基于多维时序的经济与房地产价格相关性分析

近几年经济迅猛发展,于此同时,房地产价格也快速上涨,为了找到二者之间的关系,通过协整检验对中国宏观经济与房地产的发展趋势从实证角度作了考察,发现中国宏观经济同房地产市场有着共同运动的趋势.并且通过Granger因果关系检验得出二者相互影响的结论,这样的结果对宏观经济政策的制定具有一定的参考作用。

The economy develops rapidly, at the same time, the price of real estate rises quickly. In order to know the relationship between them, we test the Co-integrated relation of China＇s Real Estate Price Index and Macro Economy, and found the Macro Economy and the RE market have the same trend. The conclusion that they influence each other comes by the test of Granger cause test. The result above is very useful to making policy for government.