| 用分形理论探讨中国大陆房地产市场波动性 |
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| 引用本文： | 谭峻,朱传梅. 用分形理论探讨中国大陆房地产市场波动性[J]. 中国房地产, 2014, 0(1): 11-18 |
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| 作者姓名： | 谭峻 朱传梅 |
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| 作者单位： | 中国人民大学房地产信息中心,北京100872 |
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| 摘 要： | 对1998年住房制度改革以来中国大陆房地产业进行研究，揭示房地产市场波动的分形性质，正确认识和把握房地产市场波动规律。利用分形理论及重标极差分析法（R／S法）分析中国大陆房地产市场波动现象。通过对中国大陆房地产市场1998年1月到2013年1月的房地产合成增长率指数和国房景气指数进行R／S分析，结果表明赫斯特指数大于0．5，证明中国大陆房地产市场波动具有分形特性，波动的平均循环长度约为50—60个月。
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| 关 键 词： | 房地产波动 分形理论 R S分析法 赫斯特指数 |
Research on the Real Estate Market Fluctuation in China Mainland Based on Fractal Theory |
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| Tan Jun Zhu Chuanmei. Research on the Real Estate Market Fluctuation in China Mainland Based on Fractal Theory[J]. China Real Estate, 2014, 0(1): 11-18 |
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| Authors: | Tan Jun Zhu Chuanmei |
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| Affiliation: | Tan Jun Zhu Chuanmei |
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| Abstract: | The purpose of this paper is to reveal the fractal nature of the real estate industry fluctuation since the housing system reform in 1998 and to understand and grasp the law of real estate fluctuations. Methods of rescaled range analysis and fractal theory are used to do this study The analysis of growth rate of real estate and real estate climate index of Chinese real estate market from Jan. 1998 to Jan. 2013 shows that Hurst index is greater than 0.5 and proves that Chinese real estate industry fluctuation has fractal characteristics. China＇ s real estate fluctuation average cycle length is approximately 50 to 60 months |
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| Keywords: | Real estate fluctuation Fractal theory R/S analysis Hearst index |
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