A Granger Cause Test Applied to Studying Relativity between Housing Price Indez and Nations Macro Economy

摘要：

Based on quarter data, we test the Co-integrated relation of Chinas Real Estate Price Index and Macro Influencing Factors. I find that the Macro Economy and the RE market have the same trend. The conclusion that they influence each other comes from the test of Granger cause test. The result above is very useful to making policy for government.

关键词： Co-integrate Principal Components Estimate Granger Cause Test

作者: LI lihong GAO yan JIANG junna

作者单位: College of Sciences, Hebei Polytechnic University, Tangshan, Hebei, P.R.China, 063009

会议类型: 国际会议

会议名称: 2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)

会议地点: 烟台

会议语种:英文

页码: 1-4

在线出版日期: 2008-08-14（万方平台首次上网日期，不代表论文的发表时间）