基于VAR模型分析房价变动对居民消费的影响——以湖南省为例

Impact of Housing Price Change on Household Consumption Based on VAR Model——A Case Study of Hunan Province

笔者从湖南省实际情况出发，根据2000～2014年国家统计年鉴年度数据，利用VAR模型、单位根检验、协整检验等分析方法，对湖南省房价变动对居民消费的影响进行研究，得到以下结论：湖南省房价对居民消费有微弱挤出效应。

Based on the facts of the situation in Hunan Province and the annual data of the National Statistical Yearbook during 2000～2014, by using VAR model, unit root test, co-integration test and other analytical methods, the paper analyzes the impact of changes in housing prices on household consumption in Hunan province, and draw the following conclusion： the changes in housing prices have a weak consumer crowding-out effect.