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經濟合作暨發展組織國家房價之實證研究 = An Empirical St...

國立高雄大學應用經濟學系碩士班

經濟合作暨發展組織國家房價之實證研究 = An Empirical Study of Housing Prices in OECD countries

Record Type:	Language materials, printed : monographic
Paralel Title:	An Empirical Study of Housing Prices in OECD countries
Author:	黃佳俊,
Secondary Intellectual Responsibility:	國立高雄大學
Place of Publication:	[高雄市]
Published:	撰者;
Year of Publication:	2015[民104]
Description:	67面圖，表 : 30公分;
Subject:	房價泡沫
Subject:	housing bubble
Online resource:	http://handle.ncl.edu.tw/11296/ndltd/84128999682475060659
Notes:	104年10月31日公開
Notes:	參考書目：面52-55
Summary:	本研究探討不同國家間房價泡沫的現象,以跨期理論模型推估房價,對16個OECD會員國進行實證研究,樣本期間為2000年第一季到2011年第四季。研究方法分成兩階段進行,第一階段以追蹤資料迴歸估計各國之恆常所得,使用總體變數推估理論模型,以獲得各國最適的恆常所得。第二階段利用第一階段得到之配適恆常所得與實際房價以追蹤資料向量自我迴歸模型進行估計,並得到房價之理論值。在Wald檢定中,我們的檢定結果認為實際房價與理論房價之間的差異並不顯著。觀察實際房價與理論房價後,我們發現大部分國家的房市實際房價高於理論房價的時間是比較長的。 This study explores the housing bubble in different countries. We use intertemporal model to estimate theoretical housing prices for 16 OECD countries from 2000 Q1 to 2011 Q4. We use a two-stage method to proceed this study. In the first stage, we use the panel-data regression method with macroeconomics variables to estimate the permanent income based on the theoretical model for each sample country. In the second stage, we substitute the real housing prices and fitted permanent income obtained from the first stage into the panel vector autoregression (VAR) model to estimate the theoretical housing prices of the sample countries. In the Wald test, our results suggest that the deviation of the real housing prices from the fundamental housing is not significant. Moreover, we find that it is more likely to see real housing prices higher than its fundamental prices than to see real housing prices less than its fundamental prices.

經濟合作暨發展組織國家房價之實證研究 = An Empirical Study of Housing Prices in OECD countries
黃, 佳俊

經濟合作暨發展組織國家房價之實證研究 = An Empirical Study of Housing Prices in OECD countries / 黃佳俊撰 - [高雄市] : 撰者, 2015[民104]. - 67面 ; 圖，表 ; 30公分.
104年10月31日公開參考書目：面52-55.
房價泡沫housing bubble

經濟合作暨發展組織國家房價之實證研究 = An Empirical Study of Housing Prices in OECD countries
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300 $a 參考書目：面52-55
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328 $a 碩士論文--國立高雄大學應用經濟學系碩士班
330 $a 本研究探討不同國家間房價泡沫的現象,以跨期理論模型推估房價,對16個OECD會員國進行實證研究,樣本期間為2000年第一季到2011年第四季。研究方法分成兩階段進行,第一階段以追蹤資料迴歸估計各國之恆常所得,使用總體變數推估理論模型,以獲得各國最適的恆常所得。第二階段利用第一階段得到之配適恆常所得與實際房價以追蹤資料向量自我迴歸模型進行估計,並得到房價之理論值。在Wald檢定中,我們的檢定結果認為實際房價與理論房價之間的差異並不顯著。觀察實際房價與理論房價後,我們發現大部分國家的房市實際房價高於理論房價的時間是比較長的。 This study explores the housing bubble in different countries. We use intertemporal model to estimate theoretical housing prices for 16 OECD countries from 2000 Q1 to 2011 Q4. We use a two-stage method to proceed this study. In the first stage, we use the panel-data regression method with macroeconomics variables to estimate the permanent income based on the theoretical model for each sample country. In the second stage, we substitute the real housing prices and fitted permanent income obtained from the first stage into the panel vector autoregression (VAR) model to estimate the theoretical housing prices of the sample countries. In the Wald test, our results suggest that the deviation of the real housing prices from the fundamental housing is not significant. Moreover, we find that it is more likely to see real housing prices higher than its fundamental prices than to see real housing prices less than its fundamental prices.
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