:::

詳目顯示

回上一頁
題名:臺北地區住宅市場結構性轉變與價格均衡調整
書刊名:都市與計劃
作者:蔡怡純 引用關係陳明吉 引用關係
作者(外文):Tsai, I-chunChen, Ming-chi
出版日期:2004
卷期:31:4
頁次:頁365-390
主題關鍵詞:住宅價格結構轉變時變係數馬可夫轉換Structural changeHouse pricesTime-varying coefficientsMarkov-switching
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(12) 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:10
  • 共同引用共同引用:81
  • 點閱點閱:55
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。  new window
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。new window  延伸查詢new window
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。  new window
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。new window  延伸查詢new window
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。  new window
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。new window  延伸查詢new window
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。  new window
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。new window  new window
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new window
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new window
11.Perron, P.(1997)。Further Evidence on Breaking Trend Functions in Macroeconomic Variables。Journal of Econometrics,80(2),355-385。  new window
12.Engle, R. F.(1982)。Autoregressive Conditional Heteroske- dasticity with Estimates of the Variance of U.K. Inflation。Econometrica,50(4),987-1008。  new window
13.Chow, Gregory C.(1960)。Tests of Equality Between Sets of Coefficients in Two Linear Regressions。Econometrica,28(3),531-534。  new window
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。new window  延伸查詢new window
15.Johansen, S.(1991)。Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Model。Econometrica,59(6),1551-1580。  new window
16.Drake, Leigh(1993)。Modelling UK house prices using cointegration: An application of the Johansen technique。Applied Economics,25(9),1225-1228。  new window
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。new window  延伸查詢new window
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。  new window
19.Engel, C.(1994)。Can The Markov Switching Model Forecast Exchange Rate?。Journal of International Economics,36,151-165。  new window
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。  new window
21.Bai, Jushan、Perron, Pierre(1998)。Estimating and Testing Linear Models with Multiple Structural Changes。Econometrica,66(1),47-78。  new window
22.Bai, Jushan、Perron, Pierre(2003)。Computation and Analysis of Multiple Structural Change Models。Journal of Applied Econometrics,18(1),1-22。  new window
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。new window  延伸查詢new window
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。  new window
25.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
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。  new window
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。  new window
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。  new window
29.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
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。  new window
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。  new window
32.Diebold, F. X.、Rudebusch, G. D.(1996)。Measuring Business Cycles: A Modern Perspective。The Review of Economics and Statistics,78,67-77。  new window
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。  new window
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。  new window
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。  new window
36.Breedon, F.、Joyce, M. A. S.(1992)。House Prices, Arrears and Possessions。Bank of England Quarterly Bulletin,May,173-179。  new window
37.Brown, J. P.、Song, H.、McGillivray, A.(1997)。Forecasting UK House Prices: A Time Varying Coefficient Approach。Economic Modelling,14(4),529-548。  new window
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。  new window
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。  new window
40.Whitehead, C.(1971)。A Model of the UK Housing Market。Oxford Bulletin of Economics and Statistics,33(44),245-266。  new window
會議論文
1.薛立敏(1990)。臺北市房價上漲決定因素之估計。臺北。  延伸查詢new window
2.賴碧瑩(2003)。從經濟及結構變遷探討房地產市場與總體經濟之關連性。沒有紀錄。  延伸查詢new window
3.Chen, M. C.(1998)。Review of House Price Studies: Development and Comparison。Taipei。  new window
研究報告
1.Meen, G. P.(1993)。The treatment of house prices in macroeconometric models: a comparison exercise。0。  new window
2.Giussani, B.、Hadjimatheou, G.(1990)。House Prices: An Econometrics Model for the UK。沒有紀錄。  new window
3.Jesus, F. V.、Juan, F. R.(2004)。Estimating Dynamic Equilibrium Economies: Linear Versus Nonlinear Likelihood。沒有紀錄。  new window
學位論文
1.彭建文(2000)。臺灣房地產景氣循環之研究-生產時間落差、宣告效果、總體經濟之影響,沒有紀錄。new window  延伸查詢new window
圖書
1.Hamilton, James D.(1994)。Time Series Analysis。Princeton University Press。  new window
2.Hendry, D. F.(1984)。Econometric Modelling of House Prices in the UK。Econometrics and Quantitative Economics。Oxford。  new window
3.張金鶚(1999)。住宅資訊系統之整合與規劃研究。住宅資訊系統之整合與規劃研究。沒有紀錄。  延伸查詢new window
4.Mayes, D.(1979)。The Property Boom。The Property Boom。Oxford。  new window
其他
1.Milne, A.(1991)。Incomes, Demography and UK House Prices,London Business School。  new window
圖書論文
1.Diebold, F. X.、Lee, J. H.、Weinbach, G. C.(1994)。Regime Switching with Time-Varying Transition Probabilities。Nonstationary Time Series Analysis and Cointegration。Oxford University Press。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
:::
無相關書籍
 
無相關著作
 
QR Code
QRCODE