메뉴 건너뛰기
Library Notice
Institutional Access
If you certify, you can access the articles for free.
Check out your institutions.
ex)Hankuk University, Nuri Motors
Log in Register Help KOR
Subject
Humanities
General Humanities History Philosophy Religious Studies Linguistics and Literature Other Humanities
Social science
General Social Science Business Management Tourism Education Military Science Library and Information Science Law Sociology Journalism and Media Studies Psychological Science Political Science and Diplomacy Geography Public Administration Economics International Trade Anthropology Other Social Science
Natural science
General Natural Science Physics Biology Life Sciences Mathematics/Statistics Astronomy Earth Science Chemistry Other Natural Science
Engineering
General Engineering Architectural Engineering Mechanical Engineering Industrial Engineering Material/Energy Engineering Electrical and Electronic Engineering Marine and Ocean Engineering Chemical Engineering Computer Science Other Engineering
Medical science
General Medical Science Nursing Science Veterinary Pharmacy Traditional Korean Medicine Basic Medicine Clinical Medicine Other Medicine
Agriculture and Fishery
General Agriculture and Fishery Agriculture Fishery Science Food Science Forestry Animal Husbandry Marine Transportation Studies Other Agriculture and Fishery
Art and Kinesiology
General Arts Design Fine Arts Cosmetology Photography Music Fashion Kinesiology Performing Media Arts Other Arts and Kinesiology
Interdisciplinary Studies
Interdisciplinary Research Science and Technology Studies Brain and Cognitive Science Technology Policy Other Interdisciplinary Studies

KOR

Non-linear Causal Relationship between Apartment Prices and Trading Volumes
Recommendations
Search

아파트 가격과 거래량의 비선형 인과관계 분석

논문 기본 정보

Type
Academic journal
Author
Journal
한국경제통상학회 경제연구 경제연구 제36권 제2호 KCI Accredited Journals
Published
2018.1
Pages
153 - 178 (26page)

Usage

cover
Non-linear Causal Relationship between Apartment Prices and Trading Volumes
Ask AI
Recommendations
Search

Abstract· Keywords

Report Errors
The purpose of this paper is to investigate the nonlinear causal relationship between apartment price and apartment trading volume. To overcome model mis-specification from linear causality test like Granger method, we adopted Hiemstra and Jones’(1994) non-parametric nonlinear causality test. Our data are actual transaction price and volume data of apartments from Korea Appraisal Board. Our sample period ranges from January 2006 to December 2016. We find that the apartment volume Granger causes the apartment price, which is quite opposite to linear causality test. Various robustness checks show that this result is consistent.
#apartment price index #apartment trading volume #non-linear causality

Contents

No content found

References (35)

Add References
김윤영 / 2012 / 우리나라 주택시장의 매매 · 전세 가격변동 거시결정요인의 동태분석 / 경제학연구 60(3):127~153 google schola 김윤영 / 2011 / 우리나라 자산가격 변동의 기준점 효과 및 전망이론적 해석 가능성 검정 / KDI Journal of Economic Policy 33(1):93~124 dbpia 김태우 / 2014 / 선물 시장 정보와 투자자 행태 / 한국증권학회지 43(2):385~414 dbpia 류현욱 / 2012 / 가격과 거래량의 관계에 대한 실증연구 - 서울시 주택시장을 중심으로- / 부동산학연구 18(3):23~36 dbpia 임대봉 / 2014 / 주택거래량과 주택가격에 관한 연구 - 지방세(취득세)가 주택시장에 미치는 영향을 중심으로 - / 부동산학보 (58):195~208 google schola

Recommendations

It is an article recommended by DBpia according to the article similarity. Check out the related articles!

Related Authors

Recently viewed articles

Mediating Effects of Parental Role Stress and Parental Burnout on Relationship Between Mother"s COVID-19 Stress and Depression: Multi-group Comparison of Social Support
Kim, Yeonghee, Kim 외 5명Korean Association of Human Ecology2022.08
 An analysis of the semantic extension pattern of Chinese taste terms from the perspective of cognitive linguistics
LEE MYUNG A2020

Comments(0)

0

Write first comments.