基于时间序列方法昆明市地价与房价关系实证分析

Empirical Research on Relationship of Time Series of Kunming's Urban Land Price and Housing Price

房地产业不仅关系到国民经济的发展,而且也直接影响着人民的自身利益,地价与房价的关系是争议已久的问题。以昆明市为例,对昆明市近14年的房地价进行M-K非参数检验,Granger因果检验及建立VAR模型,通过实证分析得出结论:(1)通过Mann-Kendall非参数检验,昆明市房价时间序列呈持续上升趋势,2003年以后上升趋势显著;地价时间序列在2000-2003年有下降趋势,2003年以后开始上升,2006年开始上升显著;(2)就昆明市房地产市场而言,房价是地价上涨的主要原因,而地价上涨不是房价上涨的主要原因;(3)通过建立VAR模型,得出上期地价和上期房价对当期地价有正向促进作,影响系数分别为0.627 1和0.450 7。

Real estate is not only related to the development of national economy,but also directly affects the wellbeing of the people,but the relationship between urban land price and housing price is a long-disputed issue.This article aims to perform a theoretical analysis on urban housing land price of Kunming in recent 14 years using M-K test,Granger causality test,and to establish VAR model,the empirical analysis indicates：（1）In the M-K test,Kunming＇s housing price showed an upward trend as time lapse,and the significant increase was observed after 2003;While the urban land price exhibited a downward trend in 2000-2003,then began to rise after 2003,and a significant increase was observed in2006;（2）As for the real estate market in Kunming,the housing price is the essential factor that promotes urban land price,but the latter does not affect the former likewise;（3）The VAR model suggests that the housing price and urban land price of last cycle positively promote the urban land price of current cycle,with influence coefficients being 0.6271 and 0.4507,respectively.