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題名:臺灣房市存在價格泡沫嗎?
書刊名:經濟論文
作者:王景南葉錦徽 引用關係林宗漢
作者(外文):Wang, Jying-nanYeh, Jin-hueiLin, Zong-han
出版日期:2011
卷期:39:1
頁次:頁61-89
主題關鍵詞:理性泡沫房價指數改良式單根檢定Rational bubbleHousing price indexUnit root test
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(9) 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:9
  • 共同引用共同引用:116
  • 點閱點閱:116
期刊論文
1.Kim, Kyung-Hwan、Suh, Seoung Hwan(1993)。Speculation and price bubbles in the Korean and Japanese real estate markets。The Journal of Real Estate Finance and Economics,6(1),73-87。  new window
2.Romer, D.(1993)。Rational Asset-Price Movements Without News。American Economic Review,83(5),1112-1130。  new window
3.Ang, Andrew、Bekaert, Geert(2007)。Stock Return Predictability: Is It There?。Review of Financial Studies,20(3),651-707。  new window
4.Campbell, John Y.、Shiller, Robert J.(1987)。Cointegration and Tests of Present Value Models。Journal of Political Economy,95(5),1062-1088。  new window
5.Evans, G. W.(1989)。The Fragility of Sunspots and Bubbles。Journal of Monetary Economics,23,297-317。  new window
6.Tirole, J.(1985)。Asset Bubbles and Overlapping Generations。Econometrica,53,1499-1528。  new window
7.Poterba, J. M.(1984)。Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach。Quarterly Journal of Economics,99(4),729-752。  new window
8.Blanchard, Olivier J.(1979)。Speculative Bubbles, Crashes and Rational Expectations。Economic Letters,3(4),387-389。  new window
9.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
10.Phillips, P. C. B.(1987)。Time series regression with a unit root。Econometrica: Journal of the Econometric Society,55(2),277-301。  new window
11.Schwarz, Gideon(1978)。Estimating the Dimension of a model。The Annals of Statistics,6(2),461-464。  new window
12.Shiller, Robert J.(1981)。Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?。American Economic Review,71(3),421-436。  new window
13.Banerjee, Abhijit V.(1992)。A simple model of herd behavior。The Quarterly Journal of Economics,107(3),797-817。  new window
14.張金鶚、楊宗憲、洪御仁(20081200)。中古屋及預售屋房價指數之建立、評估與整合--臺北市之實證分析。住宅學報,17(2),13-34。new window  延伸查詢new window
15.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
16.薛立敏、陳綉里(19970800)。臺灣一九八〇年代住宅自有率變化之探討。住宅學報,6,27-48。new window  延伸查詢new window
17.Tirole, Jean(1982)。On the Possibility of Speculation under Rational Expectations。Econometrica,50(5),1163-1181。  new window
18.West, Kenneth D.(1987)。A Specification Test for Speculative Bubbles。The Quarterly Journal of Economics,102(3),553-580。  new window
19.West, Kenneth D.(1988)。Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation。Journal of Finance,43(3),639-660。  new window
20.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
21.Hong, Harrison、Stein, Jeremy C.(1999)。A Unified Theory of Underreaction, Momentum Trading, and Overreacton in Asset Markets。Journal of Finance,54(6),2143-2184。  new window
22.Lux, T.(1995)。Herd Behavior, Bubbles and Crashes。The Economic Journal,105(431),881-896。  new window
23.Olivier, J.(2000)。Growth Enhancing Bubbles。International Economic Review,41,133-151。  new window
24.Avery, C.、Zemsky, P.(1998)。Multidimensional Uncertainty and Herd Behavior in Financial Markets。American Economic Review,88,724-748。  new window
25.Campbell, J. Y.、Shiller, R.(1989)。The Dividend-Price Ratio Expectations of Future Dividends and Discount Factor。Review of Financial Studies,1,195-228。  new window
26.Diba, B.、Grossman, H.(1988)。Explosive Rational Bubbles in Stock Price。American Economic Review,78,520-530。  new window
27.Evans, G. W.(1991)。Pitfalls in Testing for Explosive Bubbles in Asset Price。American Economic Review,81,922-930。  new window
28.Evans, G. W.、Honkapohja, S.(1992)。On the Robustness of Bubbles in Linear RE Models。International Economic Review,33,1-14。  new window
29.Froot, K.、Obstfeld, M.(1991)。Intrinsic Bubbles: The Case of Stock Price。American Economic Review,81,1189-1214。  new window
30.Himmelberg, C.、Mayer, C.、Sinai, T.(2005)。Assessing High House Price: Bubbles, Fundamentals, and Misperceptions。Journal of Economic Perspectives,19,67-92。  new window
31.Hott, C.、Monnin, P.(2008)。Fundamental Real Estate Price: An Empirical Estimation with International Data。Journal of Real Estate Finance and Economics,36(4),427-450。  new window
32.Phillips, P. C. B.、Wu, Y.、Yu, J.(2011)。Explosive Behavior in the 1990s Nasdsq: When Did Exuberance Escalate Asset Values?。International Economic Review,52,201-206。  new window
33.Poterba, J. M.(1992)。Taxation and Housing: Old Questions, New Answers。American Economic Review,82(2),237-242。  new window
34.Scott, L. O.(1990)。Do Prices Reflect Market Fundamentals in Real Estate Markets?。The Journal of Real Estate Finance and Economics,3(1),5-23。  new window
會議論文
1.楊宗憲、張金鶚(1999)。成屋與預售屋市場價格泡沫關係之探討471-483。  延伸查詢new window
研究報告
1.Phillips, P. C. B.、Yu, J.(2009)。Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data。  new window
2.Phillips, P. C. B.、Yu, J.(2010)。Dating the Timeline of Financial Bubbles during the Subprime Crisis。  new window
其他
1.Gurkaynak, R. S.(2005)。Econometric Tests of Asset Price Bubbles: Taking Stock。  new window
 
 
 
 
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