期刊文献+

基于格兰杰因果检验的电子商务与商业地产价格的实证分析

An Empirical Analysis of E-commerce and Commercial Real Estate Price Based on the Granger Causality Test
下载PDF
导出
摘要 运用格兰杰因果检验方法,探讨了电子商务的发展是否影响了商铺、商业地产的租售需求这一问题.通过对写字楼、商铺价格数据和电子商务规模数据进行检验,分析探讨了电子商务的发展与商业地产价格的关系.综合格兰杰因果检验及相关系数的计算结果,可以认为电子商务发展规模的扩大,降低了商铺、商业地产租售价格的上升趋势.基于这一结论,我们认为未来随着电子商务规模的不断扩大,商业地产价格上升的压力趋向于减小. This paper, using the Granger causality test method, studies whether the development of electronic commerce affects the rental demand for real shops and commercial real estate. By examining the price data of office buildings, shop spaces and the size of electronic commerce, the paper analyzes the relationship between the development of E-commerce and the price of commercial real estate. The calculation results obtained by using the Granger effect test and related coefficients show that the expansion of electronic commerce slows down the upward price trend of shop spaces and commercial real estate. This indicates that with the increasing expansion of E-commerce, the pressure for commercial real estate to appreciate will decrease.
作者 张宁 郭楠
出处 《五邑大学学报(自然科学版)》 CAS 2014年第2期25-29,共5页 Journal of Wuyi University(Natural Science Edition)
基金 教育部重点资助项目(11JJD790004) 中央财经大学青年创新团队项目 中国保险学会教保基金资助项目(2013-03) 中国人民财产保险股份有限公司灾害研究基金资助项目
关键词 电子商务 商业地产价格 协整检验 格兰杰因果检验 electronic commerce price of commercial real estate cointegration tests the Granger causality test
  • 相关文献

参考文献5

二级参考文献33

  • 1Granger C W J. Investigating causal relations by econometric models and cross-spectral methods [J]. Econometrica, 1969,37; 424 - 438.
  • 2Granger C W J. Testing for causality: A personal viewpoint[J]. J Economic Dynamics and Control, 1980, 2; 329-352.
  • 3Ohanian L E. The spurious effects of unit roots on vectorautor egressions: A Monte Carlo study [J]. J Econometrics.1988, 39:251-266.
  • 4Toda H Y, Phillipp C B. The spurious effect of unit roots on vector autoregressions [J]. J Econometrics, 1993, 59: 229-255.
  • 5He Zonglu, Maekawa Koichi. On spurious Granger Causality[J]. Economics Letter, 2001, 73: 307-313.
  • 6Caporale G M, Pittis N. Causality and forecasting in incomplete systems [J]. J Forecasting, 1997, 16: 425-437.
  • 7Hassapis C, Pittis N, Prodromidis K. Unit roots and Granger causality in the EMS interest rates: The German dominance hypothesis revisited [J]. J Int Money and Finance. 1999, 18: 47-73.
  • 8Clark T. Finite-sample properties of tests for equal forecast accuracy [J]. J Forecasting, 2000, 18: 489- 504.
  • 9Hurlin C, Venet B. Granger causality tests in panel data models with fixed coefficients [A]. 12th (EC)^2 Conf on Causality and Exogeneity in Econometrics [C]. Louvain-la-Neuve, 2001.
  • 10Sims C. Granger Causality [R]. Econ. 513, Time Series Econometrics, Fall, 1999.

共引文献184

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部