中国房价和地价到底谁拉动谁?  

INTERACTION BETWEEN HOUSING AND LAND PRICES IN CHINA

作　　者：李勇[1] 李汉东[2] 王有贵[2] 

机构地区：[1]河南大学工商管理研究院,河南开封475001 [2]北京师范大学管理学院,北京100875

出　　处：《北京师范大学学报（自然科学版）》2011年第5期542-545,共4页Journal of Beijing Normal University(Natural Science)

基　　金：国家社科基金资助项目(08cjy033);中央高校基本科研业务费专项资金资助项目(2009AB-19)

摘　　要：选择中国土地交易价格指数和房屋销售价格指数的季度数据作为研究样本,在单位根检验、理想滞后阶数选择以及协整检验的基础上建立VAR(1)模型,通过Granger因果检验、脉冲响应函数和方差分解进行实证研究并提出了政策建议.研究结果表明:房价和地价间存在长期稳定的均衡关系;地价是房价的Granger原因,而房价不是地价的Granger原因;短期内,地价对房价的影响大于房价对地价的影响.Quarterly data of housing and land prices in China were investigated to establish a VAR（1） model.The model was based on data of unit root test,ideal order of lag and cointegration test,and on an empirical study with impulse response function and variance decomposition.Some policy advice has been were given.Data revealed that there was a long-term interactive mechanism between housing and land prices;the impact of land price on housing price was stronger than housing price on land price

关 键 词：房价 地价 GRANGER因果检验 脉冲响应函数 方差分解 

分 类 号：O212[理学—概率论与数理统计]