| 陕西房地产价格与宏观经济变量的SVAR模型分析 |
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| 引用本文： | 王毓婕.陕西房地产价格与宏观经济变量的SVAR模型分析[J].西安财经学院学报,2011,24(2). |
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| 作者姓名： | 王毓婕 |
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| 作者单位： | 陕西师范大学,国际商学院,陕西,西安,710062 |
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| 基金项目： | 陕西省社会科学基金项目“陕西促进房地产市场稳定健康发展对策研究”(10E117) |
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| 摘 要： | 文章利用2005年8月至2010年3月陕西房地产价格和宏观经济数据,建立五变量SVAR模型,研究陕西房地产价格同宏观经济变量之间的脉冲响应关系。研究结果显示:货币政策对陕西房地产价格影响甚微,而宏观经济与陕西房地产价格之间具有相互长期显著影响,特别是房价上涨持续推高通胀。因此,要促进陕西房地产市场健康发展,需要增加陕西房地产市场供给,满足刚性需求并拓宽投资渠道,分流房地产的保值增值需求。
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| 关 键 词： | 陕西房地产价格 货币政策 宏观经济变量 SVAR模型 |
The SVAR Model Among the Housing Price and the Macroeconomic Variables: the Empirical Research on Shaanxi Real Estate Market |
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| WANG Yu-jie.The SVAR Model Among the Housing Price and the Macroeconomic Variables: the Empirical Research on Shaanxi Real Estate Market[J].Journal of Xi‘an Institute of Finance & Economics,2011,24(2). |
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| Authors: | WANG Yu-jie |
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| Institution: | WANG Yu-jie(School of International Business,Shaanxi Normal University,Xi'an 710062,China) |
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| Abstract: | Utilizing Shaanxi housing prices and macroeconomic data between August 2005 and March 2010,this paper studied the structural impulse effects among the fluctuation of Shaanxi real estate price and the macroeconomic variables with the five variable SVAR model,and found the money supply impulse did not influence the real estate price of Shaanxi significantly while the real estate price promoted the inflation to a higher stage in the long-run.To promote the healthy development of Shaanxi real estate market,we s... |
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| Keywords: | Shaanxi housing price monetary polices macroeconomic variables SVAR model |
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