서울시 임대료 대비 매매가격비율의 추세와 순환 분리

• 영문명: Trend-Cycle Decomposition Cheonsei to Sales Ratio in Seoul Using State Space Models
• 발행기관: 한국부동산학회
• 저자명: 전해정(Chun, Haejung) 박헌수(Park, Heonsoo)
• 간행물 정보: 『부동산학보』不動産學報 第54輯, 165~174쪽, 전체 9쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2013.09.30

영문 초록

1. CONTENTS (1) RESEARCH OBJECTIVES This study separated the Cheonsei to sales ratio into trend and cycle using unobserved components model of state space models. (2) RESEARCH METHOD In this study, research method was through state space models. (3) RESEARCH FINDINGS With the empirical analysis most Cheonsei to sales ratio was explained by adopting trend and changes. However it is obvious that there exist a transit cycle change due to failure of instant adjustment and it shouldn t be ignored. 2. RESULTS The Cheonsei to sales ratio is associated with the structural and trend changes of house price, so the policy maker who is in charge of making housing policy have to monitor persistently on the data housing related and foresee the market move to reflect it to the policy.

목차

Abstract

Ⅰ. 서론

Ⅱ. 선행연구 고찰

Ⅲ. 모형

Ⅳ. 실증분석

Ⅴ. 결론

參考文獻

키워드

전세/매매가격비율 추세 순환 상태공간모형 칼만필터 chonsei to sales ratio trend cycle state space models kalman filter