基于多元协整滞后回归模型的京津冀地价影响因素研究

Study on the factors affecting the land price of Beijing,Tianjin and Hebei based on the multivariate cointegration lag regression model

地价是地租的资本化,是土地权利与其预期收益的购买价格,是土地市场运作的重要信息和价值判断标准.地价指数作为地价的量化,能反映一定区域内地价变化趋势及程度,具有重要的研究价值.本文以地价指数为研究对象,针对目前研究中存在的指标选取不详尽、作用机制不明确和数学模型建立不完善等问题,将经济学中的"供需关系"概念引入地理学研究,在对数据进行标准化处理的基础上,进行了主成分分析和平稳协整分析,建立了多元协整滞后回归模型,分析了不同层次、不同地区、不同用地类型下影响地价的因素及其滞后性,研究发现京津冀三地地价分别主要受社会经济等状态、土地供给和土地需求的影响;三地地价受自身历史数据的影响均大于指标历史数据的影响.

Land price is the capitalization of land rent, which is the purchase price of land right and its expected income. It is the important information and value judgment standard of land market operation. Land price index, as the quantification of land prices, refleets the trend and extent of variation on land price in a certain area, which has important research value. In view of the defects in existed studies, including the lack of thorough indicators, specific mechanism and well-established models, this paper introduces the concept of ＂supply and demand＂ in economics into the geographical study. Based on principal component analysis and smooth cointegration analysis, a multivariate eovariant lagged regression model is established, and the impacting factors as well as lags of land price are analyzed in different levels, different regions and different land types. The land price of Beijing and Tianjin is mainly affected by social economic factors, land supply and demand. The land price is influenced more by historical data than by factors. The research methods and results of this paper may contribute to the study of land price, as well as public decision-making.