摘要
基于1997-2019年中国省际数据,采用分位数格兰杰因果检验,实证研究了不同区域下人口流动与房价的内在联系。结果显示:人口增速与房价增速在不同区域均存在双向格兰杰因果关系,但这种关系因人口流动增速水平和房价增速水平的不同而存在差异。在东部和东北部地区,房价增速和人口流动增速之间的相互影响主要出现在高房价和高人口流动的情况下;在中部地区,当人口流动增速处于中等和低缓水平时,房价增速对人口流动增速产生影响,当房价增速处于较高水平时,人口流动增速对房价增速产生影响;而在西部地区,无论人口流动增速或房价增速处于低缓、中等还是较高水平时,人口流动增速与房价增速都存在双向因果。本文为研究商品住房价格问题提供了新的视角,同时也为我国流动人口的户籍制度提出了相关建议。
Based on China's inter-provincial data from 1997 to 2019,the quantile Granger causality test used to empirically study the internal relationship between foating population and housing prices in different regions.The results show that inter-provincial real estate prices are the Granger cause of the foating population.House prices in different regions have a certain linkage relationship with the foating population in the region,but the relationships among different areas are not the same.It shows that there is regional heterogeneity in the linkage relationship between housing prices and foating population,and there is a causal relationship between the two changes in the central region in all conditional quantiles,while in the western region only when the floating population fluctuates sharply will it have a greater impact on housing prices in this region.
作者
程宏
朱沈钦钰
潘文捷
CHENG Hong;ZHU Shen-qin-yu;PAN Wen-jie(School of Statistics and Mathematics,Shanghai Lixin University of Accounting and Finance,Shanghai 201209,China;School of Economics,Xiamen University,Xiamen 361005,China;Institute of Financial Studies,Xining University,Xining 810007,China)
出处
《数理统计与管理》
北大核心
2023年第4期649-663,共15页
Journal of Applied Statistics and Management
基金
上海立信会计金融学院建设水平地方应用型高校人才培养建设项目(B类)
应用统计一流专业(A0-1-180420-608)
上海立信会计金融学院骨干教师创新团队建设项目(CXTD2022006)。
关键词
人口流动
房地产价格
分位数格兰杰因果检验
floating population
real estate price
Granger-causality test in quantiles
