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博碩士論文 etd-0515114-194352 詳細資訊
Title page for etd-0515114-194352
論文名稱
Title
兩岸房地產景氣之經濟指標研究--以台北、上海為例
A Research on the Real Estate Cycle Indicators Between Taipei and Shanghai Evidence
系所名稱
Department
畢業學年期
Year, semester
語文別
Language
學位類別
Degree
頁數
Number of pages
57
研究生
Author
指導教授
Advisor
召集委員
Convenor
口試委員
Advisory Committee
口試日期
Date of Exam
2014-06-12
繳交日期
Date of Submission
2014-06-15
關鍵字
Keywords
Granger 因果關係、共整合、結構性改變、單根檢定、房價
Housing Price, Unit Root Test, Structural Changes, Co-integration Test, Granger Causality Test
統計
Statistics
本論文已被瀏覽 5828 次,被下載 167
The thesis/dissertation has been browsed 5828 times, has been downloaded 167 times.
中文摘要
本文利用結構性改變檢定檢測台北市、上海市房價是否有發生結構性改變,檢測結果得出台北市、上海市房價在2008年第4季發生結構性改變,解釋為何房價與各變數關係出現偏離之現象,隨後利用Johansen共整合檢定檢測台北市、上海市房價與各變數長期關係,結果表示在長期下,台北市及上海市房價與各變數有共整合關係。綜合以上兩種檢定解釋短期下房價因為受到金融海嘯爆發關係,因此出現結構性改變,表示為何房價逐年上揚且偏離與總體經濟變數關係,但長期而言,結構性改變所帶來之影響會隨時間拉長而逐漸消失。
Abstract
This thesis uses Chow Test to explain the house prices in Taipei and Shanghai exists structural change. The empirical results indicates that a structural change appears during the 4th quarter 2008 which led house price to deviate from fundamentals. However, Johansen co-integration test indicates that the house price in Taipei and Shanghai have the relationship of co-integration. In brief, Structural Change Test can explain why the house price in Taipei and Shanghai increases with rapid growth in short terms. In long terms, the influence from structural changes will decrease as time progresses.
目次 Table of Contents
國立中山大學研究生學位論文審定書 i
中文摘要 ii
英文摘要 iii
圖目錄 vi
表目錄 vii
第一章 緒論 1
第一節、研究背景 1
一、台灣房地產市場 2
二、中國大陸房地產市場 3
第二節、研究動機 4
第三節、研究目的 6
第二章 文獻回顧 7
第一節、國外文獻 7
第二節、國內文獻 8
第三章 研究方法 10
第一節、單根檢定 10
第二節、結構性改變 13
第三節、共整合檢定 14
第四節、Granger 因果關係檢定 17
第五節、衝擊反應函數 18
第六節 變異數分解 19
第四章 實證分析 20
第一節、各變數說明及資料來源 20
第二節、單根檢定 21
第三節、結構性改變檢定 26
第四節、共整合檢定 27
第五節、Granger 因果關係檢定 30
第六節、衝擊反應函數 31
第七節、變異數分解 37
第五章 結論與建議 44
參考文獻 46
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