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https://ah.lib.nccu.edu.tw/handle/140.119/34008| 題名: | 不同金融體制下房地產泡沫化對實質GDP的影響-- 以英美德日為例 | 作者: | 李文傑 | 貢獻者: | 江永裕 李文傑 |
關鍵詞: | 房地產 泡沫化 |
日期: | 2007 | 上傳時間: | 17-Sep-2009 | 摘要: | 本論文將兩大重要議題-房地產泡沫化以及金融體制作一個結合，目的是想詳細討論房地產泡沫影響實質部門的過程，並比較這個過程在不同金融體制下是否會有異同。我們前面先闡述理論的部份，包括房地產泡沫影響GDP的過程，以及比較兩種不同金融體制-英美和日徳-他們某些經濟特徵值的差異。後半部分則採用迴歸分析法，針對實際資料進行估計和檢定，印證理論的正確性。 | 參考文獻: | 中文部份 黃台心(2005)，計量經濟學，雙葉書廊 沈中華(2005)，金融市場-全球的觀點，新陸 英文部分 Abreu, D. and M. K. Brunnermeier (2003), “Bubbles and Crashes,” Econometrica, vol. 71, no. 1,pp. 173-204. Allen, F. and D. Gale (1998), “Bubbles and Crises,” The Economic Journal, vol. 110, no. 460, pp. 236-255. Allen, F. and D. Gale (2001), “Comparative Financial Systems: A Survey,” Center for Financial Institutions Working Papers, no. 01-15. Baker, D. (2002), “The Run-up in Home Prices: A Bubble,” Challenge : The Market Failures Issue, vol. 45, no. 6, November-December 2002. Beck, T. and R. Levine (2002), “Industry Growth and Capital Allocation: Does Saving a Market- or Bank-Based System Matter?” NBER Working Papers, no. 8982. Berger, A. N. and G. F. Udell (1994), “Did Risk-Based Capital Allocate Bank Credit and Cause a \"Credit Crunch\" in the United States?” Journal of Money, Credit and Banking, vol. 26, no. 3, Part 2: Federal Credit Allocation: Theory, Evidence, and History, pp. 585-628. Bertrand, R. (1997), “The 1985 to 1994 Global Real Estate Cycle: An Overview,” Journal of Real Estate Literature, vol. 5, no. 1, pp. 13–44. Carroll, C. D. (2004), “Housing Wealth and Consumption Expenditure,” Unpublished Manuscript, Johns Hopkins University, January 30. Case, K. E. and R. J. Shiller (1998), “The Behavior of Home Buyers in Boom and Post Boom Markets,” NBER Working Paper, no. 2748. Case, K. E. and R. J. Shiller (2003), “Is There a Bubble in the Housing Market? An Analysis,” Brookings Papers on Economic Activity, vol. 2003, no. 2, pp. 299-342. Case, K. E., J. M. Quigley and R. J. Shiller (2001), “Comparing Wealth Effects: The Stock Market Versus the Housing Market,” NBER Working Papers, no. 8606. Case, K. E., J. M. Quigley and R. J. Shiller (2003), “Home-buyers, Housing and the Macroeconomy,” Asset Prices and Monetary Policy, ed. by Anthony Richards & Tim Robinson, Reserve Bank of Australia. Cecchetti, S. G., H.Genberg and S. Wadhwani (2002), “Asset Prices in a Flexible Inflation Targeting Framework,” NBER Working Papers, no. 8970. Center for Economic and Policy Research (2005), “The Housing Bubble Fact Sheet.” Demirguc-Kunt, A. and R. Levine (1999), “Bank-based and Market-based Financial Systems: Cross-country Comparisons,” World Bank Working Paper, no. 2143. Fama, E. F. (1981), “Stock Returns, Real Activity, Inflation, and Money,” The American Economic Review, vol. 71, no. 4, pp. 545-565. Filardo, A. J. (2001), “Should Monetary Policy Respond to Asset Price Bubbles? Some Experimental Results,” FRB of Kansas City Working Paper, no. 01-04. Helbling, T. F. (2003), “Housing Price Bubbles – A Tale Based on Housing Price Booms and Bursts,” BIS Papers, no. 21, pp. 30-41. Herrera, S. and G. Perry (2001), “Tropical Bubbles: Asset Prices in Latin America, 1980-2001,” World Bank Working Paper, no. 2724. Herring, R. J. and S. Wachter (1999), “Real Estate Booms and Banking Busts: An International Perspective,” SSRN Working Paper no. 99-27. Levine, R. (2001), “Bank-Based or Market-Based Financial Systems: Which is Better?” William Davidson Institute Working Papers Series, no. 442. Mishkin, F. S. and E. N. White (2002), “U.S. Stock Market Crashes and Their Aftermath Implications for Monetary Policy,” NBER Working Paper, no. 8992. Ogawa, K. (2003), “Financial Distress and Corporate Investment: The Japanese Case in the 90s,” ISER Working Paper no. 584. Posen, A. S. (2006), “Why Central Banks Should not Burst Bubbles,” International Finance, vol. 9, no.1, Spring 2006 , pp. 109-124. Quan, D. C. and S. Titman (1999), “Do Real Estate Prices and Stock Prices Move Together ? An International Analysis,” Real Estate Economics, vol. 27, no. 2, pp. 183-207. |
描述: | 碩士 國立政治大學 金融研究所 94352026 96 |
資料來源: | http://thesis.lib.nccu.edu.tw/record/#G0094352026 | 資料類型: | thesis |
| Appears in Collections: | 學位論文 |
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