| 我国房地产价格影响要素分析与趋势预测 |
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| 引用本文： | 柳冬,王雯珺,谢海滨,汪寿阳,陆凤彬.我国房地产价格影响要素分析与趋势预测[J].管理评论,2010(5). |
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| 作者姓名： | 柳冬 王雯珺 谢海滨 汪寿阳 陆凤彬 |
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| 作者单位： | 中国科学院研究生院管理学院;中国科学院数学与系统科学研究院; |
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| 摘 要： | 本文结合当前我国房地产市场的热点问题,应用多因素回归、状态空间模型及Kalman滤波等方法,对我国房地产价格走势进行预测;进而通过对房地产价格波动影响因素和时变性分析,得出对全国房地产市场走势的预期。由于金融危机后宏观经济不确定性增大,我们认为,2009年中期全国房地产价格指数将保持震荡下行趋势,全国房地产市场整体依然趋冷,本轮市场回调底部尚不明朗。
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| 关 键 词： | 房地产价格 状态空间模型 Kalman滤波 时变性 预测 |
Key Drivers and Future Trends of Housing Prices in China |
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| Liu Dong,Wang Wenjun,Xie Haibin,Wang Shouyang, Lu Fengbin.Key Drivers and Future Trends of Housing Prices in China[J].Management Review,2010(5). |
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| Authors: | Liu Dong Wang Wenjun Xie Haibin Wang Shouyang Lu Fengbin |
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| Institution: | Liu Dong1,Wang Wenjun1,Xie Haibin2,Wang Shouyang1,2, Lu Fengbin2(1.School of Management of Graduate University,Chinese Academy of Sciences,Beijing 100190,2.Academy of Mathematics , Systems Science,Beijing 100190) |
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| Abstract: | In this paper,by applying Multiple Regression,State Space Model,Kalman Filter methodologies,we forecast the price trend of Chinese real estate market in response to current hot topics.Based on the trend and time-varying analysis of the drivers of price fluctuations,we attempt to draw a predictive conclusion about the future trend of domestic real estate market.Given the higher macroeconomic uncertainty after the financial crisis,we believe domestic real estate price index will remain downward in turbulence ... |
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| Keywords: | real estate price state space model Kalman Filter time-varying forecasting |
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