期刊論文1. | Holly, Sean、Jones, Natasha(1997)。House Prices Since the 1940s: Cointegration, Demography and Asymmetries。Economic Modelling,14(4),549-565。 |
2. | 陳明吉、蔡怡純、張金鶚(20031200)。住宅負擔能力惡化之再檢視--臺北市住宅市場分析。臺大管理論叢,14(1),47-78。 延伸查詢 |
3. | Hall, S.、Psaradakis, Z.、Sola, M.(1997)。Switching error-correction models of house prices in the United Kingdom。Economic Modelling,14(4),517-527。 |
4. | 翁偉翔、張金鶚、陳明吉(20030200)。臺灣不動產證券化產品市場需求之初探。住宅學報,12(1),1-29。 延伸查詢 |
5. | Garcia, R.、Perron, P.(1996)。An analysis of the real interest rate under regime shifts。The Review of Economics and Statistics,78(1),111-125。 |
6. | 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 |
7. | Pain, P. N.、Westaway, P.(1997)。Modelling Structural Change in the UK Housing Market: A Comparison of Alternative House Price Models。Economic Modelling,14(4),587-610。 |
8. | 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。 |
9. | 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 |
10. | 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 |
11. | Perron, P.(1997)。Further Evidence on Breaking Trend Functions in Macroeconomic Variables。Journal of Econometrics,80(2),355-385。 |
12. | Engle, R. F.(1982)。Autoregressive Conditional Heteroske- dasticity with Estimates of the Variance of U.K. Inflation。Econometrica,50(4),987-1008。 |
13. | Chow, Gregory C.(1960)。Tests of Equality Between Sets of Coefficients in Two Linear Regressions。Econometrica,28(3),531-534。 |
14. | 陳明吉(19900600)。房地產價格及其變動因素之研究。臺灣銀行季刊,41(2),220-244。 延伸查詢 |
15. | Johansen, S.(1991)。Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Model。Econometrica,59(6),1551-1580。 |
16. | Drake, Leigh(1993)。Modelling UK house prices using cointegration: An application of the Johansen technique。Applied Economics,25(9),1225-1228。 |
17. | 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 |
18. | 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。 |
19. | Engel, C.(1994)。Can The Markov Switching Model Forecast Exchange Rate?。Journal of International Economics,36,151-165。 |
20. | Engel, Charles、Hamilton, James D.(1990)。Long Swings in the Dollar: Are They in the Data and Do Markets Know It?。American Economic Review,80(4),689-713。 |
21. | Bai, Jushan、Perron, Pierre(1998)。Estimating and Testing Linear Models with Multiple Structural Changes。Econometrica,66(1),47-78。 |
22. | Bai, Jushan、Perron, Pierre(2003)。Computation and Analysis of Multiple Structural Change Models。Journal of Applied Econometrics,18(1),1-22。 |
23. | 林秋瑾(19981200)。預售屋與成屋住宅價格關係之分析--市場效率之驗證。管理學報,15(4),643-664。 延伸查詢 |
24. | 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。 |
25. | Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。 |
26. | Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。 |
27. | Ploberger, W.、Kramer, W.、Kontrus, K.(1989)。A New Test for Structural Stability in the Linear Regression Model。Journal of Econometrics,40,307-318。 |
28. | 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。 |
29. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。 |
30. | Hamilton, James D.(1989)。A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle。Econometrica: Journal of the Econometric Society,57(2),357-384。 |
31. | 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。 |
32. | Diebold, F. X.、Rudebusch, G. D.(1996)。Measuring Business Cycles: A Modern Perspective。The Review of Economics and Statistics,78,67-77。 |
33. | Lam, P.-S.(1990)。The Hamilton Model with a General Autoregressive Component: Estimation and Comparison with Other Models of Economic Time Series。Journal of Monetary Economics,26,409-432。 |
34. | Sargan, J. D.(1980)。The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing。The Review of Economic Studies,47(1),113-135。 |
35. | Nellis, J. G.、Longbottom, J. A.(1981)。An Empirical Analysis of Determination of House Prices in the United Kingdom。Urban Studies,18,9-21。 |
36. | Breedon, F.、Joyce, M. A. S.(1992)。House Prices, Arrears and Possessions。Bank of England Quarterly Bulletin,May,173-179。 |
37. | Brown, J. P.、Song, H.、McGillivray, A.(1997)。Forecasting UK House Prices: A Time Varying Coefficient Approach。Economic Modelling,14(4),529-548。 |
38. | Buckley, R.、Ermisch, J.(1982)。Government Policy and House Prices in the United Kingdom: An Econometric Analysis。Oxford Bulletin of Economics and Statistics,44(4),497-513。 |
39. | Sola, M.、Driffill, J.(1994)。Testing the Term Structure of Interest Rates Using a Stationary Vector Autoregression with Regime Switching。Journal of Economic Dynamics & Control,18,601-628。 |
40. | Whitehead, C.(1971)。A Model of the UK Housing Market。Oxford Bulletin of Economics and Statistics,33(44),245-266。 |