我国住房价格空间传导效应研究
发布时间：2018-08-22 18:29
【摘要】：房地产业是关系到国计民生的重要产业,其发展与宏观经济、政策法规以及土地市场等多方面因素息息相关,全面合理地分析房地产市场的空间传导效应,加强对房地产价格形成机理的研究,有助于更好地把握我国房地产市场价格整体走势,同时为政府宏观调控政策的制定提供理论依据。 本文运用单位根检验、协整检验、格兰杰因果关系检验、脉冲响应函数分析以及方差分解分析方法从区域间、区域内部以及城市内部三个层面对我国住房价格空间传导效应进行了分析。 研究结果表明,住房价格空间传导效应在我国普遍存在,但是不同层面的表现形式有所不同。在区域间这一层面,空间传导效应体现为深圳传导到北京,同时北京传导到上海。在同一区域内部,体现为中心城市传导到周边城市,同时地位相当的城市间存在双向传导效应。而以上海市不同区域为例,我们发现同一城市内部由于不同区域间距离相对较近,空间传导效应较为复杂；此外,不同于区域层面空间传导效应体现为中心城市传导到周边城市,上海市市郊房价对市区房价的空间传导效应更强。 通过理论与实证分析,本文最后从空间传导效应的角度对房地产行业宏观调控政策给出了一定的建议,并提出了研究展望。
[Abstract]:The real estate industry is an important industry related to the national economy and the people's livelihood. Its development is closely related to many factors, such as macro economy, policies and regulations, land market and so on. The spatial conduction effect of the real estate market is comprehensively and reasonably analyzed. Strengthening the study on the formation mechanism of real estate price is helpful to better grasp the overall trend of real estate market price in our country and to provide the theoretical basis for the formulation of government macro-control policy at the same time. In this paper, we use the unit root test, cointegration test, Granger causality test, impulse response function analysis and variance decomposition analysis from the region, This paper analyzes the spatial conduction effect of housing price in China from three aspects: regional and urban. The results show that the spatial conduction effect of housing price exists widely in China, but the different levels of the different forms of expression. At the regional level, the effect of spatial conduction is from Shenzhen to Beijing and Beijing to Shanghai. Within the same region, the central city is transmitted to the surrounding city, and the two-way conduction effect exists among the cities with the same status. Taking different regions of Shanghai as an example, we find that the spatial conduction effect is more complex in the same city because the distance between different regions is relatively close. Different from the spatial conduction effect in the regional level, the spatial conduction effect of the housing price in the suburbs of Shanghai is stronger than that of the central city to the surrounding city. Through theoretical and empirical analysis, this paper finally gives some suggestions on macro-control policies of real estate industry from the perspective of spatial conduction effect, and puts forward a research prospect.
【学位授予单位】：复旦大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F299.23;F224
本文编号：2197944
[Abstract]:The real estate industry is an important industry related to the national economy and the people's livelihood. Its development is closely related to many factors, such as macro economy, policies and regulations, land market and so on. The spatial conduction effect of the real estate market is comprehensively and reasonably analyzed. Strengthening the study on the formation mechanism of real estate price is helpful to better grasp the overall trend of real estate market price in our country and to provide the theoretical basis for the formulation of government macro-control policy at the same time. In this paper, we use the unit root test, cointegration test, Granger causality test, impulse response function analysis and variance decomposition analysis from the region, This paper analyzes the spatial conduction effect of housing price in China from three aspects: regional and urban. The results show that the spatial conduction effect of housing price exists widely in China, but the different levels of the different forms of expression. At the regional level, the effect of spatial conduction is from Shenzhen to Beijing and Beijing to Shanghai. Within the same region, the central city is transmitted to the surrounding city, and the two-way conduction effect exists among the cities with the same status. Taking different regions of Shanghai as an example, we find that the spatial conduction effect is more complex in the same city because the distance between different regions is relatively close. Different from the spatial conduction effect in the regional level, the spatial conduction effect of the housing price in the suburbs of Shanghai is stronger than that of the central city to the surrounding city. Through theoretical and empirical analysis, this paper finally gives some suggestions on macro-control policies of real estate industry from the perspective of spatial conduction effect, and puts forward a research prospect.
【学位授予单位】：复旦大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F299.23;F224
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，本文编号：2197944
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