公众关注度与深圳房价基于TVP-VAR模型的实证研究  

An Empirical Study of Public Attention and Shenzhen Housing Price Based on TVP-VAR Model

作　　者：廖洋琴 ANWAR SAAD LIAO Yang-qin;ANWAR SAAD(School of Economics,Huazhong University of Science and Technology,430074,Wuhan,Hubei,China)

机构地区：[1]华中科技大学经济学院,湖北武汉430074

出　　处：《特区经济》2022年第1期97-100,共4页Special Zone Economy

摘　　要：本文构建基于百度指数的公众关注度指标,运用TVP-VAR模型实证分析了公众关注度与深圳房价之间的动态时变关系。结果表明,公众关注度与深圳房价互相影响,并且相互作用的力度会受到房地产市场信息变化的影响;公众关注度对深圳房价的正向推动作用在中长期更为显著,深圳房价的上涨对公众关注度的提升在中短期更突出。因此公众关注度的上升会使深圳房价未来仍保持在高位并呈现温和上涨趋势,基于此,本文提出拓展异地发展空间、利用关注度指标进行市场监测预警、完善房产市场信息机制等政策建议。This paper constructs public attention index based on Baidu Index,and uses the TVP-VAR model to empirically analyze the dynamic time-varying relationship between public attention and Shenzhen housing price.The results show that public attention and Shenzhen housing price interact with each other,and the strength of the interaction will be affected by the change of real estate market information.The positive effect of public attention on Shenzhen housing price is more significant in the medium and long term,the rise of Shenzhen housing price is more prominent in the promotion of public attention in the short and medium term.Therefore,the increase of public attention will keep Shenzhen housing price at a high level and present a moderate rising trend in the future.Based on this,this paper puts forward some policy suggestions,such as expanding the development space in different places,using the attention index to carry out market monitoring and early warning,and improving the information mechanism of the real estate market.

关 键 词：百度指数 公众关注度 深圳房价 TVP-VAR模型 

分 类 号：F127.9[经济管理—世界经济]