| 房屋销售价格指数与地产指数关系的协整分析 |
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| 引用本文： | 李运蒙,钱鑫.房屋销售价格指数与地产指数关系的协整分析[J].数学的实践与认识,2010,40(20). |
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| 作者姓名： | 李运蒙 钱鑫 |
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| 作者单位： | 五邑大学经济管理学院; |
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| 基金项目： | 广东省自然科学基金，广东省软科学研究项目 |
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| 摘 要： | 对房屋销售价格指数和深交所地产指数的协整关系进行实证分析,并做了Granger因果检验,结果显示:在所考虑的数据区间房屋销售价格指数与地产指数确实存在协整关系,地产指数是引起房屋销售价格指数变化的原因,最后给出了一些相关的建议.
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| 关 键 词： | 协整 房屋销售价格指数 地产指数 证券市场 |
The Co-Integration Analysis between House Selling Price Index and Real Estate Index |
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| LI Yun-meng,QIAN Xin.The Co-Integration Analysis between House Selling Price Index and Real Estate Index[J].Mathematics in Practice and Theory,2010,40(20). |
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| Authors: | LI Yun-meng QIAN Xin |
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| Institution: | LI Yun-meng,QIAN Xin (Economic Management School,Wuyi University,Jiangmen Guangdong 529020,China) |
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| Abstract: | This article makes an empirical analysis on the co-integration relationship of house selling price index and real estate index in Shenzhen stock exchange,and conducted Granger test.The results shows that:in the range of a considered,the co-integration relationship between house selling price index and real estate index does exist,and house selling price index reason for the change is caused by real estate index.Finally gives some related proposals. |
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| Keywords: | co-integration house selling price index real estate index stock market |
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