글로버메뉴 바로가기 본문 바로가기 하단메뉴 바로가기

논문검색은 역시 페이퍼서치

> 한일경상학회 > 한일경상논집 > 35권 0호

구조적 벡터자기회귀(SVAR)를 이용한 서울지역 아파트 매매,전세가격의 상관관계

Analysis of the relationship between apartment sales price and rental price in Seoul

박동국 ( Dong Kuk Park ) , 천인호 ( In Ho Cheon )

- 발행기관 : 한일경상학회

- 발행년도 : 2006

- 간행물 : 한일경상논집, 35권 0호

- 페이지 : pp.149-174 ( 총 26 페이지 )


학술발표대회집, 워크숍 자료집 중 1,2 페이지 논문은 ‘요약’만 제공되는 경우가 있으니,

구매 전에 간행물명, 페이지 수 확인 부탁 드립니다.

6,600
논문제목
초록(외국어)
Using Structure Vector Autoregression Model(SVAR), this paper aims to analyze a correlation between apartment sales price and rental price in Seoul. Also, this paper especially pays attention to a correlation between apartment sales and rental price of Gangnam and Gangbok in Seoul. Since unite roots exist in those of three time series, we use 1st difference variable. The major findings in this study are as following: First, we are not able to find a long-term balance relationship because cointegration do not exist in cointegration test. Second, we are able to find the following two results from Granger causality test. Rental price dose Granger cause sales price in the case of Seoul and Gangnam. On the other hand, Rental price and sales price are mutual Granger cause in Gangbok. Third, this study suggests following three results from Impulse responses test : ① When rental price goes up 1%, sales price of seoul decrease -0.205% after two months and sales price of Gangnam decrease -0.16% after two month and Sales price of Gangbok decrease -0.3% after one months. ② when sales price goes up 1%, rental price of Seoul rises 0.92% and that of Gangnam rises 0.91% after one months and rental price of Gangbok rise 0.85% after one months. ③ Therefore, impulse of rental price change is continued for one or three months and impulse of sales price change is continued for one or two months.

논문정보
  • - 주제 : 사회과학분야 > 경영학
  • - 발행기관 : 한일경상학회
  • - 간행물 : 한일경상논집, 35권 0호
  • - 발행년도 : 2006
  • - 페이지 : pp.149-174 ( 총 26 페이지 )
  • - UCI(KEPA) : I410-ECN-0102-2009-320-000878690
저널정보
  • - 주제 : 사회과학분야 > 경영학
  • - 성격 : 학술지
  • - 간기 : 계간
  • - 국내 등재 : KCI 등재
  • - 해외 등재 : -
  • - ISSN : 1226-3877
  • - 수록범위 : 1984–2020
  • - 수록 논문수 : 718