中文部分
林秋瑾、王健安、張金鶚, (1996),「房地產景氣與總體經濟景氣於時間上領先、同時、落後關係之探討」,國科會人文及社會科學彙刊, 第七卷, 第一期,頁35-56。周京奎 (2005),「金融過渡支持與房地產泡沫-理論與實證研究」,北京大學出版社。
倪仁禧、劉景中、黃順錫 (2010) ,「中港美房屋市場與證券市場關聯性之研討」,世界華人不動產學會。
陳明吉、廖茂成 (2005) ,「資本市場關聯性與財富效果-台灣股票市場與不動產市場之分析」,台灣土地金融季刊,第四十二卷,第一期 ,頁25-42。黃台心 (2009) ,「計量經濟學」二版,新陸書局。
彭建文、張金鶚 (2000) ,「總體經濟對房地產景氣影響之研究」,國科會人文及社會科學彙刊,第十卷, 第三期,頁330-343。楊奕農 (2009) ,「時間序列分析經濟與財務上之應用」二版,雙葉書廊有限公司。
張金鴞 (1997) ,「房地產投資與決策分析-理論與實務」,台北華泰書局。
英文部分
Ambrose,B. E. Ancel. and M. Griffiths. (1992).“The fractal structure of Real Estate Investment Trust Returns: A search for Evidence of Market Segmentation and Nonlinear Dependency”, Journal of the American Real Estate and Urban Economics Association 20, 25-54.
Banerjee, A. Dolado. J. and Hendry. D. F. (1993). “Cointegration, Error-Correction, and the Econometric Analysis of Non-Stationary Data”, New York Oxford University Press.
Beltratti, A. and Morana. C. (2010). “International house prices and macroeconomic fluctuations”, Journal of Banking & Finance, 34, 533–545.
Bernanke, S. Ben. Jean .Boivin. and Eliasz.P.(2005). “Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach”, Finance and Economics Discussion Series. Federal Reserve Board.
Bernanke, S. Ben. (2010). “Monetary Policy and the Housing Bubble”, Federal Reserve Board. Annual Meeting of the American Economic Association.
Bjornland, H. C. and Jacobsen. D. H. ( 2010). “The role of house prices in the monetary policy transmission mechanism in small open economies”, Journal of Financial Stability.
Brooks, C. (2008) “ Introductory Econometrics for Finance”, Cambridge university press. United Kingdom.
Bonnie, J. B. (1998). “The Dynamic Impact of Macroeconomic Aggregates on Housing Prices and Stock of Houses: A National and Regional Analysis ”, Journal of Real Finance and Economics, 17 ,179-197.
Case, B. Goetzmann. W. and Rouwenhorst. K. G. (1999). “Global real estate markets –cycles and fundamentals”, Yale International Center for Finance Working Paper,No. 99-03.
Cheung Yin-Wong and Lai Kon S. 1993.“Finite-Sample Sizes of Johansen’s Likelihood Ratio Tests for Cointegration.” Oxford Bulletin of Economics and Statistics 55(3), 313-328.
Chirinko, R. S. de Han. L. Sterken. E. (2004). “Asset price shocks, real expenditures, andfinancial structure: A multicountry analysis.” De Nederlansche Bank, Working Paper, No. 14/04.
Cooper, A.(2004).“The Impact Of Interest Rates And The Housing Market On The UK Economy”, Economic Outlook, 28(2), 10-18.
Davis, M. and Jonathan. H. (2004). “The Price and Quantity of Residential Land in the United States”, Working Paper No.01-09 , Federal Reserve Board.
Dickey, D. A. and Fuller. W. A. (1981). “Likelihood Ratio Statistics for Autoregressive Time Series with A Unit Root”, Econometrica, 49, 1057-1072.
Engle, R. F. and Granger. C. W. J. (1987). “Cointegration and Error Correction: Representation, Estimation and Testing”, Econometrica, 51, 251-276.
Engle, R. F. and Yoo. B . (1987).“Forecasting and Testing in Cointegrated systems” Journal of Econometrics , 35, 588-589.
Gallin, J., (2006). “The long-run relationship between house prices and income: evidence from local housing markets”, Real Estate Economics 34 (3), 417–438.
Goodman, A. C. (1978). “Hedonic Prices, Price Indices and Housing Markets”, Journal of Urban Economics 5,471-484.
Goodman, A. C. (1981). “Housing Submarkets Within Urban Areas: Definitions and Evidence”, Journal of Regional Science 21, 175-185.
Granger, C.W. J. and Newbold. P. (1974). “Spurious Regressions in Econometrics ”, Journal of Econometrics, 2, 111-120.
Granger, C. W. J. (1969). “ Investigating Causal Relations by Econometric Model and Cross-spectral Methods” Econometrica, 37(3), 424-438.
Gupta, R. and Das. S. (2008).“Spatial Bayesian Methods Of Forecasting House Prices In Six Metropolitan Areas Of South Africa”, South African Journal Of Economics, 76(2).
Gyourko, J. and D. Keim. (1992). “What Does the Stock Market Tell Us About Real Returns”, Journal of the American Real EstateFinance and Urban Economics Association 20(3),457-486.
Harris, J. C. (1989).“The Effect Of Real Rates Of Interest Of Housing Prices”, Journal of Real Eatate Finance and Economic, 2(1), 47-60
Hott, C.and Monnin. P. (2008). “Fundamental Real Estate Prices:An Empirical Estimation with International Data ”, Journal of Real Finance and Economics, 36, 427-450.
Haroon, M. and Paolo. S. (2009). “The Transmission of International Shocks:A Factor-Augmented VAR Approach”, Journal of Moneys Credit and Banking. 41, 1.
Hui, E. C. M. and Yue. S. (2006). “ Housing Price Bubbles in Hong Kong, Beijing and Shanghai: A Comparative Study” , Journal of Real Estate Financial Economics , 33, 299-327.
Iacoviello, M. (2005). “House Prices Borrowing Constraints and Monetary Policy in the Business Cycle ”, The American Economic Review, 6, 739-762.
Johansen, S. (1988). “Statistical Analysis of Cointegration Vectors”, Journal of Economic Dynamics and Control , 12, 231-254.
Johansen, S. and Juselius. K. (1990). “Maximum Likelihood Estimationand Inference on Cointegration-With Application to the Demand for Money”, Oxford Bullentin of Economics and Statistics, 52, 169-210.
Johansen, S. (1991).“Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Regression Models”, Econometrica , 59, 1551-1580.
Kau, J. B. and Donald. C. k. (1980)“The Theory of Housing And Interest Rates”Journal of Financial And Quantitative Analysis, 15(4), 833-847.
Kenny, C. (1999).“Modelling The Demand And Supply Sides Of The Housing Market From Ireland”, Economic Modelling, 16(3), 389-409.
Liu, C. H. D. J. Hartzell.W. Greig. and T. V. Grissom. (1990). “The Integration of the Real Estate Market and the Stock Market: Some Preliminary Evidence” , Journal of Real Estate Finance and Economics 3, 261-282.
Miles, M. R. Cole and Guikey. D. (1990). “A Different Look at Commercial Real Estate Turns”, Journal of American Real Estate and Urban Economics Association 18(4), 403-430.
Nelson, C. R. and Plosser. C. I. (1982). “Trends and Random Walks in Macroeconomic Time Series’’ , Journal of Monetary Economics, 10, 139-162.
Okunev, J. and P. Wilson. (1997). “Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets’’ , Real Estate Economics 25, 487-503.
Okunev, J. P. Wilson. and Zurbruegg. R .(2000). “The Causal Relationship Between Real Real Estate and Stock Markets’’ , Journal of Real Estate Economics 21(3), 251-261.
Okunev, J. P. Wilson. and Zurbruegg. R.(2002). “Relationships Between Australian Real Estate and Stock Market Prices – A Case of Market Inefficiency’’, Journal of Forecasting 21, 181-192.
Otrok, C. and Terrones. M. E. (2005). “House prices, interest rates and acroeconomic fluctuations International evidence”, International Monetary Fund mimeo.
Parker, J. A. ( 2000). Comments and discussion on: K.E. Case (2000), “Real estate and the macroeconomy”, Brookings Papers on Economic Activity 20 (2), 150–158.
Phillips, P. ( 1987). Time series regression with a unit root. Econometrica, 55, 277-301.
Phillips, P. and P. Perron. (1988). Testing for unit root in time series regression. Biometrika, 75, 335-346.
Poterba, J. M. (1984). “Tax subsidies to owner-occupied housing: an asset market approach”, Quarterly Journal of Economics 99 (4), 729–752.
Schnare, A. and R. Struyk. (1976). “Segmentation in Urban Housing Markets”, Journal of Urban Economics 3, 146-166.
Singh, A. (2010). “Asia is moving into a leadership role in the world economy”, International Monetary Fund, 47, 1-2.
Sims, C. A. (1980). “Macroeconomics And Reality”, Econometrica 48, 1-48.
Taylor, J. B. (2007).“Housing And Monetary Policy”, National Bureau Of Economic Research Working Paper 13682.
Timmermann, A.( 1995). “Cointegration tests of present value models with a time-varying discount factor”, Journal of Applied Econometrics 10. (1), 17–31.