| 对我国房价与地价相互关系的再检验 |
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| 引用本文： | 黄健柏,江飞涛,陈伟刚.对我国房价与地价相互关系的再检验[J].预测,2007,26(2):1-7. |
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| 作者姓名： | 黄健柏 江飞涛 陈伟刚 |
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| 作者单位： | 中南大学,商学院,湖南,长沙,410083 |
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| 摘 要： | 近年来,随着我国房价的整体快速上涨和土地出让方式改革,理论界和实务界对房价和地价相互关系的争论十分激烈,对两者相互关系的实证研究是判别各方观点正确与否的关键。已有的实证研究文献均采用Granger因果检验测定二者的相互关系,但由于在方法上存在一定的局限性,这些研究难以进一步刻画两者之间的动态联系以及政策变化对其相互关系的影响。本文在基于向量自回归类模型的方差分解这一分析框架下将前人实证研究的方法和结论统一在一个新的分析框架内,并完整而细腻地描述了二者的相互关系。更为重要的是,我们的计量分析刻画出政策变动导致的二者之间反应模式的变化,为正确认识土地出让方式改革的实际效果提供了坚实的实证基础。
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| 关 键 词： | 房价变动 地价变动 协整 向量误差修正模型 方差分解 |
| 文章编号： | 1003-5192（2007）02-0001-07 |
| 收稿时间： | 2006-07-31 |
| 修稿时间： | 2006年7月31日 |
Further Test of the Relationship between the Housing Price and the Land Price |
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| HUANG Jian-bo,JIANG Fei-tao,CHEN Wei-gang.Further Test of the Relationship between the Housing Price and the Land Price[J].Forecasting,2007,26(2):1-7. |
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| Authors: | HUANG Jian-bo JIANG Fei-tao CHEN Wei-gang |
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| Institution: | Business School of Central South University. Changsha 410083, China |
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| Abstract: | Recent years with the holistic fast rise of our country's housing price and the reform of the land lease institution,there is abundant discussion about the relationship between the housing price and the land price among the theoretician and the entrepreneur.The empirical research on the relationship between them becomes the key which distinguishes between right and wrong among the different sides'different views.It mainly used the Granger causality test presented by Granger according to the existing empirical research papers on the relationship between the domestic housing price and the land price.Due to some limitation of the method,the research can hardly further depict the dynamic relationship and the effect of the political change towards the relation between the two.In this paper we use the variance decomposition of the vector error correction model(VECM) to perfectly and detailedly show the relationship between the housing price and the land price.What's more important,our quantitative analysis depicts the effect of the policy alteration towards the relation between them.And it also gives the solid demonstration foundation for the correct cognition towards the real effect of the land lease institution reform. |
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| Keywords: | housing price land price co-integration VECM variance decomposition |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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