中国东中西部城市房价波动的涟漪效应——以中国东中西部代表的九城市为例  

Ripple Effect of Real Estate Sales Prices Volatility among Chinese Eastern,Central and Western Cities——Taking Nine Cities on Behalf of China's Eastern,Central and Western Cities for Example

作　　者：黄飞雪[1] 

机构地区：[1]大连理工大学管理与经济学部,辽宁大连116024

出　　处：《运筹与管理》2011年第5期206-215,共10页Operations Research and Management Science

基　　金：教育部人文社会科学研究项目基金资助(09YJC790025)

摘　　要：针对中国东中西部城市房价波动的是否存在涟漪效应的问题,提出综合运用格兰杰因果检验、协整一体化及二阶段检验法,即弗里德曼非参数秩排序检验方法和商业周期定点分析方法来检验分析自2005年7月至2010年3月东中西九城市房屋销售价格的月度数据进行实证分析,结果表明:(1)认为中国九城市房价波动存在涟漪效应,可划分为三个层级:东部的上海、深圳、杭州为第一层级;中部的武汉、合肥、太原为第二层级;西部的成都、西安、兰州为第三层级。(2)房价波动的涟漪效应从东部城市开始,传向中部城市,最后向西部城市传递。结论为东部城市的房价波动为主要调控对象,关注中部城市房价,同时避免西部城市房价出现意外波动。建议为对各个层级城市的房价制定差别性的调控政策,能够更有效地对整个房价体系的波动进行控制。This study＇s objective is to solve the problem of ripple effects of real estate sales prices volatility among Chinese Eastern,Central and Western Cities.Granger causality test,cointegration integration,and a two-stage procedure of non-parametric testing and business cycle dating techniques are applied to nine cities on behalf of China＇s eastern,central and western month data from July,2005 to March,2010.Empirical results show that：（1）housing price fluctuations among nine Chinese cities do have ripple effect.We divide the cities into three layers： Shenzhen,Shanghai and Hangzhou of the east as the first layer;Wuhan,Hefei and Taiyuan of the center as the second;and Xi＇an,Chengdu,and Lanzhou of the west as the third one.（2）The ripple effect is from eastern cities,then to central cities,and at last to western cities.Housing prices of eastern cities should be the main regulatory objects;（3）Central cities should be our concern and intense fluctuations of housing prices of western cities should be avoided.So,the government should make differential regulatory policies for cities in different layers,which is a more efficient way to control the whole system of housing prices.

关 键 词：宏观经济 涟漪效应 非参数秩排序检验 房屋销售价格 格兰杰检验 

分 类 号：N945.1[自然科学总论—系统科学]