| 基于变结构协整方法的房地产市场与证券市场关联性分析 |
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| 引用本文： | 李运蒙,朱帮助,钱鑫.基于变结构协整方法的房地产市场与证券市场关联性分析[J].数学的实践与认识,2011,41(1). |
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| 作者姓名： | 李运蒙 朱帮助 钱鑫 |
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| 作者单位： | 五邑大学经济管理学院,广东江门,529020 |
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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： | 运用变结构协整方法,对房地产市场与证券市场相关指数进行了实证分析,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存在变结构协整关系.同时讨论了变结构模型的应用效果,最后给出了一些相关的建议.
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| 关 键 词： | 协整 结构突变 房屋销售价格指数 地产指数 |
The Relevance Analysis between Real Estate Market and Stock Market Based on Structure Break Co-Integration Method |
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| LI Yun-meng,ZHU Bang-zhu,QIAN Xin.The Relevance Analysis between Real Estate Market and Stock Market Based on Structure Break Co-Integration Method[J].Mathematics in Practice and Theory,2011,41(1). |
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| Authors: | LI Yun-meng ZHU Bang-zhu QIAN Xin |
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| Abstract: | With the method of structure break co-integration,this article makes an empirical analysis on the relevance index between real estate market and the stock market.The results shows:in the considered range,the structure break co-integration existed between the house selling index and the real estate index.The article also discusses about the effect of the structure break model,and finally gives some proposals. |
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| Keywords: | co-integration structure break house selling price index real estate index |
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