摘要
选取1998—2006年我国房地产价格指数、消费价格指数与生产资料价格指数等经济指标,利用计量经济学中的协整分析和Granger因果关系检验方法分析了房地产价格变动与物价总水平变动的关系.实证表明,房地产价格变化与物价总水平存在一定的长期关系,但这种关系是单向的,即房地产价格变动是物价总水平变动的Granger原因,而物价总水平的变动不是房地产价格变动的Granger原因,这说明了我国房地产背离了成本定价规律.
This paper employs the data of the real estate market price index,CPI and PPI,and take the measurement of co-integration test and causality test to examine the relationship between the real estate market price and overall Price level from 1998 to 2007 in china.It discovers that there is a long-term equilibrium between real estate market price and overall Price level in china,But this kind of relationship is unidirectional.It is real estate market price is a Granger reason to overall Price level,but overall Price level is not Granger reason to real estate market price.It shows that real estate has departed from the cost fixed price rule.
出处
《吉首大学学报(自然科学版)》
CAS
2008年第4期104-107,共4页
Journal of Jishou University(Natural Sciences Edition)
基金
教育部社科规划项目(06JA790032)
湖南省社科规划项目(07YBB232)
湖南省教育厅青年项目(B30509)
关键词
房地产价格
物价总水平
因果关系
real estate market price
overall Price level
Causality relationship