TAIPEI MORTGAGE BURDEN RATE, INCOME, INTEREST RATES AND MONEY---A VECTOR AUTO-REGRESSION MODEL ANALYSIS

• Main Authors: HSIEH,SHU-HUI, 謝淑惠
• Other Authors: LIU,SHOU-HSIANG
• Format: Others
• Language: zh-TW
• Published: 2016
• Online Access: http://ndltd.ncl.edu.tw/handle/2vfsw4

碩士 === 銘傳大學 === 風險管理與保險學系碩士在職專班 === 104 === Taiwan's ruling party for the first time in 2000, Democratic Progressive Party After ruling, In order to stimulate the economy and revitalize the housing market, implementing 50% cut on tax of land value increment, Taipei mortgage burden rate rising in Taipei, It has become one of the serious public grievances in 2009 and continuously deteriorated, Government Rate affordability index statistics in the second quarter of 2015,Taipei show less than 12% of average household income has "opportunity" can be bought in Taipei.. In this study, this paper uses the Granger causality test, Vector auto-regression model to analyze Taipei mortgage burden rate, income, interest rates and money supply. The empirical results showed that, Rates of change, the rate of change GDP of currencies, changes in interest rates can affect.