發(fā)布時(shí)間：2018-01-14 04:23

  本文關(guān)鍵詞：房地產(chǎn)信心指數(shù)短期預(yù)測(cè)研究　出處：《大連理工大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 房地產(chǎn)信心指數(shù) 向量自回歸 灰色預(yù)測(cè) 組合預(yù)測(cè)

【摘要】：房地產(chǎn)業(yè)在我國國民經(jīng)濟(jì)中占有重要地位,能夠起到拉動(dòng)內(nèi)需,實(shí)現(xiàn)城鎮(zhèn)化的作用,而且產(chǎn)業(yè)鏈長,帶動(dòng)耐用品、建材等相關(guān)產(chǎn)業(yè)的發(fā)展,進(jìn)而促進(jìn)經(jīng)濟(jì)的發(fā)展。同時(shí),房地產(chǎn)業(yè)又與民生問題息息相關(guān)。因此,房地產(chǎn)市場(chǎng)發(fā)展的研究顯得尤為重要。 近幾年,政府大力調(diào)控房地產(chǎn)市場(chǎng),尤其是2011年和2012年以來土地供應(yīng)的調(diào)整、限購令和房產(chǎn)稅等政策的實(shí)施,2013年2月又出臺(tái)了新“國五條”,加強(qiáng)市場(chǎng)調(diào)控的決策部署,完善住房供應(yīng)體系,抑制投資投機(jī)性購房行為等。這一系列的舉措直接對(duì)市場(chǎng)參與主體產(chǎn)生心理影響,進(jìn)而影響一定時(shí)期內(nèi)房地產(chǎn)市場(chǎng)的發(fā)展變化趨勢(shì)。因此,從房地產(chǎn)市場(chǎng)供需角度,綜合考慮市場(chǎng)參與主體的態(tài)度和心理預(yù)期,本文建立了房地產(chǎn)信心指數(shù)體系,并選擇合適的方法對(duì)其進(jìn)行短期預(yù)測(cè)研究。 首先,在基礎(chǔ)理論之上,綜合考慮現(xiàn)階段房地產(chǎn)市場(chǎng)現(xiàn)狀以及影響因素,構(gòu)建房地產(chǎn)信心指數(shù)指標(biāo)體系,進(jìn)而獲得描述市場(chǎng)狀況的房地產(chǎn)信心指數(shù)數(shù)值,為后續(xù)的預(yù)測(cè)研究做準(zhǔn)備。 其次,在已構(gòu)建的房地產(chǎn)信心指數(shù)基礎(chǔ)上進(jìn)行短期預(yù)測(cè)的建模研究。本文將計(jì)量經(jīng)濟(jì)中的向量自回歸模型(VAR)運(yùn)用到房地產(chǎn)指數(shù)領(lǐng)域,并結(jié)合消費(fèi)者信心指數(shù)和企業(yè)家信心指數(shù)對(duì)房地產(chǎn)信心指數(shù)進(jìn)行短期預(yù)測(cè)。另外,采用灰色預(yù)測(cè)模型對(duì)房地產(chǎn)信心指數(shù)進(jìn)行預(yù)測(cè),并對(duì)兩種方法的預(yù)測(cè)精度進(jìn)行分析和比較。為進(jìn)一步提高房地產(chǎn)信心指數(shù)的預(yù)測(cè)精度,在前兩種模型的基礎(chǔ)上提出基于預(yù)測(cè)結(jié)果的組合預(yù)測(cè)方法研究。結(jié)果證實(shí),組合預(yù)測(cè)比單一預(yù)測(cè)方法的預(yù)測(cè)評(píng)價(jià)指標(biāo)值更優(yōu),預(yù)測(cè)效果好。 最后,以遼寧省2002-2012年的季度數(shù)據(jù)為例,構(gòu)建房地產(chǎn)信心指數(shù),并利用VAR模型、灰色預(yù)測(cè)模型和組合預(yù)測(cè)進(jìn)行短期預(yù)測(cè)和分析。在說明房地產(chǎn)信心指數(shù)可行性的基礎(chǔ)上,對(duì)指數(shù)的短期預(yù)測(cè)模型實(shí)用性進(jìn)行了論證。
[Abstract]:The real estate industry plays an important role in the national economy, can stimulate domestic demand, realize the role of urbanization, and the long industrial chain, driving the development of durable goods, building materials and other related industries. At the same time, the real estate industry is closely related to people's livelihood. Therefore, the research on the development of real estate market is particularly important. In recent years, the government has made great efforts to regulate the real estate market, especially the adjustment of land supply since 2011 and 2012, the implementation of restrictions and property tax policies. In February 2013, a new "National five" was introduced to strengthen the decision-making arrangements for market regulation and control, and to improve the housing supply system. This series of measures have a direct psychological impact on the market participants, and then affect the real estate market development and change trend in a certain period of time. From the point of view of supply and demand of real estate market and considering the attitude and psychological expectation of market participants, this paper establishes the index system of real estate confidence, and selects the appropriate method to study the short-term prediction. First of all, on the basis of the basic theory, considering the current situation of the real estate market and its influencing factors, the index system of the real estate confidence index is constructed, and then the real estate confidence index value describing the market situation is obtained. Prepare for subsequent prediction studies. Secondly, on the basis of the established index of real estate confidence, the short-term forecasting model is studied. In this paper, the vector autoregressive model in econometrics is applied to the field of real estate index. Combined with consumer confidence index and entrepreneur confidence index to predict the short-term real estate confidence index. In addition, the grey forecasting model is used to forecast the real estate confidence index. The prediction accuracy of the two methods is analyzed and compared in order to further improve the prediction accuracy of the real estate confidence index. On the basis of the first two models, the combined prediction method based on the prediction results is proposed. The results show that the combined prediction method is better than the single prediction method in the prediction evaluation index value and the prediction effect is good. Finally, taking the quarterly data of Liaoning Province from 2002 to 2012 as an example, the real estate confidence index is constructed and the VAR model is used. On the basis of explaining the feasibility of the real estate confidence index, the practicability of the short-term forecasting model of the index is proved.
【學(xué)位授予單位】：大連理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F299.23

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 劉洪玉,吳t，

本文編號(hào)：1422025