臺北市各行政區房價泡沫現象檢驗與分析

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题名:	臺北市各行政區房價泡沫現象檢驗與分析
作者:	方祖寧;Fang, Tsu-Ning
贡献者:	經濟學系
关键词:	實價登錄;房價泡沫;房價基值;GSADF 檢定;Actual price registration;Housing price bubble;Fundamental house price;GSADF test
日期:	2024-07-29
上传时间:	2024-10-09 16:45:35 (UTC+8)
出版者:	國立中央大學
摘要:	近年來，臺灣房地產市場持續熱絡，房價上漲幅度遠超過民眾所得增加速度，使得購屋成為許多家庭和年輕人的沉重負擔。居高不下的房價不僅讓有購屋需求的民眾望而卻步，也引發社會各界對於房價是否存在泡沫現象的擔憂。臺北市作為臺灣的行政首都，房價水準尤為高昂，為了更好地理解臺北市的房價動態並檢驗是否存在泡沫現象，本研究使用內政部實價登錄資料，並應用Hamilton（2018）提出的時間序列分解方法，估算臺北市各行政區的房價基值，最後再透過Phillips et al.（2015）提出的GSADF檢定進行分析。實證結果顯示，臺北市各行政區的實際房價普遍高於基值，並且根據檢定結果，可發現信義區、大安區、松山區、萬華區、文山區、南港區和內湖區明顯存在較高的房價泡沫風險，而北投區、士林區、中正區、大同區和中山區的則房價相對穩定。這些結果為了解臺北市各行政區的房價走勢及其泡沫風險提供了重要的數據支持。;In recent years, Taiwan′s real estate market has remained active, with housing prices rising far beyond the growth in people′s incomes, making home ownership a heavy burden for many families and young people. The persistently high housing prices not only deter prospective homebuyers but also raise concerns across society about the potential existence of a housing bubble. As the administrative capital of Taiwan, Taipei City has particularly high housing prices. To better understand the dynamics of Taipei′s housing prices and to examine the potential existence of a bubble, this study utilizes data from the Ministry of the Interior′s actual price registration. It applies Hamilton′s (2018) time series decomposition method to estimate the fundamental housing prices for each district in Taipei and subsequently uses the GSADF test proposed by Phillips et al. (2015) for analysis. The empirical results show that the actual housing prices in all districts of Taipei City are generally higher than their fundamental values. The test results indicate that Xinyi, Daan, Songshan, Wanhua, Wenshan, Nangang, and Neihu districts have significantly higher risks of housing price bubbles, whereas Beitou, Shilin, Zhongzheng, Datong, and Zhongshan districts exhibit relatively stable housing prices. These findings provide important data support for understanding the housing price trends and bubble risks in various districts of Taipei City.
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