| 房地产价格理性泡沫检验方法剖析 |
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| 引用本文： | 张凌,贾生华.房地产价格理性泡沫检验方法剖析[J].技术经济,2007,26(7):96-98. |
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| 作者姓名： | 张凌 贾生华 |
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| 作者单位： | 浙江大学,房地产研究中心,杭州,310027 |
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| 摘 要： | 房地产市场价格周期波动是全球普遍存在的现象,对局部市场是否有泡沫出现研究者们还没有统一的判断方法,基于理性预期假设的泡沫检验是主流经济学的常用方法。本文对几种常用的理性泡沫检验方法,包括方差上限检验,West设定检验,单根和协整检验,RALS单根和协整检验,体制转换检验等进行了探讨,分析了其作为房地产泡沫检验手段的可行性和局限。
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| 关 键 词： | 房地产价格 理性泡沫 泡沫检验 |
| 文章编号： | 1002-980X（2007）07-0096-03 |
| 修稿时间： | 2007-02-05 |
Anatomy Test of Rational Bubble in Real Estate Price |
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| ZHANG Ling,JIA Sheng-hua.Anatomy Test of Rational Bubble in Real Estate Price[J].Technology Economics,2007,26(7):96-98. |
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| Authors: | ZHANG Ling JIA Sheng-hua |
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| Institution: | Center of Real Estaste Study,Zhejing University, Hangzhou 310027,China |
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| Abstract: | Fluctuations in price dynamics in real estate market is a common phenomenon in each country. A unified criterion about price bubbles in real estate has not been found yet. The test methods used by main-stream economics are based on rational expectation. This paper discussed those methods including Variance Bounds test, West Specification test, Unit root and Co-integration test, RALS Unit root and Co--integration test and regime-switching test, and pointed out their feasibilities and limitations. |
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| Keywords: | real estate price rational bubble bubble test |
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