基于二值响应模型的房地产泡沫预警方法研究

统计研究 ›› 2007, Vol. 24 ›› Issue (9): 85-89.

基于二值响应模型的房地产泡沫预警方法研究

陈日清李雪增

东北财经大学

收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2007-09-15 发布日期:2007-09-15

Study on the Early Warning Method of Real Estate Bubble

Chen Riqing;Li Xuezeng

Received:1900-01-01 Revised:1900-01-01 Online:2007-09-15 Published:2007-09-15

摘要/Abstract

摘要： 本文在总结国内外房地产泡沫预警研究的基础上，论述了二值响应模型在房地产泡沫预警研究中的应用，并以日本为例进行了实证研究。结果表明，二值响应模型在房地产泡沫预警中有比较准确的预测作用。另外，与徐滇庆(2000)的研究不同，有关股市价值的相关变量并不能对房地产泡沫起到明显的预警作用。

关键词: 房地产泡沫预警, 二值响应模型

Abstract: This paper investigates the application of binary response model, studies on the early warning of real estate bubble based on the current research and takes Japanese real estate market for example to do the empirical study. As a result, the binary response model is a comparatively exact forecasting method and this result differs from Xu’s study.

Key words: Early warning of real estate bubble, Binary response model

陈日清李雪增. 基于二值响应模型的房地产泡沫预警方法研究[J]. 统计研究, 2007, 24(9): 85-89.

Chen Riqing, Li Xuezeng. Study on the Early Warning Method of Real Estate Bubble[J]. Statistical Research, 2007, 24(9): 85-89.