基于马尔科夫区制转换的厦门商品住宅价格模型  

Xiamen Commercial Housing Price Research on Markov Regime-switching Model

作　　者：孙宇[1] 叶青[1] 

机构地区：[1]华侨大学土木工程学院,福建厦门361021

出　　处：《数学的实践与认识》2016年第2期1-6,共6页Mathematics in Practice and Theory

基　　金：中央高校基本科研业务费资助项目(JB-ZR1162);华侨大学科研启动费项目(12BS131);泉州市科技计划项目(2013Z31)

摘　　要：厦门市商品住宅价格月度报告通常于下个月初发布,这使得政府对房地产市场的调控具有一定程度的滞后.为能够较为准确的预测房价走势,便于政府适时地提出妥当的决策措施,利用两状态一阶自回归马尔科夫区制转换模型对厦门市2006年至2011年商品住宅月度价格的非线性动态变化进行分析,并对2012年1月至4月的价格进行预测.实证结果表明模型能够形象地表现出厦门商品住宅价格的周期性波动,并较好地进行价格预测.The monthly report of Xiamen commercial housing price was released early next month, which caused a certain degree of lag to the government to adjust the real estate market. In order to accurately forecast price movements, and promote the sustainable development of real estate market, to enable the government to come up with the right policy measures in a timely manner, in this paper, using two-state one-order autoregressive Markov mechanism switching model to depict the nonlinear dynamic changes of commercial housing price from 2006 to 2011 and forecast the prices from January to April, 2012 in Xiamen. The empirical results show that the model can not only describe the image demonstration of the price of cyclical fluctuations but also forecast well.

关 键 词：厦门商品住宅价格 马尔科夫区制转换模型 转移概率 持续期 预测 

分 类 号：F299.23[经济管理—国民经济]