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范耀元, 张所地. 中国与世界主要国家房价波动溢出效应研究[J]. 安徽工业大学学报社会科学版, 2016, 33(2): 6-8.
引用本文: 范耀元, 张所地. 中国与世界主要国家房价波动溢出效应研究[J]. 安徽工业大学学报社会科学版, 2016, 33(2): 6-8.
FAN Yao-yuan, ZHANG Suo-di. Research on the Spillover Effect on Housing Price Fluctuation between China and Other Countries in the World[J]. Journal of Anhui University of Technology(Social Sciences), 2016, 33(2): 6-8.
Citation: FAN Yao-yuan, ZHANG Suo-di. Research on the Spillover Effect on Housing Price Fluctuation between China and Other Countries in the World[J]. Journal of Anhui University of Technology(Social Sciences), 2016, 33(2): 6-8.

中国与世界主要国家房价波动溢出效应研究

Research on the Spillover Effect on Housing Price Fluctuation between China and Other Countries in the World

  • 摘要: 借助缓冲区分析、向量自回归、广义预测误差方差分解等方法,用房价波动溢出指数测度中国与世界主要国家之间的房价波动溢出效应。实证表明:中国与各缓冲区国家的房价之间存在不同程度的总波动溢出效应和定向波动溢出效应。

     

    Abstract: It is indicated in the research, by use of buffer analysis, vector auto regression and generalized predictive error variance decompostion, on the spillover index of housing price fluctuation to the effect on that of China and other countries in the world that there exist two fluctuation spillover effects, total and directional, on housing price between China and buffer zone countries.

     

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