基于VAR模型的商品房空置率与CPI关系研究

社会工作与管理 ›› 2012, Vol. 12 ›› Issue (2): 45-49.

基于VAR模型的商品房空置率与CPI关系研究

周金革,杨国清

广东工业大学管理学院,广东广州，510520

收稿日期:2011-09-10 出版日期:2012-03-15 发布日期:2012-03-15
作者简介:周金革（1986），男，硕士研究生；主要研究方向：土地资源管理与房地产开发。
基金资助:
广东省哲学社会科学基金项目“广东省碳减排的土地利用调控对策研究”(090-23)。

VARModel Based Research on the Relationship between Commercial Housing Vacancy Rate and CPI in China

ZHOU Jinge， YANG Guoqing

School of Management, Guangdong University of Technology, Guangzhou, Guangdong 510520, P. R. China

Received:2011-09-10 Online:2012-03-15 Published:2012-03-15

摘要/Abstract

摘要： 应用1995—2010年的统计数据分析了CPI和中国商品房空置率的关系，通过格兰杰因果检验分析了当前中国商品房空置率和CPI之间的格兰杰因果关系；通过脉冲响应分析，研究了当前中国商品房空置率和CPI相互之间的脉冲响应特性。格兰杰因果关系检验表明，CPI对中国商品房空置率存在单向的显著可信的格兰杰因果关系；脉冲响应分析的结果显示，CPI对商品房空置率的影响远大于后者对CPI的影响。研究结果表明，CPI对中国商品房空置率有着显著的单向作用，即CPI的上涨会带动空置率的上升。

关键词: 商品房空置率, CPI, VAR

Abstract: This paper analyzes not only the relationship between CPI and commercial housing vacancy rate (CHVR) in China according to the statistics of 19952010, but also the granger causality between current CHVR and CPI. Through the impulse response analysis, it analyzes the impulse response features between CHVR and CPI. The result of the granger causality test shows that CPI has a significant and reliable oneway impact on CHVR in China. The result of the impulse response analysis shows that CPI has a far greater influence on CHVR than vice versa. These research results show that the influence of CPI on CHVR is oneway, namely, the increase of CPI will result in the rise of CHVR.

Key words: commercial housing vacancy rate (CHVR), CPI, VAR, cointegration

周金革,杨国清. 基于VAR模型的商品房空置率与CPI关系研究[J]. 社会工作与管理, 2012, 12(2): 45-49.

ZHOU Jinge， YANG Guoqing. VARModel Based Research on the Relationship between Commercial Housing Vacancy Rate and CPI in China[J]. SOCIAL WORK AND MANAGEMENT, 2012, 12(2): 45-49.

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