摘要
采用1998~2009年中国豪华住宅销售价格指数、普通住宅销售价格指数和经济适用房销售价格指数的季度数据作为样本,通过建立VAR模型,利用脉冲响应函数和方差分解进行实证研究。研究结果表明：豪华住宅售价、普通住宅售价和经济适用房售价三者间具有长期均衡关系,短期内豪华住宅售价波动对其他售价的影响相对较大,而长期内经济适用房售价波动对其他售价的影响相对较大。在此基础上,提出当前宏观调控的政策建议。
This paper chose the sample of quarterly price data of luxury housing、ordinary housing and economic housing from 1998 to 2009 and established the VAR model,and then made an empirical test by using impulse response function（IRF） and variance decomposition（VD）.The results showed that these housing prices have long term equilibrium relationship,response from luxury housing price was significant tan others in short run while response from economic housing price was significant tan others in long run.At last,the authors give some suggestions based on current economic operation.
出处
《经济问题》
CSSCI
北大核心
2011年第5期53-57,共5页
On Economic Problems
关键词
VAR模型
住宅价格体系
脉冲效应函数
方差分解
VAR model
nousing price system
impuse response function
rariance decomposition
