주택가격지수의 변화 패턴 분석

• 영문명: An Analysis on the Changing Pattern of Housing Price Index
• 발행기관: 한국부동산학회
• 저자명: 이형욱(Lee, Hyung Wook) 이호병(Lee, Ho Byung)
• 간행물 정보: 『부동산학보』不動産學報 第47輯, 270~284쪽, 전체 15쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2011.12.23

영문 초록

1. CONTENTS (1) RESEARCH OBJECTIVES The purpose of this paper is to analyze housing price index predictabilities by using ARIMA and artificial neural network models in Korean metropolitan areas. The data of housing price index were collected for the seven metropolitan areas such as Seoul, Incheon, Daejeon, Daegu, Ulsan, Busan, and Gwangju, and categorized into groups with similar changing patterns by cluster analysis. The data of housing price index from January 1986 to May 2008 were used to analyze the changing patterns of housing price index for the metropolitan areas. (2) RESEARCH METHOD In this study, housing price index predictabilities were analyzed by using the analytic techniques such as ARIMA, artificial neural network model, cluster analysis and ANOVA. (3) RESEARCH RESULTS The result of this empirical study showed that there were the three changing pattern grour:e of housing price index - 1) Seoul and Incheon, 2) Daejeon, Daegu, Ulsan and Busan, and 3) Gwangju. 2. RESULTS The results of this paper can be summarized as follows. First, the result of the cluster analysis showed that there were the three changing pattern groups of housing price index-1) Seoul and Incheon, 2) Daejeon Daegu, Ulsan and Busan, and 3) Gwangju. The first group showed the highest rising pattern in housing price index, while the third one showed the lowest rising pattern. Second, artificial neural network model was more excellent than ARIMA model in a stable pattern of housing price index, while the former model was worse than the latter in a steep pattern of housing price index.

목차

ABSTRACT

Ⅰ. 서론

Ⅱ. 주택가격지수를 토대로 한 대도시 군집화

Ⅲ. 주택가격지수의 변화 패턴 분석

Ⅳ. 결론

參考文獻

키워드

주택가격지수 아리마모형 인공신경망모형 군집분석 분산분석 대도시지역 Housing price index ARIMA model Artificial neural network model cluster analysis ANOVA metropolitan areas