政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/115343
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 109948/140897 (78%)
Visitors : 46098889      Online Users : 772
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
    •  Adv. Search
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/115343


    Title: 漣漪效應與區域房價動態相關之影響因素
    Authors: 陳明吉
    Contributors: 財務管理學系
    Keywords: 漣漪效應;價動態相關;關聯結構;房價
    Ripple effect;dynamic correlation;copula;housing prices
    Date: 2016
    Issue Date: 2017-12-25 14:17:21 (UTC+8)
    Abstract: 本計畫研究區域間房價的動態互動關係以及漣漪效應的可能成因，選擇英國為分析之樣本國家。運用Copula模型所計算的動態相關係數分析英國倫敦地區與其他地區在過去四十年間的關係。發現地區間的關係多發生在經濟情況較差的階段，譬如1980年代初期、1990年代初期與2008金融海嘯時期，在樣本期間內，倫敦與各地區房價動態相關係數並沒有結構性轉變，但卻有慢慢降低的趨勢。本研究也運用因果關係測試(Granger causality test)，分析各區房價動態關係是否受到人口、所得、失業率供給等因素之地區差異所影響，發現這些經濟變數的相關性與房價相關係是有關聯的，特別是失業率方面。
    This project focuses on the dynamic changes of the housing price correlation in the United Kingdom. We use the copula method to estimate dynamic correlation coefficients (DCC) between ten regions and London in the last four decades, showing that the DCC generally increases during the economic downturns such as the early 1980s, early 1990s, and the 2008 global crisis. Between 1976 and 2015, we do not find structural breaks of the DCC. The effect of economic interdependence on housing price correlation is found in OLS models. Using Granger causality test, we also indicate that the interaction of housing prices will conversely affect the interaction of unemployment rate. Finally, the spillover effects of London`s housing prices has been weakening to date.
    Relation: 執行起迄：2016/08/01~2017/07/31
    105-2410-H-004-143
    Data Type: report
    Appears in Collections:[Department of Public Finance] NSC Projects

    Files in This Item:

    File Description SizeFormat
    105-2410-H-004-143.pdf541KbAdobe PDF2323View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback