Proceedings of the Korean Institute of Building Construction Conference (한국건축시공학회:학술대회논문집)

The Korean Institute of Building Construction (한국건축시공학회)
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An Analysis on the Casual Relationship among Housing Transaction Index, Jeonse Rental Index, CD Interest Rate and Spread

주택매매 및 전세지수와 CD금리, 가산금리 간의 인과관계 분석

  • 김은성 (한양대학교 건축환경공학과) ;
  • 이상효 (한양대학교 건축환경공학과) ;
  • 김재준 (한양대학교 건축환경공학과)
  • Published : 2009.11.14
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Abstract

The purpose of this study is to analyze the casual relationship among Housing Transaction Index, Jeonse Rental Index and Interest Rate. To analyze the influence of interest rate in more detail, CD Interest rate and Spread are used as variables. Granger Casualty Test is used as a analysis tool, As a result, Spread is the cause variable of the Housing Transaction Index and the Housing Transaction Index is the cause variable of the CD Interest Rate. And also, CD Interest rate influences the Jeonse Rental Index and the Jeonse Rental Index has influence on the other variables.

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