| 中国房地产开发投资与GDP的互动关系 |
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| 引用本文： | 沈悦,刘洪玉. 中国房地产开发投资与GDP的互动关系[J]. 清华大学学报(自然科学版), 2004, 44(9): 1205-1208 |
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| 作者姓名： | 沈悦 刘洪玉 |
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| 作者单位： | 清华大学,建设管理系,北京,100084 |
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| 基金项目： | 国家自然科学基金重点项目 ( 7993 0 5 0 0 ) |
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| 摘 要： | 通过 Granger因果检验 ,分析当前中国房地产开发投资和国内生产总值 GDP之间的 Granger因果关系 ;通过广义脉冲响应分析和方差分解分析 ,研究当前中国房地产开发投资和 GDP相互之间的脉冲响应特性。 Granger因果关系检验表明 ,GDP对房地产开发投资存在单向的显著可信的 Granger因果关系 ;广义脉冲响应与方差分解的结果显示 ,GDP对房地产开发投资的影响远大于后者对 GDP的影响。研究结果表明 ,GDP对房地产开发投资有着显著的单向作用 ,当前 GDP的走势对于房地产业的发展有着决定性的影响
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| 关 键 词： | 房地产开发投资 GDP Granger因果检验 广义脉冲响应函数 方差分解 |
| 文章编号： | 1000-0054(2004)09-1205-04 |
| 修稿时间： | 2003-07-30 |
Relationship between real estate development investment and GDP in China |
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| SHEN Yue,LIU Hongyu. Relationship between real estate development investment and GDP in China[J]. Journal of Tsinghua University(Science and Technology), 2004, 44(9): 1205-1208 |
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| Authors: | SHEN Yue LIU Hongyu |
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| Abstract: | After the Asian financial crisis in 1997, closer attention was focused on keeping a healthy relation ship between real estate development investment and the GDP in China. The Granger causality test, generalized impulse response function, and variance decomposition analysis were used to study the relation between real estate development investment and the GDP in China. The Granger causality test shows that there is one-way remarkable Granger causality relationship from GDP to real estate development investment. The generalized impulse response and variance decomposition analysis indicate that the impact of the GDP on real estate development investment is much larger than that of real estate investment on the GDP. Therefore, the results show that GDP strongly affects real estate development investment and the GDP openth treads strongly affect the development of the real estate industry. |
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| Keywords: | real estate development investment GDP Granger causality test generalized impulse response function variance decomposition analysis |
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