패널 VAR 모형을 이용한 서울시 주택매매시장의 동태적 특성

• 영문명: Dynamic Characteristics of Housing Price in Seoul Using Panel VAR Model
• 발행기관: 한국주거환경학회
• 저자명: 이현미(Lee, Hyun Mi) 전해정(Chun, Hae Jung)
• 간행물 정보: 『주거환경(한국주거환경학회논문집)』住居環境 제18권 제2호 (통권 제48호), 27~42쪽, 전체 16쪽
• 주제분류: 사회과학 > 지역개발
• 파일형태: PDF
• 발행일자: 2020.06.30

영문 초록

The purpose of this study is to analyze the dynamic characteristics of the housing market in Seoul. For purposes, from January 2007 to June 2019, the panel VAR model was estimated using weekly apartment price, apartment transaction volume, apartment rental price in 25 regions of Seoul and corporate bond, housing construction permit performance. As a result of the study, it was found that the housing price is influenced by the demand factors in the short term, but the influence of the supply factors increases in the long term. Before the global financial crisis, long-term and stable relationships were established between housing prices and housing demand and supply factors, but after the global financial crisis, long-term and stable relationships were not established. Therefore, the government should establish a policy related to demand factors in the short term and a policy related to supply in the long term to stabilize housing prices. In addition, it is necessary to explore factors affecting housing prices in addition to supply and demand factors.

목차

Ⅰ. 서 론

Ⅱ. 선행연구 고찰

Ⅲ. 분석자료 및 분석결과

Ⅳ. 결 론

참고문헌

키워드

주택매매가격 글로벌금융위기 패널 벡터자기회귀 모형 그랜저 인과관계 충격반응분석 Housing price Global financial crisis Panel VAR model Granger causality Impulse response analysis