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題名:臺灣房價與貸款成數、房屋使用者成本相關性的檢驗
書刊名:經濟研究. 臺北大學經濟學系
作者:陳柏如 引用關係
作者(外文):Chen, Po-ju
出版日期:2015
卷期:51:2
頁次:頁225-256
主題關鍵詞:貸款成數房屋使用者成本房價共整合關係修正後普通最小平方法Loan-to-value ratioUser cost of housingHouse pricesCointegrationFully modified ordinary least square
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(3) 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:2
  • 共同引用共同引用:0
  • 點閱點閱:57
期刊論文
1.Hellwig, M. F.(2009)。Systemic Risk in the Financial Sector: An Analysis of the Subprime-mortgage。Financial Crisis, De Economist,157(2),129-207。  new window
2.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
3.Gallin, Joshua(2008)。The Long-Run Relationship between House Prices and Rents。Real Estate Economics,36(4),635-658。  new window
4.Duca, J. V.、Muellbauer, J.、Murphy, A.(2011)。House Prices and Credit Constraints: Making Sense of the US Experience。The Economic Journal,121(552),533-551。  new window
5.Hubbard, R. G.、Mayer, C. J.(2009)。The Mortgage Market Meltdown and House Prices。B.E. Journal of Economic Analysis & Policy,9(3)。  new window
6.Heston, A.、Nakamura, A. O.(2009)。Questions about the Equivalence of Market Rents and User Costs for Owner Occupied Housing。Journal of Housing Economic,18(3),273-279。  new window
7.Muellbauer, J.、Murphy, A.(2008)。Housing Markets and the Economy: The Assessment。Oxford Review of Economic Policy,24(1),1-33。  new window
8.Tsai, I. C.、Peng, C. W.(2012)。A Panel Data Analysis for Housing Affordability in Taiwan。Journal of Economics and Finance,36(2),335-350。  new window
9.Hansen, B. E.(1992)。Efficient Estimation and Testing of Cointegrating Vectors in the Presence of Deterministic Trends。Journal of Econometrics,53(1-3),87-121。  new window
10.Phillips, Peter C. B.(1995)。Fully Modified Least Squares and Vector Autoregression。Econometrica,63(5),1023-1079。  new window
11.Duca, J. V.、Muellbauer, J.、Murphy, A.(2010)。Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future。Journal of Financial Stability,6(4),203-217。  new window
12.Phillips, P. C. B.、Hansen, B. E.(1990)。Statistical Inference in Instrumental Variables Regression with I(1) Processes。Review of Economic Studies,57(1),99-125。  new window
13.MacKinnon, James G.(1996)。Numerical Distribution Functions for Unit Root and Cointegration Tests。Journal of Applied Econometrics,11(6),601-618。  new window
14.Andrews, D. W. K.(1991)。Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation。Econometrica,59(3),817-858。  new window
15.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
16.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
17.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
18.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。  new window
19.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
20.Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica,55(3),703-708。  new window
會議論文
1.Cho, M.、Kim, K. H.、Wachter, S. M.(2010)。Interest Rates, User Cost of Capital, and Housing Price Dynamics。46th Annual AREUEA Conference。  new window
2.Mayer, C.、Sinai, T.(2007)。Housing and Behavioral Finance。Federal Reserve Bank of Boston's Implications of Behavioral Economics Policy Conference,(會議日期: 20070927-20070928)。  new window
3.Wu, S. T.、Wang, C. H.(2007)。An Investigation to the Rent Multiplier Mystery of Taipei--An User Cost Approach。12th Asian Real Estate Society Annual Conference and the 2007 AREUEA International Conference,(會議日期: 20070709-20070712)。Macau, China。  new window
研究報告
1.Cho, M.(2010)。Securitization and Asset Price Cycle: Causality and Post-Crisis Policy Reform。  new window
2.Cameron, G.、Muellbauer, J.、Murphy, A.(2006)。Was There a British House Price Bubble? Evidence from a Regional Panel。  new window
3.Dümmler, T.、Kienle, S.(2010)。User Costs of Housing When Households Face a Credit Constraint-Evidence for Germany。  new window
4.Duca, J. V.、Muellbauer, J.、Murphy, A.(1104)。Shifting Credit Standards and the Boom and Bust in U.S. House Prices: Time Series Evidence from the Past Three Decades。  new window
5.Kim, Y.(2007)。Accounting for Housing Rent-Price Ratios, 1975-2004。  new window
6.Muellbauer, J.(2008)。Housing, Credit and Consumer Expenditure。  new window
圖書
1.中央銀行(2012)。金融穩定報。  延伸查詢new window
其他
1.國泰建設公司(2012)。國泰房地產指數季報,http://www.cathay-red.com.tw/。  延伸查詢new window
2.中央銀行(2010)。中央銀行季刊。  延伸查詢new window
3.內政部營建署不動產資訊平台(2012)。住宅資訊統計季報,http://www.cpami.goc.tw/。  延伸查詢new window
 
 
 
 
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