我国房地产价格和居民收入差距互动关系的实证研究.pdfVIP

II 通过 Granger 因果检验以及建立 VAR 模型以探究两者间的互动作用； 其次，基于 25 个省的数据构建面板模型研究我国不同地区（分为东 部、中部和西部）间这两者间所产生的不同相互作用。在实证方法上， 我们首先利用格兰杰因果检验来验证房价和居民收入差距之间存在 相互影响的作用，在此基础上建立 VAR 模型，进一步通过脉冲响应 函数和方差分解来更加详细的分析两者间相互影响的程度。本文最终 得出房价和居民收入差距这两者之间存在着互动的关系，我国不同地 区间居民收入差距对房地产价格的影响具有显著的地域性差异，东部地区 居民收入差距的扩大会刺激房价的上涨，而中、西部地区居民收入的扩大 能抑制房价的上涨。最后一部分根据前面理论和实证所得出的结果， 总结归纳出了本文的研究结论，并提出了相应的对策建议。 关键词：房地产价格；居民收入差距；VAR 模型；面板模型 论文类型：理论研究；应用研究 万方数据 III Abstract With the rapid and stable development of China’s economy, the real estate industry has played a more and more important role in our nation’s economy and has also gradually been the main industry in China. However, the phenomenon that we couldn’t ignore behind the rapid development of our country’s real estate is the monstrously high level of the housing price over the years. The fact that the average commercial showed a rising trend, a 10% annual growth rate, occurred in the past decade. But, at the same time, the income gap of residents have also been in a high level. So not only the rising real estate price has affected the income gap of residents, but also the income gap of residents also has a positive impact on the real estate prices. On the basis of theoretical analysis, this paper verifies the relationship between the real estate price and the income gap. Furthermore, based on the national and 25 provinces data, we attempt to analyze the interactive relationship between the housing price and income gap with further empirical research in two aspects. My paper will be divided into the following 5 parts. Introduction as the first part of my paper introducing the background, research objectives and research importance. Chapter Two will define the conception of real estate and the income gap, then using some related theories to discuss the factors influencing the housing price and income gap. Chapter Three illustrates the current situation of real estate industry and income gap of residents in China and then mainly ana