基于TVP-VAR模型郑州商品房价格实证分析  

Empirical Analysis of Commodity Housing Prices in Zhengzhou Based on TVP-VAR Model

作　　者：徐田田 吴丽丽[2] Tiantian Xu;Lili Wu(School of Science,Gansu Agricultural University,Lanzhou,Gansu,730000,China;School of Information Science and Technology,Gansu Agricultural University,Lanzhou,Gansu,730000,China)

机构地区：[1]甘肃农业大学理学院,甘肃兰州730000 [2]甘肃农业大学信息科学技术学院,甘肃兰州730000

出　　处：《管理科学与研究（中英文版）》2022年第11期132-139,共8页Management Science and Research

基　　金：甘肃省科技计划项目定西地区农村电子商务营销综合能力提升*,项目编号:(20CX9NA95)。

摘　　要：基于时变向量自回归(TVP-VAR)模型利用1998-2021郑州市年度相关数据,考察产业结构、就业人口、城镇人均可支配收入、人均生产总值对房价的的时变效应。研究显示:(1)等间隔脉冲响应四种因素对房价作用集中于中短期,人均生产总值短期对房价拉动作用中期抑制作用,就业人口、产业结构短期有抑制作用中期促进效应,城镇人均收入中短期抑制效应。(2)分时点城镇人均可支配收入与人均生产总值对房价均为正向拉动作用其中人均生产总值作用最强烈;就业人口对房价正负效应交替先正向拉动作用后呈强抑制作用;产业结构短期显著抑制房价长期促进房价作用。以上结论为完善政策调控,规范房地产行为促进市场理性提出了思路。The time-varying vector autoregressive(TVP-VAR)model was used to examine the time-varying effects of industrial structure,employment,urban per capita disposable income,and per capita gross product on house prices using annual data from 1998-2021 in Zhengzhou.The study reveals that:(1)the effects of the four factors on house prices are concentrated in the short and medium term,with the short-term pulling effect of GDP per capita on house prices,the medium-term promoting effect of employment and industrial structure,and the short-and medium-term suppressing effect of urban per capita income.(2)Urban per capita disposable income and per capita GDP are both positive pulling effects on house prices by time points,with per capita GDP playing the strongest role;employment population has alternating positive and negative effects on house prices,first with positive pulling effects and then with strong inhibiting effects;industrial structure significantly inhibits house prices in the short term and promotes house prices in the long term.The above findings suggest ideas for improving policy regulation and regulating real estate behavior to promote market rationality.

关 键 词：TVP-VAR模型 灰色关联度 房价 

分 类 号：F29[经济管理—国民经济]