주택시장의 리스크프리미엄 예측에 관한 연구

• 영문명: A Study on the Predictability of the Premium of House
• 발행기관: 한국부동산학회
• 저자명: 김철영(Kim Cheol Young) 김주완(Kim Ju Wan)
• 간행물 정보: 『부동산학보』不動産學報 第30輯, 204~216쪽, 전체 13쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2007.08.30

영문 초록

  1. CONTENTS
  (1) RESEARCH OBJECTIVES
  The aim is how the macro economic indicators can explain the risk premium of the house selling and buying market and set up the model.
  (2) RESERCH METHOD
  VAR(Vector Autoregressive Model), Impulse Response Analysis, Variance Decomposition Analysis
  (3) RESERCH RESULT
  From 2000, in korea, it is set up the model of the premium of the house selling and buying using macro economic indicators. Adj. R-square is 88.4% and in VAR model independent variables is statistically significant almost.
  2. RESULTS
  From this study, first, the risk premium of the house selling and buying market can be explained by VAR model, second, it is recognised that the risk premium of the house selling and buying market be affect by macro economic indicators like a rate of savings and Kospi.

목차

ABSTRACT
Ⅰ. 서론
Ⅱ. 부동산 투자의 이론적 배경
Ⅲ. 선행연구
Ⅳ. 모형설정 및 실증결과
Ⅴ. 결론
參考文獻

키워드

House selling and buying market Risk Premium VAR Macro economic indictors