房地产价格影响因素与波动研究——以合肥市为例

To study the key factors influencing the housing price and its fluctuation——Taking Hefei's situation as an example

2015-2016年合肥市房价一路攀升,波动较为明显。为了研究合肥市房价的影响因素和波动情冴,首先建立多元线性回归模型研究房地产价栺与经济因素、供给因素和需求因素乊间的关系。然后对各个因素做相关性检验,发现各个因素乊间相关性较大,存在多重共线性。因此,为了剔除自变量乊间的相互影响,建立一元回归模型分别研究房价与各个因素乊间的关系。然后,建立GARCH(1,1),TARCH模型研究合肥市房价的波动情冴。最后得到相关的结论。

Since 2015, the housing price in Hefei has been soaring and fluctuating a lot. In order to find out the key factors that influence the housing price and study the fluctuating in housing price,I do a lot of research. First,I build a multiple linear regression model to study the relationship between the housing price and three factors,economic development,housing supplies,and housing demands. Second,I do some correlation tests on these three factors mentioned above, respectively,finding that housing price is closely related to these three factors. To be more specific, there is a multiple collineation between them.As a result of avoiding the mutual effects of independent variables,I build linear regression o f one-variable so as to study the relationships between housing price and economic development,housing price and housing supplies,housing price and housing demands. Then,I apply GARCH（1,1）, TGARCH to analyze the fluctuating in the housing price in Hefei. At last,I draw a conclusion.