基于时空模型的区域房地产价格扩散效应研究

文章通过研究区域房价的扩散效应来把握我国区域房地产市场的波动规律.采用价格扩散模型及时空脉冲响应函数对全国30个省市自治区2001M1-2014M12的房价进行实证,重点考察了北京、上海、海南和浙江四个主导区域房价变动对所有区域房价的影响,结果表明:1)北京房价变动的影响,主要是向华北、西南和西北地区扩散;上海房价变动的影响,主要是向华东、西南、华北和华中地区扩散;海南房价变动的影响范围较小,主要是向华东地区扩散;浙江房价变动的影响,主要是向华东、西南、西北地区扩散.2)目前对区域房价的直接调控可能比通过别的区域房价来影响的间接调控更有效;即使海南区域房地产泡沫破灭,短期内也不一定能引发全国性的房地产市场危机.3)在调控方面,对北京的房价调控应是持续性的,对上海、海南的房价调控可以是阶段性的,而对浙江房价的调控应该谨慎.

The diffusion effect of regional house prices based on the spatial-temporal model

This paper aims to understand the fluctuation of China's regional real estate market through the diffusion effects of regional house prices. Using the price diffusion model and the spatial and temporal impulse response function to study the house prices of 30 regions nationwide with the data covering from 2001M1-2014M12, this paper mainly focuses on the impacts respectively from the house price changes from Beijing, Shanghai, Hainan and Zhejiang as four dominant regions on the house price changes of all the regions. As the results show:1) House price changes from Beijing mainly diffuse to the North China, the Southwest and the Northwest. House price changes from Shanghai mainly diffuse to the East China, the Southwest, the North China and the Central China. House price changes from Hainan affect a small range of regions, and mainly diffuse to the East China. House price changes from Zhejiang mainly diffuse to the East China, the Southwest and the Northwest. 2) Currently it is more effective to impact the house price of one region itself directly than to influence the house price by other regional prices indirectly. Even if the so-called house price bubble in Hainan bursted, it may not be able to trigger a nationwide real estate market crisis in the short term. 3) In the house price regulation, price regulation should be sustainable for Beijing, phased for Shanghai and Hainan, and with cautious for Zhejiang.