房屋销售价格指数与固定资产投资指数关系的协整分析  

House sales price index and fixed asset investment index relation's coordination relation

作　　者：李志翠[1,2] 刘辉[3] 

机构地区：[1]中央财经大学经济学院,北京100081 [2]新疆师范大学法经学院,新疆乌鲁木齐830054 [3]五邑大学经济管理学院,广东江门529020

出　　处：《特区经济》2013年第8期213-214,共2页Special Zone Economy

摘　　要：讨论了房屋销售价格指数和固定资产投资指数的协整关系,进行了误差修正分析,证实了在所考虑的数据区间房屋销售价格指数和固定资产投资指数存在协整关系,并建立了误差修正模型。结果表明房屋销售价格指数对固定资产投资指数的增加有正向促进作用,而且误差修正项对固定资产投资价格指数偏离长期均衡水平有较强的调整力度。An empirical analysis on the co-integration relationship of fixed asset investment index and house selling price index is made,and error correction test is conducted.It is confirmed that in the range considered,the co-integration relationship between fixed asset investment index and house selling price index does exist,and the error correction model is established.Finally some related conclusion are proposed,the impact on fixed asset investment index is positive and signifieant,and that the error correction item has a stronger adjustment on fixed asset investment index.

关 键 词：协整 误差修正模型 房屋销售价格指数 固定资产投资指数 

分 类 号：F224[经济管理—国民经济] F293.3F283