我国主要城市房价的面板数据聚类分析  

The Cluster Analysis of Panel Data of Housing Prices in China's Major Cities

作　　者：詹鹏[1] 王庚[1] 鲍学云[1] 

机构地区：[1]南京财经大学经济学院,江苏南京210046

出　　处：《南京财经大学学报》2012年第3期14-22,共9页Journal of Nanjing University of Finance and Economics

摘　　要：文章修正了单指标面板数据聚类分析方法,分析了近年来70个城市主要房地产价格指数的平均走势,讨论城市之间的差异,研究房屋销售价格指数与土地交易价格指数的相关关系;并对70个大中城市新建房屋价格指数进行了成功的系统聚类,将70个大中城市分为3类:忽然爆发型、稳定波动型、反应过度型;给出带动我国房价波动的主要城市,不同城市房价走势的内在特征和趋势等主要结论。Firstly, this paper fixed the single-indicator panel data cluster analysis method. Then, analyzed the average trend of the real estate price index, discussed the differences of the cities and researched the relationship of the housing sales price index and land transaction price index. Then, clustered the new housing price index of 70 cities using the single indicator panel data cluster analysis into three types： ＂Sudden Outbreaks＂, ＂Stable Fluctuations＂ and ＂Overreactions＂. At last, this paper summarized six main conclusions; including ＂Who led the price fluctuations in China＇s major cities？＂, ＂What the intrin- sic characteristics and trends are of price movements of different cities？＂ etc. The data was coming from the National Bureau of Statistics Official Website, including the quarterly data of housing sales price index, new housing price index, the second-hand housing sales price index and land transaction price index from 2006 to 2012.

关 键 词：面板数据 聚类分析 新建房屋价格指数 

分 类 号：F293.3[经济管理—国民经济]