房地产供需分析的State space-Cobweb模型构建及应用研究

发布时间：2018-03-17 04:25

本文选题：房地产　切入点：状态空间模型　出处：《南京财经大学》2013年硕士论文　论文类型：学位论文

【摘要】：房地产行业目前已经成为我国的一个重要的支柱行业，而房价一直是房地产行业最为敏感的因素，，房价是否合理关系到房地产行业能否健康的发展。房价主要是由供求关系所决定的，因此，要解决房价问题就必须从研究房地产的供给和需求入手，因而，研究房地产的供给、需求、供求均衡和其影响因素，并且针对目前房地产市场上出现的问题，提出一系列保证房地产市场健康发展的对策建议，具有一定的理论意义和现实意义。本文在总结现有研究成果的基础上，考虑到经济结构的变化以及住房制度改革等因素的影响，各个因素在不同的时期对房地产市场的影响程度不同，确定了影响房地产市场供给和需求的主要因素，利用状态空间模型的理论构建了房地产市场的供需模型，然后通过建立的状态空间模型的分析找出出对供给和需求动态影响较大的因素，以此为基础，通过对原有的蛛网模型进行改进，分别在需求模型和供给模型中加入选出的影响较大的自变量，构建了改进的我国房地产市场的蛛网模型——State space-Cobweb模型，并对我国房地产市场进行了均衡分析。本文以全国的商品房市场为例，建立了全国商品房市场供需的Statespace-Cobweb模型，实证分析结果表明我国商品房市场属于发散型的蛛网，其价格和供需不会自动回到均衡状态，需要国家进行宏观调控，最后在实证分析的基础上给出了我国商品房及房地产市场调控的相关对策建议。
[Abstract]:The real estate industry has now become an important pillar industry in China, and housing prices have always been the most sensitive factor in the real estate industry. Whether the housing price is reasonable or not is related to the healthy development of the real estate industry. The housing price is mainly determined by the relationship between supply and demand. Therefore, in order to solve the housing price problem, we must start with the study of the supply and demand of the real estate, therefore, we must study the supply of the real estate. Demand, supply and demand balance and its influence factors, and in view of the problems in the current real estate market, put forward a series of countermeasures and suggestions to ensure the healthy development of the real estate market, which has a certain theoretical and practical significance. On the basis of summarizing the existing research results, considering the changes of economic structure and the impact of housing system reform and other factors, the impact of each factor on the real estate market is different in different periods. The main factors influencing the supply and demand of the real estate market are determined, and the supply and demand model of the real estate market is constructed by using the theory of the state space model. Then, through the analysis of the established state space model, we find out the factors that have a great influence on the supply and demand dynamics, and based on this, we improve the original cobweb model. By adding the selected independent variables into the demand model and the supply model, this paper constructs an improved cobweb model of China's real estate market, the State space-Cobweb model, and analyzes the equilibrium of the real estate market in China. Taking the commercial housing market in China as an example, this paper establishes the Statespace-Cobweb model of the supply and demand of the national commercial housing market. The empirical analysis results show that the commercial housing market in China is a diverging cobweb, and its price and supply and demand will not automatically return to equilibrium. Finally, on the basis of empirical analysis, the author gives the relevant countermeasures and suggestions on the regulation and control of commercial housing and real estate market in China.
【学位授予单位】：南京财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F299.23;F224

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