本文選題：個(gè)人住房抵押貸款 + 住房價(jià)格��； 參考：《湘潭大學(xué)學(xué)報(bào)(哲學(xué)社會(huì)科學(xué)版)》2010年04期

【摘要】：利用1997—2009年個(gè)人住房抵押貸款和住房價(jià)格水平的時(shí)間序列數(shù)據(jù),采用協(xié)整和格蘭杰因果檢驗(yàn)方法以及誤差修正模型。從長期來看,個(gè)人住房抵押貸款和住房價(jià)格存在長期均衡關(guān)系和雙向影響機(jī)制。從短期來看,當(dāng)個(gè)人住房抵押貸款的短期波動(dòng)偏離長期均衡時(shí),將以-0.67的調(diào)整力度把非均衡狀態(tài)拉到均衡狀態(tài)。為了防范和化解個(gè)人住房抵押貸款快速增長和住房價(jià)格波動(dòng)帶來的消極后果,政府應(yīng)加快金融市場建設(shè)、居民應(yīng)提升風(fēng)險(xiǎn)防范意識等。
[Abstract]:Based on the time series data of individual mortgage loan and housing price level from 1997 to 2009, cointegration and Granger causality test method and error correction model are used. In the long run, there is a long-term equilibrium relationship and two-way influence mechanism between personal housing mortgage loan and housing price. In the short term, when the short-term fluctuations of individual mortgage loans deviate from the long-term equilibrium, the non-equilibrium will be pulled to equilibrium with the adjustment of -0.67. In order to prevent and resolve the negative consequences of the rapid growth of individual housing mortgage loans and the fluctuation of housing prices, the government should speed up the construction of financial markets, and residents should enhance their awareness of risk prevention.
【作者單位】： 湘潭大學(xué)商學(xué)院;
【基金】：國家社科基金項(xiàng)目(項(xiàng)目編號:09BJL017) 教育部項(xiàng)目(項(xiàng)目編號:08JA790112) 湖南省社科規(guī)劃辦項(xiàng)目(項(xiàng)目編號:09YBB374)
【分類號】：F831

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本文編號：1944238