Journal of Liaoning Petrochemical University

Journal of Liaoning Petrochemical University ›› 2017, Vol. 37 ›› Issue (1): 70-74.DOI: 10.3969/j.issn.1672-6952.2017.01.014

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Correlation Analysis among Real Estate Development Investment ,GDP and House Price in China

  

  • Received:2015-08-07 Revised:2015-10-25 Published:2017-02-24 Online:2017-03-16

房地产开发投资、GDP与我国房价的相关性分析

于 丹,秦 捷,方 丹,王 博,郐楚婷   

  1. 辽宁石油化工大学经济管理学院,辽宁抚顺113001
  • 作者简介:于丹(1978-),女,硕士,讲师,从事产业经济方面的研究;E-mail:yudansun@163.com。
  • 基金资助:
    辽宁省社会科学规划基金项目(L15AGL007)。

Abstract:

In recent years, due to excessive freedom, some real estate developers' speculation and other reasons, the real estate market prices drift influenced national welfare and the people's livelihood. So this problem needed to be solved. In order to explore the deep-seated reasons affecting China's housing prices, study the irrationality of housing prices and solve the problem, the time series data was selected from 2005 to 2014, using E-view analysis software, through cointegration test, Grainger causality test and generalized impulse response function method, analyzes the impact of China's GDP and real estate development investment to changes in prices. The research results showed that China's GDP had long-term stable equilibrium relationship of prices, and price influence of real estate development and investment gradually weakened with the passage of time.  
 

Key words: GDP, Real estate development investment, House price, Correlation;Cointegration test

摘要: 近年来,由于房地产市场的过度自由以及部分房地产开发商投机等原因,房价飘忽不定,是扼待解决的国民生计问题。为了探掘影响我国房价的深层次原因,并解决房价不合乎理性的问题,选取我国2005—2014年时间序列数据,运用E-view分析软件,通过协整检验、格兰杰因果关系检验和广义脉冲响应函数等方法,分析了我国GDP和房地产开发投资对房价的影响。研究结果表明,我国GDP对房价存在长期稳定的动态均衡关系,而房地产开发投资对房价的影响则随着时间的推移逐步减弱。

关键词: GDP, 房地产开发投资, 房价, 相关关系, 协整检验

Cite this article

YuDan, QinJie, FangDan, WangBo, KuaiChuting. Correlation Analysis among Real Estate Development Investment ,GDP and House Price in China[J]. Journal of Liaoning Petrochemical University, 2017, 37(1): 70-74.

于 丹, 秦 捷, 方 丹, 王 博, 郐楚婷. 房地产开发投资、GDP与我国房价的相关性分析[J]. 辽宁石油化工大学学报, 2017, 37(1): 70-74.