| 基于空间面板数据的中国房地产市场财富效应研究 |
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| 引用本文： | 李成武,李婷. 基于空间面板数据的中国房地产市场财富效应研究[J]. 东北大学学报(社会科学版), 2010, 12(5): 402-408,414 |
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| 作者姓名： | 李成武 李婷 |
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| 作者单位： | 东北财经大学,统计学院,辽宁,大连,116025;中央财经大学,金融学院,北京,100081 |
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| 摘 要： | 目前,人们对股市财富效应的研究已较为成熟。相比之下,对于房地产市场财富效应的研究却不是十分透彻。采用空间面板数据分析方法,研究了1999—2008年以来我国房地产市场价格的空间特征和财富效应。研究结果表明：31个省市区的房地产价格和城镇居民日常消费均呈现出空间聚集趋势,而且东部和中西部地区的空间聚集现象较为明显;空间相邻关系对人们的长期消费具有显著影响;从全国范围来看,房地产市场呈现出负向财富效应。
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| 关 键 词： | 房地产市场 财富效应 空间面板数据 |
On the Wealth Effect of China's Real Estate Market Studied with Spatial Panel Data |
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| LI Cheng-wu,LI Ting. On the Wealth Effect of China's Real Estate Market Studied with Spatial Panel Data[J]. Journal of Northeastern University(Social Science), 2010, 12(5): 402-408,414 |
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| Authors: | LI Cheng-wu LI Ting |
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| Affiliation: | LI Cheng-wu1,LI Ting2(1.School of Statistics,Dongbei University of Finance & Economics,Dalian 116025,China,2.School of Finance,Central University of Finance and Economics,Beijing 100081,China) |
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| Abstract: | Nowadays the wealth effect of stock market has been studied in depth,but the study on the wealth effect of real estate market is not so fruitfully in China.The spatial panel data from the year 1999 to 2008 are used to study the spatial aggregation and wealth effect of China's real estate market price,based on spatial autoregression model.The results show that both the real estate price and daily consumption of urban residents in 31 provinces tend to spatial aggregation which is comparatively obvious in the ... |
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| Keywords: | real estate market wealth effect spatial panel data |
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