测试中国住房价格的固定性:使用高效的单位根测试进行的检查
1Dong Fureng Institute of Economic and School, Wuhan University, Wuhan, 430072, China.
Heliyon
|January 16, 2024
概括
住房价格的稳定性在中国各个城市有很大差异. 一线城市显示价格不稳定,而二线和三线城市显示混合稳定性,影响政策决策.
科学领域:
- 经济学 经济学 经济学
- 城市研究 城市研究
- 数据科学数据科学数据科学
背景情况:
- 房价是影响社会的关键经济指标.
- 了解房价动态对于有效的城市政策至关重要.
- 以前的研究往往忽略了城市层特定的价格行为.
研究的目的:
- 分析100个中国城市房价的时间序列属性.
- 调查城市各级 (第一,第二,第三) 住房价格静止度的差异.
- 为当地住房市场监管政策提供信息.
主要方法:
- 对住房价格数据 (2010年6月至2022年12月) 应用的序列面板选择方法 (SPSM).
- 时间序列属性的分析,特别是价格静止的分析.
- 用于建模结构断裂和数据突变的富里埃函数.
主要成果:
- 在城市层级之间观察到住房价格停滞的显著差异.
- 一线城市始终显示非固定住房价格系列.
- 第二级和第三级城市显示出稳定和不稳定房价的混合,在结构突变分析后,更多的二级城市表现出稳定.
结论:
- 在中国各级城市中,房价的行为异质.
- 由于非静止性,一线城市需要不同的政策方法.
- 这些发现支持量身定制的,特定于地点的住房市场法规.
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