Title page for etd-0515114-194352


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URN etd-0515114-194352
Author Pei-shan Hsieh
Author's Email Address No Public.
Statistics This thesis had been viewed 5357 times. Download 10 times.
Department Economics
Year 2013
Semester 2
Degree Master
Type of Document
Language zh-TW.Big5 Chinese
Title A Research on the Real Estate Cycle Indicators Between Taipei and Shanghai Evidence
Date of Defense 2014-06-12
Page Count 57
Keyword
  • Housing Price
  • Unit Root Test
  • Structural Changes
  • Co-integration Test
  • Granger Causality Test
  • Abstract This thesis uses Chow Test to explain the house prices in Taipei and Shanghai exists structural change. The empirical results indicates that a structural change appears during the 4th quarter 2008 which led house price to deviate from fundamentals. However, Johansen co-integration test indicates that the house price in Taipei and Shanghai have the relationship of co-integration. In brief, Structural Change Test can explain why the house price in Taipei and Shanghai increases with rapid growth in short terms. In long terms, the influence from structural changes will decrease as time progresses.
    Advisory Committee
  • Jeun-Sheng Lin - chair
  • Tru-Gin Liu - co-chair
  • Shan-Non Chin - advisor
  • Yung-nian Tung - advisor
  • Files
  • etd-0515114-194352.pdf
  • Indicate in-campus at 5 year and off-campus access at 5 year.
    Date of Submission 2014-06-15

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