基于VAR模型的沈阳市房价影响因素分析  

Influencing Factors Analysis of Housing Price in Shenyang Based on VAR Model

作　　者：战松[1] 孙川 ZHAN Song;SUN Chuan(School of Management,Shenyang Jianzhu University,Shenyang 110168,China)

机构地区：[1]沈阳建筑大学管理学院,辽宁沈阳110168

出　　处：《沈阳建筑大学学报（社会科学版）》2022年第2期167-172,共6页Journal of Shenyang Jianzhu University:Social Science

基　　金：辽宁省自然科学基金项目(20170540742)。

摘　　要：沈阳市作为辽宁省省会、副省级城市、特大城市,对其房地产价格的研究具有重要意义,以2005—2019年沈阳市GDP、房地产开发投资额、城镇化率等数据为样本,通过皮尔逊相关性分析构建向量自回归(Value at Risk,VAR)模型,运用脉冲分析和方差分解等针对GDP、房地产开发投资额、城镇化率对房地产价格的影响进行了探究。结果表明,房地产开发投资额对房地产价格的影响程度最大,其次为GDP和城镇化率。As the capital,sub-provincial city,and megacity of Liaoning Province,Shenyang is of great significance to the study of its real estate prices.Taking the data of Shenyang GDP,real estate development investment and urbanization rate from 2005 to 2019 as samples,this paper constructs a vector autoregressive(Value at Risk,VAR)model through Pearson Correlation analysis,and uses impulse analysis and variance decomposition to explore the impact of GDP,real estate development investment and urbanization rate on real estate prices.The results show that the amount of real estate development investment has the greatest impact on real estate prices,followed by GDP and urbanization rate.

关 键 词：房价 VAR模型 格兰杰因果检验 脉冲分析 方差分解 

分 类 号：F293.346[经济管理—国民经济]