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我国通货膨胀与房地产价格的相关性研究
引用本文:李慧丽,关涛. 我国通货膨胀与房地产价格的相关性研究[J]. 中国房地产, 2011, 0(11): 23-29
作者姓名:李慧丽  关涛
作者单位:华东师范大学商学院
摘    要:通货膨胀和房地产价格都是当前中国国民经济发展中遇到的热点问题,文章从探讨两者相关性出发,首先定性地讨论它们之间的有关理论和关系,然后通过实际数据,采用房地产价格、通货膨胀率、产出和利率等变量对其进行数据处理,再进行协整检验分析,由Granger因果检验得出我国房地产价格波动与通货膨胀率之间具有双向因果关系,最后给出了脉冲响应函数,得出结论:我国房地产价格波动与通货膨胀有一定的相关性。

关 键 词:通货膨胀  房地产价格  协整检验  Granger因果检验  脉冲响应函数

Research on the Correlation between and House Price in China
Li Huili Guan Tao. Research on the Correlation between and House Price in China[J]. China Real Estate, 2011, 0(11): 23-29
Authors:Li Huili Guan Tao
Affiliation:Li Huili Guan Tao
Abstract:Both Inflation and the price of real estate have been the heated issues during the process of Chinese economic development. This paper starts with the discussion of the correlation two issues, demonstrates the theories and relative relationship qualitatively, and then, price of housing, inflation rates, output and interest rates as variable data, conducting between the takes the a series of quantitative analysis including Johansen Cointegration Test, Granger Causality Test and the Impulse Response Function, and finally draws the conclusion: there are two-way causal relationship between Chinese housing price and inflation rate.
Keywords:Inflation   House price   Johansen cointegration test   Granger Causality Test   Impulse Re- sponse Function
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