新建普通商品房价格指数匹配模型的稳健估计方法

Robust Estimation Method of Price Index Matching Model for Newly-built Commercial Housing

新建普通商品房占我国各城市房屋销售的主要部分,其准确的价格指数具有重要的经济与社会意义。本文在分析了国内外有关新建普通商品房价格指数编制方法的研究现状后,重点介绍了基于上下楼集合的匹配模型,并就其参数估计的计算问题研究了稳健估计方法的可行性与必要性,用一个商业银行按揭房贷数据进行了实例计算与分析。本文的模型与计算方法,满足房价指数的第3代标准,必将为我国新建普通商品房价格指数、二手房价格指数以及两个市场合并而编制一个统一的普通商品价格指数提供理论支持与实践方法。

It is of economical and social significance to compile an accurate price index for newly-built commercial housing.In this paper,based on analysis of the compilation method currently used at home and abroad,the matching model based on the upper and lower floor sets is mainly introduced,and the feasibility and necessity of the robust estimation method for the calculation of its parameter estimation are studied,and the calculation and analysis of a commercial bank's mortgage loan data are carried out.The modeling and calculation method in this paper can meet the third generation standard of house price index,which will provide theoretical support and practical methods for compiling a price index of newly built commercial housing,a price index of second-hand housing and a unified price index for a merged housing market of the two.