统计研究
統計研究
통계연구
Statistical Research
2014年
2期
75~80
,共null页
房价波动 投入产出模型 结构向量自回归模型 动态模拟
房價波動 投入產齣模型 結構嚮量自迴歸模型 動態模擬
방개파동 투입산출모형 결구향량자회귀모형 동태모의
Housing Price Volatility; Input-output Model; SVAR Model; Dynamic Simulation
本文运用投入产出模型和结构向量自回归模型模拟房价波动对国民经济各部门、社会再生产各环节价格水平影响的结果表明：从横向上看，房价波动与各产业部门价格波动之间存在着较为稳定的正相关关系，且房价波动对国民经济各产业部门价格影响程度呈现出有规律的分布特征；从纵向上看，房价波动与生产环节和消费环节价格之间具有同向的变动特征，房价波动首先传导到生产环节，再由生产环节传导到消费环节。
本文運用投入產齣模型和結構嚮量自迴歸模型模擬房價波動對國民經濟各部門、社會再生產各環節價格水平影響的結果錶明：從橫嚮上看，房價波動與各產業部門價格波動之間存在著較為穩定的正相關關繫，且房價波動對國民經濟各產業部門價格影響程度呈現齣有規律的分佈特徵；從縱嚮上看，房價波動與生產環節和消費環節價格之間具有同嚮的變動特徵，房價波動首先傳導到生產環節，再由生產環節傳導到消費環節。
본문운용투입산출모형화결구향량자회귀모형모의방개파동대국민경제각부문、사회재생산각배절개격수평영향적결과표명：종횡향상간，방개파동여각산업부문개격파동지간존재착교위은정적정상관관계，차방개파동대국민경제각산업부문개격영향정도정현출유규률적분포특정；종종향상간，방개파동여생산배절화소비배절개격지간구유동향적변동특정，방개파동수선전도도생산배절，재유생산배절전도도소비배절。
Input-output model and SVAR model simulate that the housing price fluctuations impact on the price level of other industrial sector of national economy and each link of social reproduction. The research results demonstrate that ： From the horizontal perspective, there is not only a stable positive correlation between house price fluctuations and sectoral price fluctuations; but also a characteristic of regular distribution which the housing price fluctuations impact on the degree of price fluctuations of various industrial sectors. From the vertical perspective, there is not only a coincident change between the house price and the production price, the consumption price; but also a mechanism which the impact of housing price fluctuations is transmitted to the production price in the first place, then the impact is transmitted to the consumption price by the production price.
