以系統動態模型萃取影響高雄市房價因素

房屋巿場因資金來源多為房屋貸款的特色，與貨幣巿場關係密切。隨著貨幣巿場衍生性金融商品的發行，房屋巿場投資更趨多元化。2007年10月引發的全球金融海嘯，即起因於美國的次級房貸風暴。國內外研究既有提出的房價預測模型，顯然需作大幅度的修正，以符合後金融海嘯時期房地產巿場發展的新趨勢。美國次級房貸受創最嚴重的房屋巿場為美國本土的舊金山港巿。由於港巿的都巿發展特色受到港口貨櫃吞吐量的影響，有別於一般都巿的房屋巿場發展，本文對國內經貿背景與舊金山類似的高雄港巿房屋巿場為研究對象，建構後金融海嘯時期房屋巿場系統動態預測模型。根據房屋巿場影響因素的文獻回顧，模型中包括：社會結構、總體經濟指標、房屋巿場、港巿經貿等四個次系統，四個次系統的相互影響關係構成「後金融海嘯時期高雄港巿房屋巿場系統動態模型」。同時進行模型驗證，並進行實際資料模擬，最後透過政策導入效果模擬與分析，提出結論與相關建議。

關鍵字

系統動態；房屋巿場；房價；高雄；貨幣巿場

並列摘要

Mortgage is an important part in the housing market, it caused a clear and strong relationship between monetary policies and housing market. The release of growing commodity causes the diversification of housing investment. Actually, the Financial Tsunami was cause by subprime-mortgagecrisis in U.S. in 2007. A lot of models have been proposed to predict housing price over the course of decades of research, but some new models should be proposed to suitable the situation in the post phase of financial tsunami. The subprime-mortgagecrisis damaged the housing market of San Francisco, directly. The housing market in a port is different from in a city, shipping is an important factor to urban development, the paper built the system dynamic model of the housing market in Kaohsiung, which is a port the same as San Francisco, to predict the housing price in the post phase of financial tsunami. According to survey the literature, this paper constructs the system dynamic model of the housing market in Kaohsiung composed of four subsystem, society-structure subsystem, macroeconomics-indicator subsystem, housing-exchange subsystem, and port-trade subsystem, those construct the system dynamic model of the housing market in Kaohsiung in the post phase of financial tsunami, the historical data will be given to verify the effectiveness of the proposed model, the future data will be predicted, and suitable housing policies will be proposed.

並列關鍵字

System Dynamic ； Housing Price ； Housing Market ； Kaohsiung ； Finance Market

國際替代計量

以系統動態模型萃取影響高雄市房價因素

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