关于影响房地产价格的动态因子模型研究  

A Dynamic Factor Model Study on the Impact of Real Estate Prices

作　　者：王童 韩俊宇 WANG Tong;HAN Junyu(Beijing Institute of Architectural Design Co.,Ltd,Beijing 100037,China;China Central Depository&Clearing Co.,Ltd,Beijing 100033,China)

机构地区：[1]北京市建筑设计研究院股份有限公司,北京100037 [2]中央结算公司,北京100033

出　　处：《建筑经济》2024年第S01期521-525,共5页Construction Economy

摘　　要：基于主成分分析,通过预设的经济和金融变量,本文构建一个动态因子模型对深圳房地产价格结构变化进行实证检验。研究发现,在样本期内解释房地产价格波动因子的权重发生变化,且近几年的变化尤为显著,动态因子模型随时间推移仍能得出较好的解释效果。Based on principal component analysis and default economic-financial variables,the article constructs a dynamic factor model to empirically test the changes in Shenzhen's real estate price structure.It finds that the weight of the factors explaining real estate price fluctuations changed during the sample period,and the changes in recent years have been particularly significant.The dynamic factor model can still provide good explanatory effects over time.

关 键 词：房地产价格 主成分分析 动态因子模型 价格结构突变 

分 类 号：F014[经济管理—政治经济学]