
11.Diebold, Francis X.、Yilmaz, Kamil(2009)。Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets。Economic Journal,119(534),158-171。  new window
12.Hui, Eddie C. M.、Yue, Shen(2006)。Housing Price Bubbles in Hong Kong, Beijing and Shanghai: A Comparative Study。Journal of Real Estate Finance and Economics,33(4),299-327。  new window
13.Pedroni, Peter(2001)。Testing Target-Zone Models Using Efficient Method of Moments: Comment。Journal of Business and Economic Statistics,19,271-273。  new window
會議論文
1.張金鶚、楊宗憲(1999)。臺北市成屋價格泡沫知多少?。中華民國住宅學會第九屆年會,15-29。  延伸查詢new window
2.Choi, K.、Hyung, N.、Jeon J.、Kim, J.(2013)。Analyzing the Spillover Effect of Housing Prices。3rd International Conference on Humanities, Geography and Economics。Bali Indonesia。  new window
研究報告
1.Davis, E Philip、Haibin, Zhu(2004)。Bank Lending and Commercial Property Cycles: Some Cross-country Evidence。Bank for International Settlements。  new window
2.Glindro, E. T.、Subhanij, T.、Szeto, J.、Zhu, H.(2008)。Determinants of House Prices in Nine Asia-Pacific Economies。  new window
學位論文
1.林紘鋕(2014)。亞洲六大城市房價外溢效果(碩士論文)。國立臺北大學。  延伸查詢new window
2.林孟靜(2012)。房地產泡沫之檢驗:以臺灣地區及臺北市為例(碩士論文)。國立政治大學。  延伸查詢new window
3.黃俊翔(2010)。台北都會區房地產價格上漲之關鍵因素探討(碩士論文)。國立臺灣大學。  延伸查詢new window
4.張誌文(2011)。影響房地產價格之總體經濟因素分析(碩士論文)。國立臺灣大學。  延伸查詢new window
 
 
 
 
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