四平市房价和地价的因果关系实证研究

An empirical study on the causality between housing price and land price in Siping City

以四平市为研究对象,采用了Granger因果检验、VAR模型、协整检验、VEC模型等方法,探讨了四平市房价和地价之间的因果关系,得出结论:短期内,四平市的房价和地价相互影响;长期内,房价的变动影响了地价;四平市的房价与地价之间存在长期均衡的稳定关系,房价和地价的相互影响作用、相互作用,表现房价每上升1%,地价就会上升0.61%;房价和地价不但相互影响,同时也会对自身产生影响,因此,在调控房价的同时,也要相应的控制地价的上涨。

The causal relationship between housing and land price in Siping City is discussed by taking Siping City as the research object and adopting many methods such as Granger causality test,VAR model,co-integration test and VEC model.It’thus concluded that:there exists mutual effect between housing and land price in Siping in the short-term run.However,the change in housing price has impact on the land price in the long-term run.There exists long-term equivalent stable relationship between housing and land price in Siping.The mutual effect and interaction of the housing and land price is presented the increase in the land price by 0.61%once the housing price is increased by 1%.There exists mutual effect between housing and land price,which also has effect on themselves two.Consequently,the rise in land price also should be controlled correspondingly while the housing price is controlled.