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

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.

关键词： CHVR CPI VAR Cointegration

作者: YANG GUOQING ZHOU JINGE

作者单位: Land and Real Estate Research center,The Technology of Guangdong University,Guangzhou,510520,China

会议类型: 国际会议

会议名称: 2011 3rd International Conference on Computer Technology and Development(2011第三届计算机技术与发展国际会议 ICCTD2011)

会议地点: 成都

会议语种:英文

页码: 2191-2195

在线出版日期: 2011-11-25（万方平台首次上网日期，不代表论文的发表时间）