房地产市场风险识别及预警:文献综述及研究方向
发布时间：2018-08-26 08:42
【摘要】：因房价持续上涨引起的房地产市场风险加大已经成为系统性金融风险的主要爆发源之一。本文遵循"识别风险来源→分析传导效应→预警风险程度→防范危机发生"的逻辑思路,分别从房地产市场风险的生成原因、传导效应和预警体系等3个方面梳理了国内外现有研究文献,简要评价了现有研究的贡献及存在不足,并指出了今后研究的主要方向:如何从房地产市场风险生成和传导的动态演进机制出发,提出识别和预警房地产市场风险的科学命题(或理论研究假设);怎样从房地产市场运行的特殊性和复杂性出发,发掘前沿研究方法,实证研究房地产市场风险的动态传导效应;如何建立一套风险预警体系,防范中国房地产市场风险演化为金融危机。
[Abstract]:Increasing real estate market risk caused by rising house prices has become one of the main sources of systemic financial risks. This paper follows the logic thinking of "identify the source of risk and analyze the conduction effect and the degree of warning risk and prevent the occurrence of crisis", respectively from the real estate market risk generation reasons, Three aspects, conduction effect and early warning system, are reviewed, and the contributions and shortcomings of the existing research are briefly evaluated. It also points out the main direction of future research: how to proceed from the dynamic evolution mechanism of risk generation and transmission in real estate market. This paper puts forward the scientific proposition (or theoretical hypothesis) of identifying and forewarning real estate market risks, how to explore the frontier research methods from the particularity and complexity of real estate market operation, and how to empirically study the dynamic conduction effect of real estate market risks. How to establish a set of risk warning system to prevent Chinese real estate market risk from evolving into financial crisis.
【作者单位】： 西安交通大学经济与金融学院;
【基金】：国家自然科学基金项目“面向金融安全的房地产市场风险识别及预警研究”(71373201) 国家社会科学基金项目“基于房价过度波动的系统性金融风险研究”(12BJY155) 西安交通大学基本科研业务费项目“中国房地产风险预警研究”
【分类号】：F299.23
[Abstract]:Increasing real estate market risk caused by rising house prices has become one of the main sources of systemic financial risks. This paper follows the logic thinking of "identify the source of risk and analyze the conduction effect and the degree of warning risk and prevent the occurrence of crisis", respectively from the real estate market risk generation reasons, Three aspects, conduction effect and early warning system, are reviewed, and the contributions and shortcomings of the existing research are briefly evaluated. It also points out the main direction of future research: how to proceed from the dynamic evolution mechanism of risk generation and transmission in real estate market. This paper puts forward the scientific proposition (or theoretical hypothesis) of identifying and forewarning real estate market risks, how to explore the frontier research methods from the particularity and complexity of real estate market operation, and how to empirically study the dynamic conduction effect of real estate market risks. How to establish a set of risk warning system to prevent Chinese real estate market risk from evolving into financial crisis.
【作者单位】： 西安交通大学经济与金融学院;
【基金】：国家自然科学基金项目“面向金融安全的房地产市场风险识别及预警研究”(71373201) 国家社会科学基金项目“基于房价过度波动的系统性金融风险研究”(12BJY155) 西安交通大学基本科研业务费项目“中国房地产风险预警研究”
【分类号】：F299.23
【参考文献】
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