所得、物價、房貸利率、吉尼係數對房價之影響

ASIA unversity > 管理學院 > 財務金融學系 > 博碩士論文 > Item 310904400/114217

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Title:	所得、物價、房貸利率、吉尼係數對房價之影響 The Effect of Income, Commodity Prices, Mortgage Interest Rates, and Gini Coefficients on Housing Prices
Authors:	謝明君 Hsieh, Ming-Chun
Contributors:	財務金融學系碩士在職專班
Keywords:	利率;房價;所得;物價;VAR模型 interest rate;housing price;income;commodity price;VAR modle
Date:	2020
Issue Date:	2022-12-14 08:52:38 (UTC+0)
Publisher:	亞洲大學
Abstract:	緣於受到過去的傳統觀念下，使得大部分的人們選擇投資到房地產，當購屋的需求增加，房屋數量供不應求，使房屋的價格上漲。本研究主要探討所得、物價、房貸利率、吉尼係數對房價的影響。研究期間為2005年到2018年，研究結果顯示台灣房價分別和所得、物價為高度正相關，而台灣房價與房貸利率、吉尼係數為負相關。從因果關係檢定結果發現，台灣房價分別和物價、房貸利率互相影響，而所得則會受到房價影響。在VAR向量自我迴歸模型結果中，只有所得變動對房價有顯著影響。另外，在衝擊反應中可以觀察到，房價受到自變數的衝擊後，前期產生變動後，最後都會恢復穩定。 Due to the traditional concept of the past, most people choose to invest in real estate. When the demand for home purchases increases, the number of houses is in short supply and the price of houses rises. This study focuses on the impact of income, prices, mortgage interest rates, and the Gini coefficient on housing prices. The research period is from 2005 to 2018. The research results show that Taiwan's housing prices are highly positively correlated with income and prices, respectively, while Taiwan's housing prices are negatively correlated with mortgage interest rates and The Gini coefficients. According to the result of the causality test, it is found that house prices in Taiwan affect price and mortgage interest rates respectively, and the income will be affected by house prices. In the results of the VAR model, only the changes in income have a significant effect on house prices. In addition, in the shock response, it can be observed that after the house price is subjected to the shock of the independent variable, after the changes in the previous period, it will eventually return to stability.
Appears in Collections:	[財務金融學系] 博碩士論文

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