基于格兰杰因果检验的.docVIP

南京财经大学本科毕业论文（设计） PAGE PAGE 9 目录 中文摘要·····················································1 英文摘要·····················································1 一、导言·····················································2 （一）南京市房价走势分析·································2 （二）南京市土地市场情况分析·····························3 （三）问题的提出·········································5 二、文献回顾·················································5 （一）对南京市房地产市场的研究现状·······················5 （二）全国范围内关于房价与地价关系的研究情况·············6 三、模型、数据的选取·········································7 （一）模型的确定·········································7 （二）数据的选取·········································8 四、实证分析·················································9 （一）相关性分析·········································9 （二）平稳性检验·········································9 （三）协整检验···········································10 （四）格兰杰因果检验·····································11 五、结论及政策建议···········································12 （一）继续坚持“招拍挂”制度，保证土地应有价值的实现·····12 （二）短期内政策应注重调整房屋的供需矛盾·················12 （三）长期内应加大对城市次中心的开发建设力度·············13 参考文献·····················································14 附录·························································16 基于格兰杰因果检验的 南京市房价地价相互关系的实证研究 内容摘要：本文从定量分析的角度研究了南京市的房价与地价之间的相互关系。使用的是格兰杰因果检验方法。研究结果显示：在短期，南京的房价对地价有一定的影响，而从长期看，地价则在一定程度上作用于房价。给出相关政策建议：短期内，南京市合理调控房价的政策措施应放在调整供需矛盾上，而在长期上，则需加大城市次中心的建设，尤其是次中心交通体系的建设，以减轻分流主城区土地使用压力，拉低地价水平。 关键词：房价，地价，格兰杰因果检验 Abstract:this paper develops an econometric model to examine the relationship between land price and real estate price in the city of nanjing. Empirical results provide strong evidence that:within the city of nanjing, the real estate price is the granger cause of land price in the short term while the land price is the granger cause of house price in the long term. so we suggest that:the government should focus its polity on coordinating the supply and demand of houses in the short term.and in a long time,to pull down the average land price of nanjing.t