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題名:臺北市房價泡沫知多少?--房價vs.租金、房價vs.所得
書刊名:住宅學報
作者:張金鶚 引用關係陳明吉 引用關係鄧筱蓉楊智元
作者(外文):Chang, Chin-ohChen, Ming-chiTeng, Hsiao-jungYang, Chih-yuan
出版日期:2009
卷期:18:2
頁次:頁1-22
主題關鍵詞:房價租金所得泡沫價格狀態空間模型Housing priceRentIncomeBubble priceState-space model
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(33) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:33
  • 共同引用共同引用:79
  • 點閱點閱:66
期刊論文
1.Froot, Kenneth A.、Obstfeld, Maurice(1991)。Intrinsic Bubbles: The Case of Stock Prices。The American Economic Review,81(5),1189-1214。  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.陳明吉、蔡怡純(2007)。房價蛛網與投資人行為。經濟論文,35(3),315-344。new window  延伸查詢new window
4.Chen, N.-K.(2001)。Asset Price Fluctuations in Taiwan: Evidence from Stock and Real Estate Prices During 1972-1992。Journal of Asian Economics,12(2),215-232。  new window
5.Abraham, J. M.、Hendershott, H. P.(1996)。Bubble in metropolitan housing markets。Journal of Housing Research,7(2),191-207。  new window
6.Lin, C. C.(1993)。The Relationship between Rents and Prices of Owner-occupied Housing in Taiwan。Journal of Real Estate Finance and Economics,6,25-54。  new window
7.Wu, Yangru(1995)。Are there rational bubbles in foreign exchange markets? Evidence from an alternative test。Journal of International Money and Finance,14(1),27-46。  new window
8.曾建穎、張金鶚、花敬群(2005)。不同空間、時間住宅租金與房價關聯性之研究--台北地區之實證現象分析。住宅學報,14(2),27-49。new window  延伸查詢new window
9.張金鶚、高國峰、林秋瑾(20010200)。臺北市合理房價--需求面分析。住宅學報,10(1),51-66。new window  延伸查詢new window
10.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
11.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
12.Bourassa, S. C.、Hendershott, P. H.、Murphy, J.(2001)。Further evidence on the existence of housing market bubbles。Journal of Property Research,18(1),1-19。  new window
13.Giussani, B.、Hadjimatheou, G.(1991)。Modelling Regional House Price in United Kingdom。Papers in Regional Science,70(2),201-219。  new window
14.Hamilton, J. D.(1985)。Uncovering financial market expectations of inflation。Journal of Political Economy,93(6),1224-1241。  new window
15.Stiglitz, Joseph E.(1990)。Symposium on Bubbles。Journal of Economic Perspectives,4(2),3-18。  new window
16.彭建文、花敬群(2001)。住宅租買選擇行為之探討―住宅服務品質差異之影響。臺灣土地金融季刊,38(4),89-107。  延伸查詢new window
17.張金鶚、劉秀玲。房地產品質、價格與消費者物價指數之探討。政大地政學報,67(2),369-400。  延伸查詢new window
18.Bertus, M.、Stanhouse, B.(2001)。Rational Speculative Bubbles in the Gold Futures Market: An Application of Dynamic Factor Analysis。Journal of Futures Markets,21(1),79-108。  new window
19.Flood, Robert P.、Hodrick, Robert J.(1986)。Asset Price Volatility, Bubbles, and Process Switching。Journal of Finance,41(4),831-842。  new window
20.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
21.Black, A.、Fraster, P.、Hoesli, M.(2006)。House Prices, Fundamentals and Bubbles。Journal of Business Finance & Accounting,33(9/10),1535-1555。  new window
22.Diba, B. T.、Grossman, H. I.(1988)。Explosive Rational Bubbles in Stock Prices?。The American Economic Review,78(3),520-530。  new window
23.Fernández-Kranz, Daniel、Hon, Mark T.(2006)。A cross-section analysis of the income elasticity of housing demand in Spain: Is there a real estate bubble?。Journal of Real Estate Finance and Economics,32(4),449-470。  new window
24.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
25.林祖嘉、林素菁。臺灣地區住宅價格的泡沫現象。臺灣經濟學會年會論文集,295-313。  延伸查詢new window
26.蔡怡純、陳明吉。臺北地區住宅市場結構性轉變與價格均衡調整。都市與計劃,31(4),365-390。new window  延伸查詢new window
27.Alessandri, P.。Bubbles and Fads in the Stock Market: Another Look at the Experience of the US。International Journal of Finance & Economics,11(3),195-195。  new window
28.Bjorklund, K.、Soderberg, B.(1999)。Property Cycles, Speculative Bubbles and the Gross Income Multiplier。The Journal of Real Estate Research,18(1),151-174。  new window
29.Capozza, D. R.、Hendershott, P. H.、Mack, C.。An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets。Real Estate Economics,32,1-32。  new window
30.Case, K. E.、Shiller, R. J.。Is There a Bubble in the Housing Market?/Comments and Discussion。Brookings Papers on Economic Activity,2,299-362。  new window
31.Hamilton, J. D.。On Testing for Self-Fulfilling Speculative Price Bubbles。International Economic Review,27(3),545-552。  new window
32.Krainer, J.。House Price Bubbles。FRBSF Economic Letter,2003(6),1-3。  new window
33.Lau, E. E. L.、Tan, G. K. R.、Rahman, S.。Assessing Pre-crisis Fundamentals in Selected Asian Stock Markets。The Singapore Economic Review,50(2),175-196。  new window
34.Smith, M. H.、Smith, G.、Mayer, C.、Shiller, R. J.。Bubble, Bubble, Where's the Housing Bubble?/Comments and Discussion。Brookings Papers on Economic Activity,1,1-50。  new window
35.Sutton, G. D.(2002)。Explaining Changes in House Prices。BIS Quartely Review,29(3),46-55。  new window
36.Xiao, Q.、Tan, G. K. R.(2007)。Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles。Urban Studies,44(4),865-888。  new window
會議論文
1.張金鶚、楊宗憲(1999)。台北成屋價格泡沫知多少。中華民國住宅學會年會,15-29。  延伸查詢new window
2.薛立敏。臺北市房價上漲決定因素之估計。  延伸查詢new window
3.Farlow, A.。UK House Prices: A Critical Assessment。  new window
研究報告
1.Milne, A.。Incomes, Demography and UK House Prices。  new window
圖書
1.徐滇慶。房價與泡沫經濟。房價與泡沫經濟。北京。  延伸查詢new window
2.Blanchard, O. J.、Fisher, S.。Lecture on Macroeconomic。Lecture on Macroeconomic。Cambridge, MA。  new window
3.Blanchard, O. J.、Watson, M. W.。Bubbles, Rational Expectations, and Financial Markets。Crisis in the Economic and Financial Structure。MA。  new window
4.Commandeur, J. J. F.、Koopman, S. J.。An Introduction to State Space Time Series Analysis。An Introduction to State Space Time Series Analysis。NewYork, NY。  new window
5.Hendry, D. F.。Econometric Modelling of House Prices in the UK。Econometrics and Quantitative Economics。Oxford, UK。  new window
6.Kim, C. J.、Nelson, C. R.。State-Space Model with Regime Switching。State-Space Model with Regime Switching。Cambridge, MA。  new window
 
 
 
 
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