:::

詳目顯示

回上一頁
題名:資產價格變動對民間消費支出影響效果之研究
書刊名:中央銀行季刊
作者:陳南光 引用關係王泓仁 引用關係
出版日期:2011
卷期:33:1
頁次:頁7-40
主題關鍵詞:資產價格資產財富消費支出
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(4) 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:4
  • 共同引用共同引用:40
  • 點閱點閱:52
期刊論文
1.薛立敏、陳綉里(19980800)。住宅租擁選擇下家計消費支出之比較。住宅學報,7,21-40。new window  延伸查詢new window
2.Faia, E.、Monacelli, T.(2006)。Optimal Interest Rate Rules, Asset Prices and Credit Frictions。Journal of Economic Dynamics and Control,31(10),3228-3254。  new window
3.Kishor, N. Kundan(2007)。Does Consumption Respond More to Housing Wealth Than to Financial Market Wealth? If So, Why?。Journal of Real Estate Finance and Economics,35(4),427-448。  new window
4.Lustig, H. N.、Van Nieuwerburgh, S.(2005)。Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective。The Journal of Finance,60,1167-1219。  new window
5.Lettau, Martin、Ludvigson, Sydney(2001)。Consumption, Aggregate Wealth, and Expected Stock Returns。Journal of Finance,56(3),815-849。  new window
6.Lettau, M.、Ludvigson, S.(2004)。Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption。The American Economic Review,94(1),276-299。  new window
7.Ortalo-Magne, F.、Rady, S.(2006)。Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraint。Review of Economic Studies,73(2),459-485。  new window
8.Borio, Claudio、Lowe, Philip(2002)。Asset Prices, Financial and Monetary Stability: Exploring the Nexus。BIS [Working Paper],114。  new window
9.Campbell, John Y.、Mankiw, N. G.(1990)。Permanent income, current income, and consumption。Journal of Business and Economics Statistics,8(3),265-279。  new window
10.Bernanke, Ben S.、Gertler, Mark L.(2001)。Should Central Banks respond to movements in asset prices?。American Economic Review,91(2),253-257。  new window
11.Bordo, M. D.、Jeanne, O.(2002)。Monetary Policy and Asset Prices: Does Benign Neglect Make Sense?。International Finance,5(2),139-164。  new window
12.陳南光、徐之強(20020300)。資產價格與中央銀行政策--臺灣的實證分析。中央銀行季刊,24(1),45-82。new window  延伸查詢new window
13.King, Robert G.、Plosser, Charles I.、Stock, James H.、Watson, Mark W.(1991)。Stochastic Trends and Economic Fluctuations。American Economic Review,81(4),819-840。  new window
14.蔡曜如(20031200)。我國房地產市場之發展、影響暨政府因應對策。中央銀行季刊,25(4),31-63。new window  延伸查詢new window
15.Hausman, Jerry A.(1978)。Specification tests in econometrics。Econometrica: Journal of the Econometric Society,46(6),1251-1271。  new window
16.Iacoviello, Matteo(2005)。House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle。American Economic Review,95(3),739-764。  new window
17.Kiyotaki, Nobuhiro、Moore, John(1997)。Credit Cycles。Journal of Political Economy,105(2),211-248。  new window
18.汪建南、李光輝(20040900)。我國貨幣政策操作及傳遞機制之實証分析--兼論銀行信用管道與股票價格管道。中央銀行季刊,26(3),17-55。new window  延伸查詢new window
19.Aoki, Kosuke、Proudman, James、Vlieghe, Gertjan(2002)。Houses as Collateral: Has the Link between House Prices and Consumption in the U.K. Changed?。Federal Reserve Bank of New York Quarterly Review,163–177。  new window
20.Benjamin, J. D.、Chinldy, P.、Jud, G. D.(2004)。Real estate versus financial wealth in consumption。Journal of Real Estate Finance and Economics,29,341-354。  new window
21.Campbell, J. Y.、Cocco, J. F.(2007)。How Do House Prices Affect Consumption? Evidence from Micro Data。Journal of Monetary Economics,54(3),591-621。  new window
22.Case, Karl E.、Quigley, John M.、Shiller, Robert J.(2005)。Comparing Wealth Effects: The Stock Market versus the Housing Market。Advances in Macroeconomics,5(1),1-32。  new window
23.Hall, Robert E.(1978)。Stochastic Implications of the Life Cycle-permanent Income Hypothesis: Theory and Evidence。Journal of Political Economy,86(6),971-987。  new window
24.Iacoviello, Matteo(2004)。Consumption, House Prices and Collateral Constraints: A Structural Econometric Analysis。Journal of Housing Economics,13(4),304-320。  new window
25.Phang, Sock-Yong(2004)。House Prices and Aggregate Consumption: Do They Move Together? Evidence from Singapore。Journal of Housing Economics,13(2),101-119。  new window
26.Ando, Albert、Modigliani, Franco(1963)。The 'Life Cycle' Hypothesis of Saving: Aggregate Implications and Tests。American Economic Review,53(1),55-84。  new window
27.Attanasio, O. P.、Blow, L.、Hamilton, R.、Leicester, A.(2009)。Booms and Busts: Consumption, House Prices and Expectations。Economica,76(301),20-50。  new window
28.Bostic, R.、Gabriel, S.、Painter, G.(2009)。Housing Wealth, Financial Wealth, and Consumption: New Evidence from Micro Data。Regional Science and Urban Economics,39(1),79-89。  new window
29.Gan, J.(2010)。Housing Wealth and Consumption Growth: Evidence from a Large Panel of Households。The Review of Financial Studies,23(6),2229-2267。  new window
30.鍾經樊、詹維玲、張光亮(2004)。股票財富在不同時期對臺灣消費行為的影響:多變量馬可夫結構轉換模型的應用。經濟論文,32(4),501-533。new window  延伸查詢new window
31.施燕、陳一端(2003)。從多元化金融體系之發展看企業籌資與家庭理財方式的轉變。中央銀行季刊,25(4),23-30。new window  延伸查詢new window
32.Allen, F.、Gale, D(2000)。Bubbles and Crises。The Economic Journal,110(460),236-255。  new window
33.Aoki, K.、Proudman, J.、Vlieghe, G.(2004)。House Prices, Consumption, and Monetary Policy: A Financial Accelerator Approach。Journal of Financial Intermediation,13(4),414-435。  new window
34.Asea, P. K.、Blomberg, S. B.(1998)。Lending Cycles。Journal of Econometrics,83(1/2),89-128。  new window
35.Attanasio, O.P.、Weber, G.(1994)。The UK Consumption Boom of The Late 1980s: Aggregate Implications of Microeconomic Evidence。The Economic Journal,104,1269-1302。  new window
36.Deaton, A.(1985)。Panel Data From Times Series of Cross-Sections。Journal of Econometrics,30,109-126。  new window
37.Browning, M.、Deaton, A.、Irish, M.(1985)。A Profitable Approach to Labor Supply and Commodity Demands over the Life-Cycle。Econometrica,53(3),503-543。  new window
38.Bernanke, B.S.、Gertler, M.(1999)。Monetary policy and Asset Price Volatility。Economic Review,84(4),17-51。  new window
39.Cecchetti, S. G.(1998)。Policy Rules and Targets: Framing the Central Banker’s Problem。Economic Policy Review,4(2),1-14。  new window
40.Cecchetti, S. G.、Genberg, H.、Lipsky, J.、Wadhwani, S.(2000)。Asset Prices and Central Bank Policy。Geneva Reports on the World Economy,2。  new window
41.Cochrane, J. H.(1994)。Permanent and Transitory Components of GDP and Stock Prices。Quarterly Journal of Economics,109,241-265。  new window
42.Davis, M. A.、Palumbo, M.G.(2001)。A Primer on the Economics and Time Series Econometrics of Wealth Effects。Finance and Economics Discussion Series,2001-09。  new window
43.Demyanyk, Y.、Van Hemert, O.(2008)。Understanding the Subprime Mortgage Crisis。Proceedings, Federal Reserve Bank of Chicago,5,171-192。  new window
44.Flood, K.、Morin, S.、Kolet, I.(2008)。House Prices and Consumer Spending。Bank of Canada Review,Summer,33-46。  new window
45.Ghent, Andra C.、Owyang, Michael T.(2010)。Is Housing the Business Cycle? Evidence from U.S. Cities。Journal of Urban Economics,67(3),336-351。  new window
46.Gruen, D.、Plumb, M.、Stone, A.(2005)。How Should Monetary Policy Respond to Asset-Price Bubbles。International Journal of Central Banking,1(3),1-31。  new window
47.Higgins, M.、Osler, C.(1997)。Asset Market Hangovers and Economic Growth: the OECD During 1984-93。Oxford Review of Economic Policy,13,110-134。  new window
48.Shea, J.(1997)。Instrument Relevance in Multivariate Linear Models: A Simple Measure。Review of Economics and Statistics,79(2),348-352。  new window
49.Iacoviello, M.、Minetti, R.(2008)。The Credit Channel of Monetary Policy: Evidence From the Housing Market。Journal of Macroeconomics,30(1),69-96。  new window
50.Hurst, E.、Stafford, F.(2004)。Home is Where the Equity Is: Mortgage Refinancing and Household Consumption。Journal of Money, Credit and Banking,36(6),985-1014。  new window
51.International Monetary Fund(2008)。The Changing Housing Cycle and the Implications for Monetary Policy。World Economic Outlook,April,103-132。  new window
52.Starr-McCluer, M.(2002)。Stock Market Wealth and Consumer Spending。Economic Inquiry,40(1),69-79。  new window
53.Keeton, W. R.(1999)。Does Faster Loan Growth Lead to Higher Loan Losses。FRB Kansas, Economic review,2,57-75。  new window
54.Tan, A.、Voss, G.(2003)。Consumption and Wealth in Australia。The Economic Record,79(244),39-56。  new window
55.Weinberg, J. A.(1995)。Cycles in Lending Standards? FRB Richmond。Economic Quarterly,81(3),1-18。  new window
56.Lown, C、Morgan, D. P.(2006)。The Credit Cycle and the Business Cycles: New Findings Using the Survey of Senior Loan Officers。Journal of Money, Credit and Banking,38(6),1575-1597。  new window
57.Ludvigson, S.、Steindel, C.(1999)。How Important Is the Stock Market Effect on Consumption。Economic Policy Review, Federal Reserve Bank of New York,5(2),29-52。  new window
58.Ludvigson, S.、Steindel, C.、Lettau, M.(2002)。Monetary Policy Transmission Through the Consumption-Wealth Channel。Economic Policy Review, Federal Reserve Bank of New York,117-133。  new window
59.Mian, A. R.、Sufi, A.(2009)。The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis。Quarterly Journal of Economics,124(4),1449-1496。  new window
60.Miles, D.(1992)。Housing Markets, Consumption and Financial Liberalisation in the Major Economies。European Economic Review,36,1093-1136。  new window
61.Modigliani, R.(1963)。The Monetary Mechanism and Its Interaction with Real Phenomena。Review of Economics and Statistics,45(1),79-107。  new window
62.Monacelli, T.(2009)。New Keynesian Models, Durable Goods and Collateral Constraints。Journal of Monetary Economics,56(2),242-254。  new window
63.Muellbauer, J. N.、Murphy, A.(1997)。Booms and Busts in The UK Housing Market。The Economic Journal,107,1701-1727。  new window
64.Poterba, J. M.(2000)。Stock Market Wealth and Consumption。Journal of Economic Perspectives,14(2),99-118。  new window
65.Poterba, J.、Samwick, A.(1995)。Stock Ownership Patterns, Stock Market Fluctuations, and Consumption。Brookings Papers on Economic Activity,2,295-357。  new window
66.Slacalek, J.(2009)。What Drives Personal Consumption?: The Role of Housing and Financial Wealth。The B. E. Journal of Macroeconomics,9(1)。  new window
67.Sinai, T.、Souleles, N.(2005)。Owner-Occupied Housing as a Hedge Against Risk。Quarterly Journal of Economics,120,763-789。  new window
會議論文
1.Bernanke, B. S.(2007)。The Financial Accelerator and the Credit Channel。Conference on the Credit Channel of Monetary Policy in the Twenty-first Century。Georgia:Federal Reserve Bank of Atlanta。  new window
2.Greenspan, A.(2002)。Remarks on “Economic Volatility” at the “Rethinking Stabilization Policy。Jackson Hole, Wyoming。  new window
研究報告
1.Muellbauer, J.(2008)。Housing, Credit and Consumer Expenditure。  new window
2.Taylor, John. B.(2007)。“Housing and Monetary Policy,”。  new window
3.Leamer, E. E.(2007)。Housing is the business cycle。  new window
4.Dell’Ariccia, G.、Igan, D.、Laeven, L.(2008)。Credit Booms and Lending Standards: Evidence From The Subprime Mortgage Market。  new window
5.Assenmacher-Wesche, K.、Gerlach, S.(2008)。Ensuring Financial Stability: Financial Structure and the Impact of Monetary Policy on Asset Prices。  new window
6.Buiter, W.(2008)。Housing Wealth isn’t Wealth。  new window
7.Calomiris, C.W.、Longhofer, S.D.、W. Miles, W.(2009)。The (Mythical?) Housing Wealth Effect。  new window
8.Carroll, CD.(2004)。Housing Wealth and Consumption Expenditure。  new window
9.Carroll, CD.、Otsuka, M.、Slacalek, J.(2006)。How Large is the Housing Wealth Effect? A New Approach。  new window
10.Fernandez-Corugedo, E.、Price,S.、Blake, A.(2003)。The Dynamics of Consumer Expenditure: The UK Consumption ECM Redux。  new window
11.Grant, C.、Peltonen, T.(2005)。Housing and Equity Wealth Effects of Italian Households。  new window
12.Mishkin, F. S.(2001)。The Transmission Mechanism and the Role of Asset Prices in Monetary Policy。  new window
13.Mishkin, F. S.(2007)。Housing and the Monetary Transmission Mechanism。  new window
14.Pichette, L.、Tremblay, D.(2003)。Are Wealth Effects Important for Canada?。  new window
15.Sierminska, E.、Takhtamanova, Y.(2007)。Wealth Effect out of Financial and Housing Wealth: Cross-Country and Age Group Comparisons。  new window
16.De Veirman, E.、Dunstan, A.(2008)。How Do Housing Wealth, Financial Wealth and Consumption Interact?Evidence from New Zealand。  new window
17.Detken, C.、Smets, F.(2003)。Asset Price Booms and Monetary Policy。  new window
18.Doms, M.、Furlong, F.、Krainer, J.(2007)。Subprime Mortgage Delinquency Rates。  new window
19.Ludwig, A.、Slok, T.(2002)。The Impact of Changes in the Stock Prices and HousePrices on Consumption in OECD Countries。  new window
圖書
1.Bernanke, B.s.、Gertler, M.、Gilchrist, S.(1999)。The Financial Accelerator in a Quantitative Business Cycle Framework。Amsterdam:North-Holland。  new window
2.Miles, D.(1994)。Housing, Financial Markets and the Wider Economy。New York ; Chichester。  new window
3.Aron, J.、Muellbauer, J.(2006)。Housing Wealth, Credit Conditions and Consumption。  new window
4.Cardarelli, R.、Igan, D.、Rebucci, A.(2008)。The Changing Housing Cycle and the Implications for Monetary Policy。World Economic Outlook。  new window
其他
1.Dvornak, N.,Kohler, M.(2003)。Housing Wealth, Stock Market Wealth and Consumption: A Panel Data Analysis for Australia。  new window
2.Assenmacher-Wesche, K.,Gerlach, S.(2008)。Can Monetary Policy Really Be Used to Stabilise Asset Prices?。  new window
3.Besley, T. J.,Meads, N.,Surico, P.(2008)。Household External Finance and Consumption。  new window
4.Fisher, L.,Otto, G.,Voss, G.(2005)。Housing Booms, Non-Financial Wealth and Consumption: Lessons from the Australian Experience。  new window
5.Kohn, D. L.(2008)。The U.S. Economy and Monetary Policy,Wilmington, North Carolina。  new window
6.Mian, A. R.,Sufi, A.(2010)。House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis。  new window
7.Mishkin, F. S.(2008)。How Should We Respond to Asset Price Bubbles?,Philadelphia, Pennsylvania。  new window
8.Lehnert, A.(2004)。Housing, Consumption, and Credit Constraints。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
:::
QR Code
QRCODE