| 我国商品房市场量价关系的实证分析 |
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| 引用本文： | 杨培培,邓长荣,马永开.我国商品房市场量价关系的实证分析[J].地质技术经济管理,2009(7):83-86. |
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| 作者姓名： | 杨培培 邓长荣 马永开 |
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| 作者单位： | 电子科技大学经济与管理学院,四川成都610054 |
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| 基金项目： | 国家自然科学基金项目《基于我国房地产市场的商品房预售合同研勋（70672104）;教育部新世纪优秀人才支持计划项目《基于我国证券市场的风险预算方法研究》（NCET-05-0811）. |
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| 摘 要： | 目前对房地产市场的研究主要集中于房价,而对量价关系的研究较少。鉴于此,文章利用1998～2008年的全国商品房季度数据,对我国商品房市场量价关系进行实证研究,并得出以下结论：从长期来看,我国商品房市场的交易量与价格之间存在协整关系;因果检验显示交易量是价格的格兰杰原因,反之则不成立;通过脉冲响应函数发现外界冲击导致了量价的一致波动且交易量对外界冲击的响应比房价更敏感。
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| 关 键 词： | 商品房市场 量价关系 格兰杰检验 VAR模型 脉冲响应函数 |
Empirical Analyze of the Pricevolume Correlation in the Commercial House Market of China |
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| Yang Peipei,Deng Changrong,Ma Yongkai.Empirical Analyze of the Pricevolume Correlation in the Commercial House Market of China[J].Geological Technoeconomic Management,2009(7):83-86. |
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| Authors: | Yang Peipei Deng Changrong Ma Yongkai |
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| Institution: | (University of Electronic Science Technology of China, Chengdu 610054, China) |
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| Abstract: | In this paper, we investigate the price-volume correlation in commercial house market, given that previous studies mainly focus on house prices. Through the quarterly data of commercial house price and trading volume dating from 1998 to 2008, some conclusions are obtained as follows： there is a co-integration relationship between price and trading volume in the long term; trading volume Granger causes price, but price does not Granger cause trading volume; the result of impulse response function indicates that exogenous shocks lead to the co-movements of price and trading volume, and trading volume is more sensitive to exogenous shocks than prices. |
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| Keywords: | commercial house market price-volume correlation granger causality test VAR Model impulse response function |
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