我国房地产价格变动与物价总水平变动的关系  

A Test on Relationship Between Real Estate Market Price and Overall Price Level in China

作　　者：廖湘岳[1] 潘爱民[1] 

机构地区：[1]湖南科技大学商学院,湖南湘潭411201

出　　处：《吉首大学学报（自然科学版）》2008年第4期104-107,共4页Journal of Jishou University(Natural Sciences Edition)

基　　金：教育部社科规划项目(06JA790032);湖南省社科规划项目(07YBB232);湖南省教育厅青年项目(B30509)

摘　　要：选取1998—2006年我国房地产价格指数、消费价格指数与生产资料价格指数等经济指标,利用计量经济学中的协整分析和Granger因果关系检验方法分析了房地产价格变动与物价总水平变动的关系.实证表明,房地产价格变化与物价总水平存在一定的长期关系,但这种关系是单向的,即房地产价格变动是物价总水平变动的Granger原因,而物价总水平的变动不是房地产价格变动的Granger原因,这说明了我国房地产背离了成本定价规律.This paper employs the data of the real estate market price index,CPI and PPI,and take the measurement of co-integration test and causality test to examine the relationship between the real estate market price and overall Price level from 1998 to 2007 in china.It discovers that there is a long-term equilibrium between real estate market price and overall Price level in china,But this kind of relationship is unidirectional.It is real estate market price is a Granger reason to overall Price level,but overall Price level is not Granger reason to real estate market price.It shows that real estate has departed from the cost fixed price rule.

关 键 词：房地产价格 物价总水平 因果关系 

分 类 号：F293.35[经济管理—国民经济]