基于格兰杰因果检验对内蒙古未观测经济与房地产关联性研究

STUDY ON THE NON-OBSERVED ECONOMY IN INNER MONGOLIA AND THEIR ASSOCIATED WITH REAL ESTATE BASED ON GRANGER CAUSALITY TEST

运用θ值估算法对内蒙古地区未观测经济规模作出估测,并通过格兰杰因果检验和协整检验对未观测经济与房地产行业之间的关联性作出定量分析,得到未观测经济与房地产当年投资额之间的长期弹性和短期弹性。

Using the economic data, this paper estimates the size of the Non - observed Economy（NOE） in Inner Mongolia, Further- more,it quantitatively analyzes the correlation between NOE and the real estate industry by granger causality test,and get the long -term and short -term flexibility of NOE to the current investment in real estate. The results show that the NOE in Inner Mongolia is increasing gradually ,and it supports real estate for.