| 期刊論文| 1. | Akaik, H.(1978)。A Bayesian analysis of the minimum AIC procedure。Annals of the Institute of Statistical Mathematics，30(1)，9-14。   | | 2. | Hadri, Kaddour(2000)。Testing for Stationarity in Heterogeneous Panel Data。Econometrics Journal，3(2)，148-161。 | | 3. | Pesaran, M. Hashem、Smith, R.(1995)。Estimating long-run relationships from dynamic heterogeneous panels。Journal of Econometrics，68(1)，79-113。 | | 4. | Pedroni, Peter(1999)。Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors。Oxford Bulletin of Economics and Statistics，61(S1)，653-670。 | | 5. | Breitung, J.(2000)。The local power of some unit root tests for panel data。Advances in Econometrics，15，161-177。 | | 6. | MacKinnon, James G.(1996)。Numerical Distribution Functions for Unit Root and Cointegration Tests。Journal of Applied Econometrics，11(6)，601-618。 | | 7. | Schwarz, Gideon E.(1978)。Estimating the Dimension of a Model。Annals of Statistics，6(2)，461-464。 | | 8. | Duca, John V.、Muellbauer, John、Murphy, Anthony(2011)。House prices and credit constraints: Making sense of the U.S. experience。The Economic Journal，121(552)，533-551。 | | 9. | 陳柏如(20150700)。臺灣房價與貸款成數、房屋使用者成本相關性的檢驗。經濟研究，51(2)，225-256。 延伸查詢 | | 10. | Best, M. C.、Kleven, H. J.(2018)。Housing Market Responses to Transaction Taxes: Evidence from Notches and Stimulus in the U. K.。The Review of Economic Studies，85(1)，157-193。 | | 11. | De Hoyos, R. E.、Sarafidis, V.(2006)。Testing for Cross-Sectional Dependence in Panel-Data Models。The Stata Journal，6(4)，482-496。 | | 12. | Park, S. W.、Bahng, D. W.、Park, Y. W.(2010)。Price Run-up in Housing Markets, Access to Bank Lending and House Price in Korea。Journal of Real Estate and Financial Economics，40(3)，332-367。 | | 13. | Levin, Andrew、Lin, Chien-Fu、Chu, Chia-Shang James(2002)。Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties。Journal of Econometrics，108(1)，1-24。 | | 14. | Im, Kyung So、Pesaran, M. Hashem、Shin, Yongcheol(2003)。Testing for Unit Roots in Heterogeneous Panels。Journal of Econometrics，115(1)，53-74。 | 研究報告| 1. | Stock, J. H.、Watson, M. W.(2005)。Implications of dynamic factor models for VAR analysis。 | | 2. | 行政院主計總處(2016)。國民所得統計摘要。 延伸查詢 | | 3. | Zhang, L.、Zoli, E.(2014)。Leaning Against the Wind: Macroprudential Policy in Asia。 | | 4. | 內政部營建署(2016)。住宅資訊統計彙報。 延伸查詢 | | 5. | Chudik, A.、Mohaddes, K.、Pesaran, M. H.、Raissi, M.(2013)。How to Deal with Real Estate Booms: Lesson from Country Experiences。 | | 6. | Chudik, A.、Pesaran, M. H.(2013)。Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors。 | | 7. | Cizel, J.、Frost, J.、Houben, A.、Wierts, P.(2016)。Effective Macroprudential Policy: Cross-Sector Substitution from Price and Quantity Measures。 | | 8. | Crowe, C.、Dell'Ariccia, G.、Igan, D.、Rabanal, P.(2011)。How to Deal with Real Estate Booms: Lesson from Country Experiences。 | | 9. | Jácome L. I.、Mitra, S.(2015)。LTV and DTI Limits--Going Granular。 | | 10. | Kelly, R.、McCann, F.、O'Toole, C.(2017)。Credit Conditions, Macroprudential Policy and House Prices。 | | 11. | Kuttner, K. N.、Shim, I.(2013)。Can Non-Interest Rate Policies Stabilize Housing Markets? Evidence from a Panel of 57 Economies。 | | 12. | McDonald, C.(2015)。When Is Macroprudential Policy Effective?。 | | 13. | Uluc, A.、Wieladek, T.(2017)。Capital Requirements, Risk Shifting and the Mortgage Market。 | | 14. | Wong, E.、Fong, T.、Li, K. F.、Choi, H.(2011)。Loan-to-Value Ratio as a Macro-Prudential Tool-Hong Kong's Experience and Cross-Country Evidence。 | 圖書| 1. | Wooldridge, Jeffrey M.(2013)。Introductory Econometrics: A Modern Approach。Mason, OH：South-Western Cengage Learning Press。 | 其他| 1. | 行政院主計總處(2016)。104年家庭收支調查報告，http://win.dgbas.gov.tw/fies/a11.asp?year=104。 延伸查詢 | | 2. | 國泰建設公司(2016)。國泰房地產指數季報。 延伸查詢 | | 3. | 臺北市政府稅捐稽徵處(2016)。臺北市房屋稅稅基及稅率變革說明，https://tpctax.gov.taipei/Content_List.aspx?n=463589162D3F3F8F。 延伸查詢 | | 4. | Akinci, O.，Olmstead-Rumsey, J.(2015)。How Effective Are Macroprudential Policies? An Empirical Investigation。 | | 5. | Pesaran, M. H.(2004)。General Diagnostic Tests for Cross Section Dependence in Panels。 | |