格兰杰因果关系检验模型分析与应用

目的 分析格兰杰因果关系检验模型,应用格兰杰因果检验模型检验房地产市场中的地价与房价之间的因果关系.方法 修正了沈阳市地价与房价的环比价格指数,对沈阳市地价与房价之间的关系进行平稳性检验,协整检验和格兰杰因果检验.结果 沈阳市房价是地价的格兰杰原因,房价的上涨会带动地价的上涨;而地价不是房价的格兰杰原因,但地价作为房价的重要组成部分,对房价有一定的影响作用.土地只是构成房地产的一个生产要素,其需求的变化是受房屋市场需求变化影响的,房屋市场供不应求,价格上涨,才使开发商对土地的需求增加,造成地价上涨.结论 土地招标、拍卖和挂牌政策的实施不是造成房价上涨的主要原因.

Analysis and Application of Granger Causality Test Model

This paper introduces Granger causality test model and uses the model to analyze the causal relationship between land price and housing price in the real estate.It adjusts the link index between housing sales prices and land dealing prices.And the ADF test,Co-integration test and Granger causality test are applied to analyze the causal relationship between land price and housing prices in Shenyang.The test results show that housing price is the Granger cause of land price and housing price will raise land p...