| 中国房地产财富效应之实证研究 |
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| 引用本文： | 郑晟,顾巧,马永开.中国房地产财富效应之实证研究[J].实验科学与技术,2011,9(1):184-188. |
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| 作者姓名： | 郑晟 顾巧 马永开 |
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| 作者单位： | 电子科技大学电子工程学院,成都,610054 |
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| 基金项目： | 电子科技大学本科生创新基金资助项目 |
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| 摘 要： | 选取从2001年第1季度~2008年第4季度的全国样本数据,结合股票市场财富效应,采用单位根检验、协整检验、G ranger因果检验和误差修正模型的方法进行实证分析,深入探讨了全国房地产财富效应。研究结果表明:就长期来看,房地产市场财富效应显著,并呈负方向影响消费,同时股票市场财富效应不明显;就短期而言,全国房地产市场财富效应及股票市场财富效应均不显著。并提出了相关政策建议。
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| 关 键 词： | 房地产财富效应 协整检验 Granger因果检验 误差修正模型 |
Empirical Study of Real Estate Wealth Effect of China |
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| ZHENG Zheng,GU Qiao,MA Yong-kai.Empirical Study of Real Estate Wealth Effect of China[J].Experiment Science & Technology,2011,9(1):184-188. |
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| Authors: | ZHENG Zheng GU Qiao MA Yong-kai |
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| Institution: | ZHENG Zheng,GU Qiao,MA Yong-kai(School of Electronic Engineering,University Science and Technology China,Chengdu 610054,China) |
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| Abstract: | To further study China's real estate wealth effect,the paper analyses the real estate wealth effect in stock market by making use of the ADF test,the Co-integration test,the Granger test and the error correction model between these samples from 2001 Q1 to 2008 Q4.The empirical results show that in long term real estate wealth effect is negative but the wealth effect of the stock market is not obvious.In short term,the wealth effect of housing and stock market are not obvious.Then the paper presents some sug... |
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| Keywords: | real estate wealth effect co-integration test Granger test error correction model |
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