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人民币汇率及汇率预期与我国房地产价格关系的实证分析
引用本文:谢太峰,赵树佼.人民币汇率及汇率预期与我国房地产价格关系的实证分析[J].河南金融管理干部学院学报,2013(9):3-8.
作者姓名:谢太峰  赵树佼
作者单位:首都经济贸易大学金融学院,北京100070
摘    要:采用我国2005年7月-2011年12月的月度数据,运用数量经济分析方法,在单整和协整检验的基础上,构建VAR模型,并利用Granger因果检验对我国房地产价格和人民币汇率以及汇率预期之间的内在关系进行实证分析。结果表明,人民币汇率及汇率预期与我国房地产价格之间不仅存在协整关系,而且存在Granger意义上的因果关系。

关 键 词:房地产价格  人民币汇率  汇率预期

An Empirical Analysis on Relationships between RMB Exchange Rate & Exchange Rate Expectation and Prices of Real Estate in China
XIE Taifeng,ZHAO Shujiao.An Empirical Analysis on Relationships between RMB Exchange Rate & Exchange Rate Expectation and Prices of Real Estate in China[J].Journal of Henan College of Financial Management Cadres,2013(9):3-8.
Authors:XIE Taifeng  ZHAO Shujiao
Institution:(College of Finance, Capital University of Economics & Business, Beijing , 100070, China )
Abstract:A quantitative economic study is conducted with monthly data from July 2005 to December 2011 in China ; a VAR model is established on the basis of integration and co-integration test, and an empirical analysis is made on the inherent relationships between China' s real estate prices and RMB exchange rate level & exchange rate expectation. The study results show that there is not only a long-term relevance but also a relationship of Granger Causality.
Keywords:the prices of real estate  RMB exchange rate  exchange rate expectation
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