| 基于格兰杰因果检验的电子商务与商业地产价格的实证分析 |
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| 引用本文： | 张宁,郭楠.基于格兰杰因果检验的电子商务与商业地产价格的实证分析[J].五邑大学学报(自然科学版),2014(2):25-29. |
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| 作者姓名： | 张宁 郭楠 |
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| 作者单位： | 中央财经大学中国精算研究院/保险学院,北京100081 |
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| 基金项目： | 教育部重点资助项目（11JJD790004）;中央财经大学青年创新团队项目;中国保险学会教保基金资助项目（2013-03）;中国人民财产保险股份有限公司灾害研究基金资助项目 |
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| 摘 要： | 运用格兰杰因果检验方法,探讨了电子商务的发展是否影响了商铺、商业地产的租售需求这一问题.通过对写字楼、商铺价格数据和电子商务规模数据进行检验,分析探讨了电子商务的发展与商业地产价格的关系.综合格兰杰因果检验及相关系数的计算结果,可以认为电子商务发展规模的扩大,降低了商铺、商业地产租售价格的上升趋势.基于这一结论,我们认为未来随着电子商务规模的不断扩大,商业地产价格上升的压力趋向于减小.
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| 关 键 词： | 电子商务 商业地产价格 协整检验 格兰杰因果检验 |
An Empirical Analysis of E-commerce and Commercial Real Estate Price Based on the Granger Causality Test |
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| ZHANG Ning,GUO Nan.An Empirical Analysis of E-commerce and Commercial Real Estate Price Based on the Granger Causality Test[J].Journal of Wuyi University(Natural Science Edition),2014(2):25-29. |
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| Authors: | ZHANG Ning GUO Nan |
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| Institution: | (China Actuarial Research Institute / Insurance Institute, Central University of Finance and Economics, Beijing 100081, China) |
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| Abstract: | This paper, using the Granger causality test method, studies whether the development of electronic commerce affects the rental demand for real shops and commercial real estate. By examining the price data of office buildings, shop spaces and the size of electronic commerce, the paper analyzes the relationship between the development of E-commerce and the price of commercial real estate. The calculation results obtained by using the Granger effect test and related coefficients show that the expansion of electronic commerce slows down the upward price trend of shop spaces and commercial real estate. This indicates that with the increasing expansion of E-commerce, the pressure for commercial real estate to appreciate will decrease. |
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| Keywords: | electronic commerce price of commercial real estate cointegration tests the Granger causality test |
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