Long-Term Relationships between Financial Variables and Real Estate Cycle in Taiwan_

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題名：	Long-Term Relationships between Financial Variables and Real Estate Cycle in Taiwan
書刊名：	中國財務學刊
作者：	林恩從／林秋瑾／張金鶚
作者(外文)：	Lin, Antsong／Lin, Vickey C. C.／Chang, Chin-oh
出版日期：	1997
卷期：	4:4
頁次：	頁75-91
主題關鍵詞：	房地產發展；房地產景氣週期；共整；誤差修正模型；Real estate development；Real estate cycle；Cointegration；Error correction model
原始連結：	連回原系統網址
相關次數：	被引用次數:期刊(1) 博士論文(0) 專書(1) 專書論文(0) 排除自我引用:1 共同引用:0 點閱:29

期刊論文
1.	Hakkio, Craig S.、Rush, Mark(1989)。Market Efficiency and Cointegration: An Application to the Sterling and Deutschemark Exchange Markets。Journal of International Money and Finance，8(1)，75-88。
2.	Litterman, Robert B.、Weiss, Laurence(1985)。Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data。Econometrica，53(1)，128-156。
3.	Granger, C. W. J.(1986)。Developments in the Study of Cointegrated Economic Variables。Oxford Bulletin of Economics and Statistics，48(3)，213-238。
4.	Lin, Antsong、Swanson, Peggy E.(1993)。Measuring Global Money Market Interrelationships: An Investigation of Five Major World Currencies。Journal of Banking and Finance，17(1)，609-628。
5.	Hsiao, C.(1981)。Autoregressive modelling and money-income causality detection。Journal of Monetary Economics，7，85-106。
6.	Baillie, Richard T.、Selover, David D.(1987)。Cointegration and Models of Exchange Rate Determination。International Journal of Forecasting，3，43-51。
7.	Grebler, L.、Burns, L. S.(1982)。Construction Cycles in the United States Since World War II。AREUEA Journal，10(2)，123-151。
8.	Hekman, J. S.(1985)。Rental Price Adjustment and Investment in the Office Market。AREUEA Journal，13，32-47。
9.	Lawrence, Colin、Siow, Aloysius(1985)。Interest rates and Investment Spending: Some Empirical Evidence for Postwar U.S. Producer Equipment。Journal of Business，58，359-75。
10.	Kling, J. L.、McCue, T. E.(1991)。Stylized Facts About Industrial Property Construction。Journal of Real Estate Research，6(3)，293-304。
11.	Kling, J. L.、McCue, T. E.(1987)。Office Building Investment and the Macroeconomy: Empirical Evidence。AREUEA Journal，15(3)，234-55。
12.	Lin, Chiu-Chin Vickey、Wang, Chien-An、Chang, C. O.(1997)。The Leading and Lagging Analysis Between Real Estate cycle and Business cycle in Taiwan。Proceedings of National Science Council, Republic of China, Part C: Humanities and Social Sciences，7(1)。
13.	Lee, W. S.(1995)。Stepwise Regression Modeling in Real Estate Price Forecast--Empirical and Application。Monthly Journal of Taipei City Bank，26(4)，57-64。
14.	Miller, Stephen M.(1991)。Monetary Dynamics: An Application of Cointegration and Error-Correction Modeling。Journal of Money, Credit, and Banking，23，139-154。
15.	Miller, Stephen M.、Russek, Frank S.(1991)。Co-Integration and Error-Gorrection Models: The Temporal Causality between Government Taxes and Spending。Southern Economic Journal，57，121-129。
16.	McCue, Thomas E.、Kling, John L.(1994)。Real Estate Returns and the Macroeconomy: Some Empirical Evidence from Real Estate Investment Trust Data, 1972-1991。The Journal of Real Estate Research，9，277-287。
17.	Lucey, Brian M.(1988)。Efficiency in the Forward Exchange Market: An Application of Cointegration。The Economic and Social Review，20，25-36。
18.	Wu, S. T.(1994)。Income Money and Housing Price--An Twenty Years Overview on Taipei Arear。Journal Of Housing Study，2，49-65。
19.	Taylor, Aron(1989)。A Comparison of Classical Tests of Criterion When Determining Granger Causality With A Bivariate ARMA Model。Empirical Economics，14，257-271。
20.	Rose, A. K.、Yellen, J. L. L.(1989)。Is there a J-curve?。Journal of Monetary Economics，24，53-68。
21.	Lin, Antsong、Leu, Shirley(19940900)。Offshore Money Market Integration-Evidence of the U.S. Dollar Yields in Taiwan, Singapore, and the United Kingdom。中山管理評論，2(3)，1-13。
22.	Engle, Robert F.、Yoo, Byung Sam(1987)。Forecasting and Testing in Co-Integrated Systems。Journal of Econometrics，35(1)，143-159。
23.	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。
24.	Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica，55(2)，251-276。
25.	Hoag, J. W.(1980)。Towards Indices of Real Estate Value and Return。Journal of Finance，35(2)，569-580。

會議論文
1.	Ho, Chung-Da、Shen, Chung-Hwa(1993)。Efficiency of Taiwan's Forward Exchange Market: Evidence Since Market Reoponing in 1991。The 1993 Annual Meeting of the Chinese Finance Association。
2.	Lin, Antsong(1995)。Long-Term Relationships Between Financial Variables and the Index of Building Construction。1995 Annual Meeting of the Chinese Society of Housing Study。Taipei。
3.	Wang, Chien-an、Chang, C. O.、Lin, C. C. Vickey(1995)。The Relationship Analysis Between Real Estate Cycle and Business Cycle in Taiwan。1995 Annual Meeting of the Chinese Society of Housing Study。Taipei。

研究報告
1.	Chang, Chin-Oh、Lin, Chiu-chin、Wang, Chien-An(1995)。The Study of Relationship Between Real Estate Cycle And Business Cycle。Executive Yuan。

學位論文
1.	Chen, M. G.(1989)。The Factors of Real Estate Price Study(碩士論文)。National Cheng-Chi University。

圖書
1.	Hwang, P. T.(1992)。The Study on Land Price Puzzle--Boost and Boom。Tai-Li。
2.	Lee, W. S.(1993)。Real Estate Management。San-Mi。
3.	Fuller, Wayne A.(1976)。Introduction to Statistical Time Series。New York：John Wiley & Sons。

圖書論文
1.	Granger, C. W. J.、Weiss, A. A.(1983)。Time Series Analysis of Error Correction Models。Studies in Econometrics, Time Series, and Multivariate Statistics。New York：Academic Press。

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