중국 주택가격 지수간의 상호관계 실증연구

• 영문명: A Study on the Evaluation of Real Estate Index in China - Focusing on Comparison before and after 2008 Global Financial Crisis
• 발행기관: 한국부동산학회
• 저자명: 이기영(Lee, Ki Ryoung) 서윤규(Seo, Yun Keuy)
• 간행물 정보: 『부동산학보』不動産學報 第50輯, 221~235쪽, 전체 15쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2012.09.30

영문 초록

1, CONTENTS (1) RESEARCH OBJECTIVES This article tried to examine into relations and mutual effects between China's representative housing price indices such as housing sales price index, commodity and building price index, commodity housing sales price index. (2) RESEARCH METHOD This study, which performed verification of Granger causality setting the period before the occurrence of financial crisis as observation period, and analysis to response and descriptive ability about correlation and mutual impact between three housing price indices through the impulse response analysis and variance decompositions in time series analysis. (3) RESEARCH FINDINGS The study findings showed that housing sales price index of China's representative three housing price indices has a larger description ability and impact than other two housing price indices to unexpected changes, and if housing sales prices are impacted, which in turn, brings a great response to other two housing price indices, but they do not general a response to themselves. 2. RESULTS The study confirmed if there are any change in relations between housing price indices when values after financial crisis are integrated. If values after 2008 global financial crisis are included, it shows generally similar trends to the experimental results before the crisis, so the financial crisis will be evaluated as have not given a notable change on relations and mutual effects between housing sales price index, commodity and building price index, commodity housing sales price index.

목차

ABSTRACT

Ⅰ. 서 론

Ⅱ. 부동산지수의 이론적 고찰

Ⅲ. 실증연구

Ⅳ. 결 론

參考文獻

키워드

중국 부동산가격 금융위기 중국 부동산 가격지수 충격반응분석 분산분해분석 China's housing price financial crisis housing commodity and building price index impulse response analysis variance decompositions