统计研究

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中国城市住房价格的空间效应与滞后效应研究

张谦等   

  • 出版日期:2016-07-15 发布日期:2016-07-06

The spatial effect and lag effect of urban house price in China

Zhang Qian et al.   

  • Online:2016-07-15 Published:2016-07-06

摘要:

首先借鉴适应性预期和理性预期的相关思想,构建新的住房价格预期形式,并将其引入住房存量调整模型,从预期的角度上分析不同城市住房价格之间相互影响的机制。其次运用探索性空间数据分析工具研究了2002-2013年中国35个城市房价空间分布特征,结果显示城市住房价格之间存在显著的正空间自相关性;城市房价的空间相关性随城市空间距离的增加而趋于减弱;城市房价的空间相关性随时间的推移逐步增强。最后通过构建空间动态面板模型实证研究城市房价在时间和空间上的特征,分析发现我国城市住房价格互动存在显著的时间滞后效应、空间溢出效应和空间滞后效应。

关键词: 城市房价, 房价预期, 空间动态面板模型

Abstract:

Firstly, a new expectation expression of house price is constructed adapted from adaptive expectation and rational expectation models, then it is introduced to the housing stock adjustment model to analyze the interactions among different cities` housing prices. Secondly, the spatial distribution characteristics of 35 major cities` housing prices is studied by spatial data analysis tools, which indicates that house prices have significantly positive spatial correlations; urban housing spatial correlation decrease with the increase of the space distance; urban housing spatial correlation increase gradually. Finally, it is found that there is a significant time lag effect and spatial spillover effect among China's urban housing prices by constructing a spatial dynamic panel model.

Key words: urban house price, expectation of house price, spatial dynamic panel model