투자자산의 관점에서 본 금시세, 원달러환율과 주택 전세·매매 지수의 관계성 분석

Relationship Analysis between Gold Price, U.S. Exchange Rate, Jeonse Rental Index and Housing Transaction Index from the Perspective of Investment Assets

초록

The purpose of this study is to analyze the casual relationship among Jeonse Rental Index, Housing Transaction Index and Gold Price. To analyze the influence of Gold Price in more detail, U.S. Exchange Rate are added. Granger Casualty Test is used as a analysis tool. As a result, U.S Exchange Rate is the cause variable of Jeonse Rental Index and Gold Price. And also, Jeonse Rental Index and Gold Price influence Housing Transaction Index.

키워드

주택매매지수주택전세지수그랜져 인과관계 검정Jeonse Rental IndexHousing Transaction IndexGold PriceGranger Causality Test
제목
투자자산의 관점에서 본 금시세, 원달러환율과 주택 전세·매매 지수의 관계성 분석
제목 (타언어)
Relationship Analysis between Gold Price, U.S. Exchange Rate, Jeonse Rental Index and Housing Transaction Index from the Perspective of Investment Assets
저자
상준변정윤유승규김주형김재준
발행일
2012-04
유형
Proceeding
저널명
대한건축학회 춘계학술발표대회논문집 구조계
32
1
페이지
253 ~ 254