公积金制度对上海住房市场发展的影响研究  

A Research on the Impacts of Housing Provident Fund System to Shanghai Housing Market Development

作　　者：杨刚[1,2] 吴燕华[1] 

机构地区：[1]浙江农林大学,浙江杭州332600 [2]上海财经大学,上海200433

出　　处：《经济经纬》2012年第4期85-89,共5页Economic Survey

基　　金：浙江省教育厅项目(Y201121210);上海财经大学研究生创新基金项目(CXJJ-2011-309)

摘　　要：为研究住房公积金制度在上海住房市场发展过程中的作用,笔者通过运用状态空间模型与卡尔曼滤波解法的实证分析认为,住房公积金制度对上海市住房市场的量价都有很大的影响。在有力提高了居民住房消费能力的同时,也是助推房价泡沫化的一个重要因素,这种助推力主要源于政府拆迁。因此目前的房地产调控政策应该进行微调,以充分发挥公积金制度的积极作用和抑制其不利影响,进一步完善我国的住房保障体系。With state-space models and Kalman filtering solution, the empirical analysis shows that the Housing Provident Fund System of Shanghai has great impacts on Shanghai housing market in both the volume and price by pushing high the house purchasing power of Shanghai citizens and leading to Shanghai housing bubble. The influence on bubble mainly comes from the reconstruction plan by Shanghai government. It is advised to modify the present housing market policies of Shanghai as well as China to exploit the positive function of the Provident Fund System and restrain its adverse effects to further improve China＇s housing security system.

关 键 词：状态空间模型 卡尔曼滤波 住房公积金 住房市场 量价 

分 类 号：F293.35[经济管理—国民经济] F830.91