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北京市房地产投资与经济增长的协整研究
The Co-integration Test between Real Estate Investment and Economic Increase of beijing
【摘要】 本文运用协整理论,对北京市1996-2006年间的房地产开发投资与GDP的数据进行分析研究,结果表明两者之间存在长期稳定的均衡关系,通过对其建立误差修正模型,可以看到两者之间存在长期均衡和短期波动的关系,房地产投资是经济增长的格兰杰原因。
【Abstract】 This article uses the theory of co- integration to analyze the relationship of real estate investment and GDP in Beijing from 1996 to 2006.The results indicate that there is the long- run equilibrium relationship between them.Through establishing the error correction model with them, it is can be seen the relationship between the long- run equilibrium and the short- run fluctuation.It is proved that the real estate investment is the economics growth’s Granger causality.
【关键词】 协整检验;
误差修正模型;
格兰杰因果检验;
【Key words】 Co- integration Test; Error Correction Model; Granger Causality Test;
【Key words】 Co- integration Test; Error Correction Model; Granger Causality Test;
- 【文献出处】 科技信息(科学教研) ,Science Information , 编辑部邮箱 ,2007年12期
- 【分类号】F293.3
- 【被引频次】16
- 【下载频次】283