아파트 가격과 거시경제변수

• 영문명: Apartment Price and Macroeconomic Variables
• 발행기관: 한국지방행정학회
• 저자명: 김영국 김중영
• 간행물 정보: 『한국지방행정학보』제2권 제2호, 63~80쪽, 전체 18쪽
• 주제분류: 사회과학 > 행정학
• 파일형태: PDF
• 발행일자: 2005.12.30

영문 초록

The paper aims to investigate factor structure of apartment price and to interpret economic meaning of significant factors using Arbitrage Pricing Model(APM). In this study, the samples of 250 apartment are selected for the data of apartment price change the period of 2000 through 2005. And the sizes of portfolios were structured as 20, 30, 40, 50 areas. The factor analysis and regression analysis were used to find out the number of significant common factors. canonical correlation analysis as a multivariateapproach were performed. The corresponding factor scores of significant factors were used as the dependent variables while the five economic variables were used as the independent variables

목차

Ⅰ. 서 론

Ⅱ. 재정가격결정이론과 검증방법

Ⅲ 선행연구 고찰

Ⅳ 실증적 연구

키워드

아파트 가격 APM 모델 정준상관분석 apartment price Arbitrage Pricing Model(APM) canonical correlation analysis