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Forecasting Model For Time Effect of Real Estate Under Matching Approach
Thesis

Forecasting Model For Time Effect of Real Estate Under Matching Approach

Chiang, Yu-Ting
Masters, 國立清華大學, 計量財務金融系
2016

Abstract

實價登錄 配對方法 多元變數迴歸 預測模型 自我迴歸 Actual Price Registration Matching Approach Multiple Regression Forecasting Model Autocorrelation
Many thesis point out that the growth rate of housing price have cause effect relationship with the conditions of economics. Following the effort done by Shi et al (2012) figuring out the cause effect relationship between the housing price and economics variables exist in the main cities in Taiwan, in this thesis we try to put several economics variables in model from Hui et al (2010) and add autocorrelation characteristic to simulating the growth rate of housing price. We use the transition data of actual price registration which established since August 2012 as research materials. Taipei City, New Taipei City, Taoyuan City, Hsinchu City and Kaohsiung City are the cities involved in this thesis. By using matching approach, we withdraw the time effect from transition records. We build a forecasting model with the usage multi-external variables as external variables and the assumptions of autocorrelation. Key word: Actual Price Registration, Matching Approach, Multiple Regression, Forecasting Model, Autocorrelation.

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