CD 금리 및 가산금리가 주택매매 및 전세지수에 미치는 영향 분석

An Analysis on the Influence of CD Interest Rate and Spread on Housing Transaction Index and Jeonse Rental Index

초록

The purpose of this study is to analyze the casual relationship and the influence of CD interest rate and Spread on Housing Transaction Index and Jeonse Rental Index. Granger Causality Test and VECM are used as a analysis tool. As a result of causal relationship analysis, Spread is shown as the cause variable of Housing Transaction Index, and Housing Transaction Index is shown as that of the CD interest rate. Also, CD interest rate influences Jeonse Rental Index, and Jeonse Rental Index has influence on the other variables. As a result of analysis on the influence on each index, it is discovered that Spread has more and longer-term influence on Housing Transaction Index and Jeonse Rental Index than CD interest rate does.

키워드

주택매매지수; 주택전세지수; CD 금리; 가산금리; 벡터오차수정모형; Housing Transaction Index; Jeonse Rental Index; CD Interest Rate; Spread; VECM(Vector Auto-Regression Model)
제목
CD 금리 및 가산금리가 주택매매 및 전세지수에 미치는 영향 분석
제목 (타언어)
An Analysis on the Influence of CD Interest Rate and Spread on Housing Transaction Index and Jeonse Rental Index
저자
김은성; 이상효; 김재준
발행일
2009-12
저널명
대한건축학회논문집 구조계
권
25
호
12
페이지
207 ~ 214