我国房地产价格变动与物价总水平变动的关系

journal6 ›› 2008, Vol. 29 ›› Issue (4): 104-107.

我国房地产价格变动与物价总水平变动的关系

（湖南科技大学商学院，湖南湘潭 411201）

出版日期:2008-07-25 发布日期:2012-05-21
作者简介:廖湘岳（1967－），男，湖南湘乡人，湖南科技大学商学院副教授，博士，硕士生导师，主要从事房地产经济学研究.
基金资助:
教育部社科规划项目（06JA790032）；湖南省社科规划项目（07YBB232）；湖南省教育厅青年项目（B30509）

A Test on Relationship Between Real Estate Market Price and Overall Price Level in China

(Business School of Hunan University of Science and Technology,Xiangtan 411201,Hunan China)

Online:2008-07-25 Published:2012-05-21

摘要/Abstract

摘要：选取1998—2006年我国房地产价格指数、消费价格指数与生产资料价格指数等经济指标，利用计量经济学中的协整分析和Granger因果关系检验方法分析了房地产价格变动与物价总水平变动的关系.实证表明，房地产价格变化与物价总水平存在一定的长期关系，但这种关系是单向的，即房地产价格变动是物价总水平变动的Granger原因，而物价总水平的变动不是房地产价格变动的Granger原因，这说明了我国房地产背离了成本定价规律.

关键词： 房地产价格, 物价总水平, 因果关系

Abstract: This paper employs the data of the real estate market price index,CPI and PPI,and take the measurement of co-integration test and causality test to examine the relationship between the real estate market price and overall Price level from 1998 to 2007 in china.It discovers that there is a long-term equilibrium between real estate market price and overall Price level in china,But this kind of relationship is unidirectional.It is real estate market price is a Granger reason to overall Price level,but overall Price level is not Granger reason to real estate market price.It shows that real estate has departed from the cost fixed price rule.

Key words: real estate market price, overall Price level, Causality relationship

廖湘岳, 潘爱民. 我国房地产价格变动与物价总水平变动的关系[J]. journal6, 2008, 29(4): 104-107.

LIAO Xiang-Yue, PAN Ai-Min. A Test on Relationship Between Real Estate Market Price and Overall Price Level in China[J]. journal6, 2008, 29(4): 104-107.

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