摘要
针对房价与地价间相互因果关系的争论,本文根据2002年第三季度到2006年第四季度A城市房价和地价的数据,利用协整检验和Granger因果关系的计量方法,对二者关系进行了检验,结果发现房价与地价之间存在着互为因果的双向联系,但房价对地价有着重要影响,在两者关系中起主导作用。
Regarding the controversy about the causality relationship between house price and land price, this paper employs the measurement of co-integration test and Granger causality test to examine the relationship between house price and land price according to their respective quarterly data from 2002 to 2006 in A city. It is discovered discovers that there is mutual causality relationship between house price and land price. However, house price, which plays a dominant role, has an important effect on land price...
出处
《建筑经济》
北大核心
2006年第S1期127-130,共4页
Construction Economy
关键词
房价
地价
协整
GRANGER因果关系
house price
land price
co-integration test
Granger causality relationship
