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研究生: 劉洧綺
Liu, Wei Chi
論文名稱: 配對方法在不動產市場之應用-以新北市為例
Using a matching approach in New Taipei City’s real estate market
指導教授: 林哲群
Lin, Che Chun
口試委員: 索樂晴
楊屯山
蔡錦堂
學位類別: 碩士
Master
系所名稱: 科技管理學院 - 計量財務金融學系
Department of Quantitative Finance
論文出版年: 2016
畢業學年度: 104
語文別: 英文
論文頁數: 26
中文關鍵詞: 實價登錄特徵價格法大量估價配對方法不動產估價
外文關鍵詞: Actual price registration, Hedonic price function, Mass appraisal, Matching approach, Real estate appraisal
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  • 摘要

    2012年8月,我國政府實施實價登錄系統上線,促使房地產市場價格透明化,然實價登錄資料為歷史資訊,雖能提供現在房價一些參考資訊,但仍缺乏市場現況的考慮。傳統上,大多使用特徵價格法來進行大量估計,然而此方法可能存在遺失變數,進而造成估計偏誤的問題,而台灣房地產交易資料量不足的情況下,很難應用重複交易法。因此,配對方法的應用,不但可以降低樣本數不足的問題,也可解決遺失變數所造成之偏誤。本文研究台灣內政部實價登錄資料庫新北市大樓資料,以配對方法並結合傳統特徵方程式,找出各期的成長因子,進一步用以估算房屋合理價格,期望藉以提供台灣房地產市場更準確的估價方法。


    Abstract

    Taiwan’s government urged the actual price registration online since August 2012. Though the registered prices are historical records which can provide some information, it still lacks of the views for market value. Hedonic price function is the most commonly used method in mass appraisal; however, it could cause bias if there is any misspecification in function form. Lacking of data in Taiwan, it is hardly to apply the repeat sales approach. We use a matching approach to capture time factor of housing price in New Taipei City. Unlike repeat sales approach, the matching approach we utilize can maintain a reasonable sample size and provide a better estimate of housing prices.

    Table of Contents 1 Introduction 1 1.1 Motivation 1 1.2 Purpose 2 2 Literature Review 3 2.1 Hedonic Price Theory 3 2.2 Repeat sales Approach 3 2.3 Matching Approach 4 3 Methodology 6 4 Numerical Result 12 5 Conclusion 22

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