房地产信心指数短期预测研究

发布时间：2018-01-14 04:23

本文关键词：房地产信心指数短期预测研究　出处：《大连理工大学》2013年硕士论文　论文类型：学位论文

【摘要】：房地产业在我国国民经济中占有重要地位,能够起到拉动内需,实现城镇化的作用,而且产业链长,带动耐用品、建材等相关产业的发展,进而促进经济的发展。同时,房地产业又与民生问题息息相关。因此,房地产市场发展的研究显得尤为重要。近几年,政府大力调控房地产市场,尤其是2011年和2012年以来土地供应的调整、限购令和房产税等政策的实施,2013年2月又出台了新“国五条”,加强市场调控的决策部署,完善住房供应体系,抑制投资投机性购房行为等。这一系列的举措直接对市场参与主体产生心理影响,进而影响一定时期内房地产市场的发展变化趋势。因此,从房地产市场供需角度,综合考虑市场参与主体的态度和心理预期,本文建立了房地产信心指数体系,并选择合适的方法对其进行短期预测研究。首先,在基础理论之上,综合考虑现阶段房地产市场现状以及影响因素,构建房地产信心指数指标体系,进而获得描述市场状况的房地产信心指数数值,为后续的预测研究做准备。其次,在已构建的房地产信心指数基础上进行短期预测的建模研究。本文将计量经济中的向量自回归模型(VAR)运用到房地产指数领域,并结合消费者信心指数和企业家信心指数对房地产信心指数进行短期预测。另外,采用灰色预测模型对房地产信心指数进行预测,并对两种方法的预测精度进行分析和比较。为进一步提高房地产信心指数的预测精度,在前两种模型的基础上提出基于预测结果的组合预测方法研究。结果证实,组合预测比单一预测方法的预测评价指标值更优,预测效果好。最后,以辽宁省2002-2012年的季度数据为例,构建房地产信心指数,并利用VAR模型、灰色预测模型和组合预测进行短期预测和分析。在说明房地产信心指数可行性的基础上,对指数的短期预测模型实用性进行了论证。
[Abstract]:The real estate industry plays an important role in the national economy, can stimulate domestic demand, realize the role of urbanization, and the long industrial chain, driving the development of durable goods, building materials and other related industries. At the same time, the real estate industry is closely related to people's livelihood. Therefore, the research on the development of real estate market is particularly important. In recent years, the government has made great efforts to regulate the real estate market, especially the adjustment of land supply since 2011 and 2012, the implementation of restrictions and property tax policies. In February 2013, a new "National five" was introduced to strengthen the decision-making arrangements for market regulation and control, and to improve the housing supply system. This series of measures have a direct psychological impact on the market participants, and then affect the real estate market development and change trend in a certain period of time. From the point of view of supply and demand of real estate market and considering the attitude and psychological expectation of market participants, this paper establishes the index system of real estate confidence, and selects the appropriate method to study the short-term prediction. First of all, on the basis of the basic theory, considering the current situation of the real estate market and its influencing factors, the index system of the real estate confidence index is constructed, and then the real estate confidence index value describing the market situation is obtained. Prepare for subsequent prediction studies. Secondly, on the basis of the established index of real estate confidence, the short-term forecasting model is studied. In this paper, the vector autoregressive model in econometrics is applied to the field of real estate index. Combined with consumer confidence index and entrepreneur confidence index to predict the short-term real estate confidence index. In addition, the grey forecasting model is used to forecast the real estate confidence index. The prediction accuracy of the two methods is analyzed and compared in order to further improve the prediction accuracy of the real estate confidence index. On the basis of the first two models, the combined prediction method based on the prediction results is proposed. The results show that the combined prediction method is better than the single prediction method in the prediction evaluation index value and the prediction effect is good. Finally, taking the quarterly data of Liaoning Province from 2002 to 2012 as an example, the real estate confidence index is constructed and the VAR model is used. On the basis of explaining the feasibility of the real estate confidence index, the practicability of the short-term forecasting model of the index is proved.
【学位授予单位】：大连理工大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F299.23

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