基于VAR模型的三线城市商品房价格动态计量分析——以唐山市为例  

The Dynamic Econometric Analysis on the House Price in Third Class Cities Based on VAR——A Case Study of Tangshan City

作　　者：陈德强[1] 何智丽[1] 

机构地区：[1]重庆大学建设管理与房地产学院,重庆400045

出　　处：《工程管理学报》2012年第3期84-88,共5页Journal of Engineering Management

摘　　要：通过构建VAR模型，对三线城市商品房价格进行动态计量分析。模型系统内选取唐山市1995-2009年相关指标数据为对象，通过协整检验、Granger因果检验、脉冲响应函数和方差分解，考察三线城市商品房价格与其相关因素的相互影响关系。以期对三线城市商品房价格宏观调控提供参考依据，并提出更有针对性的建议。结果显示三线城市商品房价格与GDP、商品房竣工面积和销售面积之间存在长期均衡稳定的关系。商品房价格对其自身的促进作用十分显著；商品房竣工面积是商品房价格变动的重要影响因素，对商品房价格有正向冲击；商品房价格与GDP的相互促进作用显著；商品房销售面积对商品房价格的影响并不显著，但商品房价格推动销售面积增长。This article carries on dynamic econometric analysis on house price in the third class cities by applying VAR model. In the system of model, related indexes during the time between the year 1995 and 2009 in Tangshan city has been chosen as an object of study. By cointegration test, Granger causality relationship inspection, impulse response function and variance decomposition, this paper investigates the influence between prices of commodity house and correlative factors. This paper aims to provide reference for macro-control and to propose more specific suggestions. Result indicates that house price in the third class cities has Long-term equilibrium stable relationships with GDP, completed area and sales area. The price of commodity house has remarkable promoting effect on itself. Completed area of commodity house is an important factor on price change. It has positive impulse response function on commodity price. The price of commodity house and GDP have significant promoting influence with each other. The commodity house sale area has not obvious influence on house price. The price of commodity house drives the growth of sale area.

关 键 词：VAR模型 三线城市 商品房价格 动态计量 

分 类 号：TU12[建筑科学—建筑理论] F293.3[经济管理—国民经济]