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題名:五都房市泡沫化之研究
書刊名:商業現代化學刊
作者:李政峰連春紅 引用關係林亞蒨
作者(外文):Li, Cheng-fengLien, Chun-kungLin, Ya-qian
出版日期:2014
卷期:7:4
頁次:頁231-256
主題關鍵詞:單根檢定共整合檢定房價所得比泡沫化Unit root testCo-integration testHousing price to income ratioHousing bubbles
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 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:0
  • 共同引用共同引用:70
  • 點閱點閱:186
期刊論文
1.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
2.王景南、葉錦徽、林宗漢(20110300)。臺灣房市存在價格泡沫嗎?。經濟論文,39(1),61-89。new window  延伸查詢new window
3.Chan, H. L.、Lee, S. K.、Woo, K. Y.(2001)。Detecting rational bubbles in the residential housing markets of Hong Kong。Economic Modelling,18(1),61-73。  new window
4.Flavin, M.、Yamashita, T.(2002)。Owner-Occupied Housing and the Composition of the Household Portfolio。American Economic Review, American Economic Association,92(1),345-362。  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.Case, K. E.、Shiller, R. J.(2003)。Is There a Bubble in the Housing Market? Comments and Discussion。Brookings Papers on Economic Activity,2,299-362。  new window
7.Flood, Robert P.、Garber, Peter M.(198008)。Market Fundamentals versus Price Level Bubbles: The First Tests。Journal of Political Economy,88(4),745-770。  new window
8.陳佳甫、張金鶚、謝博明(20121200)。知人知面不知心:購屋者房價預期之分析。都市與計劃,39(4),349-373。new window  延伸查詢new window
9.Belke, Ansgar、Wiedmann, Marcel(2005)。Boom or Bubble in the US Real Estate Market?。Intereconomics,40(5),273-284。  new window
10.Case, K. E.、Shiller, R. J.(1990)。Forecasting Prices and Excess Returns in the Housing MarketReal Estate。Economics, American Real Estate and Urban Economics Association,18(3),253-273。  new window
11.Dejong, K. N.、Nankervis, J. C.、Savin, N. E.、Whiteman, C. H.(1992)。Integration versus stationarity in the time series。Econometrica,60(2),423-433。  new window
12.Englund, P.、Hwang, M.、Quigley, J. M.(2002)。Hedging Housing Risk。Journal of Real Estate Finance and Economics,24(1/2),167-200。  new window
13.Hui, E. C. M.、Yue, S.(2006)。Housing Price Bubble in Hong Kong, Beijing and Shanghai: A Comparative Study。Journal of Real Estate Finance and Economics,33,299-327。  new window
14.Kindleberger, C. P.(1988)。The Financial Crises of the 1930s and the 1980s: Similarities and Differences。Kyklos,41(2),171-186。  new window
15.Lai, Y.、Xu, H.、Jia, J.(2009)。Study on Measuring Methods of Real Estate Speculative Bubble。J. Serv. Sci. and Management,2,43-46。  new window
16.Liu, H. Y.、Shen, Y.(2005)。Housing Prices and General Economic Con-ditions: An Analysis of Chinese New Dwelling Market。Tsinghua Scienceand Technology,10(3),334-343。  new window
17.Lux, T.(1995)。Herd Behaviour, Bubbles and Crashes。The Economic Journal,105(431),881-896。  new window
18.Malkiel, B. G.(2005)。Reflections on the Efficient Market Hypothesis: 30 Years Later。The Financial Review,40(1),1-9。  new window
19.Shiller, Robert J.(2003)。From Efficient Markets Theory to Behavioral Finance。Journal of Economic Perspectives,17(1),83-104。  new window
20.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
21.林森田、張慈佳(19960500)。農地地價之動態研究--現值模型之檢驗。國立政治大學學報,72(下),23-57。  延伸查詢new window
22.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
23.Giussani, B.、Hadjimatheou, G.(1991)。Modelling Regional House Price in United Kingdom。Papers in Regional Science,70(2),201-219。  new window
24.Hamilton, J. D.(1985)。Uncovering financial market expectations of inflation。Journal of Political Economy,93(6),1224-1241。  new window
25.Stiglitz, Joseph E.(1990)。Symposium on Bubbles。Journal of Economic Perspectives,4(2),3-18。  new window
26.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
27.Ng, Serena、Perron, Pierre(2001)。Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power。Econometrica,69(6),1519-1554。  new window
28.Schwert, G. William(1989)。Tests for Unit Roots: A Monte Carlo Investigation。Journal of Business and Economic Statistics,7(2),147-159。  new window
29.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
30.曾建穎、張金鶚、花敬群(20051200)。不同空間、時間住宅租金與其房價關聯性之研究--臺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
31.Black, A.、Fraster, P.、Hoesli, M.(2006)。House Prices, Fundamentals and Bubbles。Journal of Business Finance & Accounting,33(9/10),1535-1555。  new window
32.Himmelberg, Charles、Mayer, Christopher、Sinai, Todd(2005)。Assessing High House Prices: Bubbles, Fundamentals and Misperceptions。Journal of Economic Perspectives,19(4),67-92。  new window
33.Shiller, Robert J.(1984)。Stock Prices and Social Dynamics。Brookings Papers on Economic Activity,2,457-510。  new window
34.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
35.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
36.Abreu, Dilip、Brunnermeier, Markus K.(2003)。Bubbles and crashes。Econometrica,71(1),173-204。  new window
37.Diba, B. T.、Grossman, H. I.(1988)。Explosive Rational Bubbles in Stock Prices?。The American Economic Review,78(3),520-530。  new window
38.Case, K. E.、Shiller, R. J.(1989)。The Efficiency of the Market for Single-Family Homes。The American Economic Review,79(1),125-137。  new window
39.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
40.Elliott, Graham、Rothenberg, Thomas J.、Stock, James H.(1996)。Efficient tests for an autoregressive unit root。Econometrica,64(4),813-836。  new window
41.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
42.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
43.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
44.West, Kenneth D.(1988)。Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation。Journal of Finance,43(3),639-660。  new window
45.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
會議論文
1.薛立敏(1990)。台北市房價上漲決定因素之估計。當前金融情勢與物價問題研討會。中央研究院經濟研究所。  延伸查詢new window
2.林祖嘉、林素菁(1995)。台灣地區住宅價格的泡沫現象。台灣經濟學會年會。台北。295-313。  延伸查詢new window
研究報告
1.Albrecht, J.、Gautier, P.、Vroman, S.(2009)。Directed Search in the Housing Market。Institute for the Study of Labor。  new window
2.Dreger, C.、Zhang, Y.(2011)。The Chinese Impact on GDP Growth and Inflation in the Industrial Countries。  new window
3.Shiller, R. J.(2001)。Bubbles, Human Judgment, and Expert Opinion。  new window
4.Blanchard, Olivier J.、Waston, Mark W.(1982)。Bubbles, rational expectations, and financial markets。  new window
學位論文
1.馬毓駿(2010)。房價泡沫,景氣預測,及小樣本下住宅價格估計之研究(博士論文)。國立政治大學。new window  延伸查詢new window
2.吳昌晏(2013)。運用頻率範疇因果方法檢定房地產泡沫化--以日本和美國為例(碩士論文)。逢甲大學。  延伸查詢new window
3.林建華(2002)。承租戶租金負擔能力之分析--台北地區及台南地區之比較(碩士論文)。國立成功大學。  延伸查詢new window
4.林靖軒(2011)。房價泡沫現象之研究(碩士論文)。大葉大學。  延伸查詢new window
5.邱姿文(2012)。中國大陸不動產市場是否存在房價泡沫--北京、上海、天津與重慶的實證分析(碩士論文)。國立政治大學。  延伸查詢new window
6.洪淑娟(2008)。總體經濟變數與中古屋、預售屋房價互動關係之研究(碩士論文)。臺灣大學。  延伸查詢new window
7.強暮樂(2013)。預期心理造成高雄市房屋投資高需求量之研究(碩士論文)。國立中山大學。  延伸查詢new window
8.楊雅茜(1999)。產業結構變遷下房價泡沫之探討(碩士論文)。國立清華大學。  延伸查詢new window
9.潘子玄(2011)。房屋使用者成本與房價、房租相關性的檢驗:以臺灣全區與台北市為例(碩士論文)。真理大學。  延伸查詢new window
10.謝明芳(2012)。中國大陸房地產市場泡沫化之檢定(碩士論文)。國立東華大學。  延伸查詢new window
圖書
1.Blanchard, O. J.、Fisher, S.(1989)。Lecture on Macroeconomic。Cambridge, MA:MIT Press。  new window
2.張金鶚、陳明吉、鄧筱蓉(2008)。台北市房價泡洙知多少?--房價、租金、所得之關係與狀態空間模型之應用。政大台灣房地產研究中心。  延伸查詢new window
3.謝明瑞(2013)。台灣房市會泡沫化嗎?。財團法人國家政策研究基金會。  延伸查詢new window
4.Brown, K. C.、Reilly, F. K.(2009)。Analysis of Investments and Management of Portfolios。South-Western Cengage Learning。  new window
5.Calverley, J. P.(2009)。When Bubbles Burst: Surviving the Financial Fallout。London:Nicholas Brealey Publishing。  new window
其他
1.(2008)。降一碼彭淮南:台灣無經濟衰退問題,http://money.chinatimes.eom/97rp/10help/g/gl7.html, 2013/10/03。  延伸查詢new window
2.(2013)。海嘯以來五都房價漲七成,http://news.housefun.com.tw/news/article/15392542635.html, 2013/09/30。  new window
3.Milne, A.(1991)。Incomes, Demography and UK House Prices,London Business School。  new window
圖書論文
1.Kroszner, R. S.(2003)。Asset Price Bubble, Information, and Public Policy。Asset price bubbles: Implications for monetary, regulatory, and international policies。Cambridge, Mas:MIT Press。  new window
 
 
 
 
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