摘要
对房屋销售价格指数和深交所地产指数的协整关系进行实证分析,并做了Granger因果检验,结果显示:在所考虑的数据区间房屋销售价格指数与地产指数确实存在协整关系,地产指数是引起房屋销售价格指数变化的原因,最后给出了一些相关的建议.
This article makes an empirical analysis on the co-integration relationship of house selling price index and real estate index in Shenzhen stock exchange,and conducted Granger test.The results shows that：in the range of a considered,the co-integration relationship between house selling price index and real estate index does exist,and house selling price index reason for the change is caused by real estate index.Finally gives some related proposals.
出处
《数学的实践与认识》
CSCD
北大核心
2010年第20期38-41,共4页
Mathematics in Practice and Theory
基金
广东省自然科学基金(9452902001004060
8152902001000010)
广东省软科学研究(2009B270300146)
关键词
协整
房屋销售价格指数
地产指数
证券市场
co-integration
house selling price index
real estate index
stock market
