| 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。 | 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。 | 3. | Gallin, Joshua(2008)。The Long-Run Relationship between House Prices and Rents。Real Estate Economics,36(4),635-658。 | 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。 | 5. | Hubbard, R. G.、Mayer, C. J.(2009)。The Mortgage Market Meltdown and House Prices。B.E. Journal of Economic Analysis & Policy,9(3)。 | 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。 | 7. | Muellbauer, J.、Murphy, A.(2008)。Housing Markets and the Economy: The Assessment。Oxford Review of Economic Policy,24(1),1-33。 | 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。 | 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。 | 10. | Phillips, Peter C. B.(1995)。Fully Modified Least Squares and Vector Autoregression。Econometrica,63(5),1023-1079。 | 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。 | 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。 | 13. | MacKinnon, James G.(1996)。Numerical Distribution Functions for Unit Root and Cointegration Tests。Journal of Applied Econometrics,11(6),601-618。 | 14. | Andrews, D. W. K.(1991)。Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation。Econometrica,59(3),817-858。 | 15. | Himmelberg, Charles、Mayer, Christopher、Sinai, Todd(2005)。Assessing High House Prices: Bubbles, Fundamentals and Misperceptions。Journal of Economic Perspectives,19(4),67-92。 | 16. | Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。 | 17. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。 | 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。 | 19. | Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。 | 20. | Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica,55(3),703-708。 | 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。 | 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)。 | 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。 | 研究報告1. | Cho, M.(2010)。Securitization and Asset Price Cycle: Causality and Post-Crisis Policy Reform。 | 2. | Cameron, G.、Muellbauer, J.、Murphy, A.(2006)。Was There a British House Price Bubble? Evidence from a Regional Panel。 | 3. | Dümmler, T.、Kienle, S.(2010)。User Costs of Housing When Households Face a Credit Constraint-Evidence for Germany。 | 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。 | 5. | Kim, Y.(2007)。Accounting for Housing Rent-Price Ratios, 1975-2004。 | 6. | Muellbauer, J.(2008)。Housing, Credit and Consumer Expenditure。 | 圖書1. | 中央銀行(2012)。金融穩定報。 延伸查詢 | 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 | 2. | 中央銀行(2010)。中央銀行季刊。 延伸查詢 | 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 | |