The relationship between mortgage loans and macroeconomic variables

碩士 === 國立高雄第一科技大學 === 金融研究所 === 101 === This paper reveals the change between the remaining sum of mortgage loan and micro-economics during January 2006 to July 2012. Through unit root test, it is found that all variables have constant time sequences. By using Granger Causality Test, income, money s...

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Bibliographic Details
Main Authors:	Pei-Fang Hsieh, 謝佩芳
Other Authors:	none
Format:	Others
Language:	zh-TW
Published:	2013
Online Access:	http://ndltd.ncl.edu.tw/handle/25616346634624692141

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spelling	ndltd-TW-101NKIT56670182017-04-24T04:22:25Z http://ndltd.ncl.edu.tw/handle/25616346634624692141 The relationship between mortgage loans and macroeconomic variables 購置住宅貸款與總體經濟之關聯性 Pei-Fang Hsieh 謝佩芳碩士國立高雄第一科技大學金融研究所 101 This paper reveals the change between the remaining sum of mortgage loan and micro-economics during January 2006 to July 2012. Through unit root test, it is found that all variables have constant time sequences. By using Granger Causality Test, income, money supply, and mortgage loan are in a mutual feedback relationships, and furthermore the remaining sum of mortgage loan has a one-way leading relationship with the inflation rate. As for the analysis of forecast error variance decomposition results, it indicates the money supply has greatest interpretative ability for the remaining sum of mortgage loan. none 王友珊 2013 學位論文 ; thesis 49 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立高雄第一科技大學 === 金融研究所 === 101 === This paper reveals the change between the remaining sum of mortgage loan and micro-economics during January 2006 to July 2012. Through unit root test, it is found that all variables have constant time sequences. By using Granger Causality Test, income, money supply, and mortgage loan are in a mutual feedback relationships, and furthermore the remaining sum of mortgage loan has a one-way leading relationship with the inflation rate. As for the analysis of forecast error variance decomposition results, it indicates the money supply has greatest interpretative ability for the remaining sum of mortgage loan.
author2	none
author_facet	none Pei-Fang Hsieh 謝佩芳
author	Pei-Fang Hsieh 謝佩芳
spellingShingle	Pei-Fang Hsieh 謝佩芳 The relationship between mortgage loans and macroeconomic variables
author_sort	Pei-Fang Hsieh
title	The relationship between mortgage loans and macroeconomic variables
title_short	The relationship between mortgage loans and macroeconomic variables
title_full	The relationship between mortgage loans and macroeconomic variables
title_fullStr	The relationship between mortgage loans and macroeconomic variables
title_full_unstemmed	The relationship between mortgage loans and macroeconomic variables
title_sort	relationship between mortgage loans and macroeconomic variables
publishDate	2013
url	http://ndltd.ncl.edu.tw/handle/25616346634624692141
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The relationship between mortgage loans and macroeconomic variables

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