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| 房价波动与CPI关系的计量分析 | |
| 引用本文： | 邱雅. 房价波动与CPI关系的计量分析[J]. 北京工商大学学报(社会科学版), 2011, 26(1) |
| 作者姓名： | 邱雅 |
| 作者单位： | 北京工商大学经济学院; |
| 基金项目： | 国家社科基金项目(08BJY123); 教育部人文社会科学研究项目(10YJA790271) |
| 摘 要： | 2004年以来我国房价涨幅过高,房价指数波动加剧。但房价的变动并没有体现在我国居民消费价格指数(CPI)中。通过对房屋销售价格指数与居民消费价格指数关系的计量分析,证实了二者间不仅有比较显著的相关关系,而且存在因果关系,房屋销售价格指数是居民消费价格指数的格兰杰(Granger)原因。在格兰杰因果关系分析的基础上,以房屋销售价格指数作为外生变量,建立了居民消费价格指数的自回归分布滞后模型,具体量化了房屋销售价格指数对居民消费价格指数的影响。 |
| 关 键 词： | 房屋销售价格指数 居民消费价格指数(CPI) 自回归分布滞后模型 |
Econometric Analysis on the Relationship between Housing Price Index and Consumer Price Index |
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| Qiu Ya. Econometric Analysis on the Relationship between Housing Price Index and Consumer Price Index[J]. Journal of Beijing Technology and Business University:Social Science, 2011, 26(1) | |
| Authors: | Qiu Ya |
| Affiliation: | Qiu Ya(School of Economics,Beijing Technology and Business University,Beijing 100048,China) |
| Abstract: | The sales price of houses has risen rapidly since 2004,and its index fluctuates.But the change of sales price of houses is not included in the consumer price index.This paper analyzes the relationship between sales price index of houses and consumer price index.It is found that sales price index of houses is the Granger cause of consumer price index.Then an auto-regressive distributed lag model is established,which demonstrates the quantitative effect of sales price index of houses on consumer price index. |
| Keywords: | sales price index of houses consumer price index(CPI) auto-regressive distributed lag model |
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