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VAR模型框架下房地产价格波动与消费关系的实证研究 被引量:1

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摘要 本文基于消费的视角考察房地产业价格波动对我国宏观经济的影响。房地产业价格波动通过四种效应影响消费行为。在VAR模型框架下,本文通过脉冲响应函数和方差分解的方法,说明房地产业价格波动对消费具有显著的负影响,且这种影响迅速并集中在短期;房地产价格波动对于CPI具有正影响,而这种影响主要集中在中长期。
作者 周守亮
机构地区 东北财经大学
出处 《珞珈管理评论》 2010年第2期148-155,共8页 Luojia Management Review
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