RESEARCH ON THE INFLUENCING EFFECT BETWEEN COMMERCIAL HOUSING VACANCY AND CPI IN CHINA BASED ON VAR MODELS

被引：0

作者：

Yang Guoqing ^{[1
]}

Zhou Jinge ^{[1
]}

机构：

[1] Technol Guangdong Univ, Land & Real Estate Res Ctr, Guangzhou 510520, Guangdong, Peoples R China

来源：

2011 3RD INTERNATIONAL CONFERENCE ON COMPUTER TECHNOLOGY AND DEVELOPMENT (ICCTD 2011), VOL 3 | 2012年

关键词：

CHVR; CPI; VAR; Cointegration;

D O I：

暂无

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The cointegration test, granger causality test, VAR model, impulse response function and other econometric methods are used in this paper to analyze the influencing effect between commercial housing vacancy rate and CPI and its delay impact. The results show that there is a long-term equilibrium relationship between commercial housing vacancy rate and CPI in China. There are at least one cointegration relationship between CHVR and CPI. The past values of the CPI appear to contain information which is useful for forecasting changes in the CHVR. CPI has a significant effect on CHVR and CPI rising drives CHVR.

引用

页码：573 / 577

页数：5

共 9 条

[1] INVESTIGATING CAUSAL RELATIONS BY ECONOMETRIC MODELS AND CROSS-SPECTRAL METHODS [J].