토지가격 예측모형에 관한 연구

• 영문명: A Study on the Forecasting Model of Land Price
• 발행기관: 한국부동산학회
• 저자명: 최차순(Choi, Cha Soon)
• 간행물 정보: 『부동산학보』不動産學報 第41輯, 289~303쪽, 전체 15쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2010.05.30

영문 초록

1. CONTENTS (1) RESEARCH OBJECTIVES The purpose of this study is to analysis flowing of the market fundamental values and to construct forecasting model of the land price using the Vector Auto-Regressive model in Korea land market. (2) RESEARCH METHOD This study was focused on empirical test. The variable used in analysis is the land price. I selected such macro variable as corporate bond yield rate, real GDP, and etc., as endogenous variables in VAR model. I implemented ADF unit-root test, Granger causality test, the impulse response analysis and the variance decomposition analysis. (3) RESEARCH FINDINGS VAR model was shown significant results. Land price has been highly influenced by their own changes to compare with the macro variables after the IMF crisis. 2. RESULTS This study offers that the direct of land policy to be consistent In order to stable of land price.

목차

Ⅰ. 서 론

Ⅱ. 이론적 고찰 및 선행연구 검토

Ⅲ. 예측모형의 개관

Ⅳ. 실증분석

Ⅴ. 결 론

키워드

토지가격 예측모델 VAR모형 인과관계 검정 충격반응분석 분산분해분석 land price forecasting mode VAR model Granger causality test impulse response analysis variance decomposition analysis