發(fā)布時(shí)間：2018-05-27 23:24

  本文選題：個(gè)人住房抵押貸款 + 住房?jī)r(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?jī)r(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(zhǎng)期來(lái)看,個(gè)人住房抵押貸款和住房?jī)r(jià)格存在長(zhǎng)期均衡關(guān)系和雙向影響機(jī)制。從短期來(lái)看,當(dāng)個(gè)人住房抵押貸款的短期波動(dòng)偏離長(zhǎng)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(zhǎng)和住房?jī)r(jià)格波動(dòng)帶來(lái)的消極后果,政府應(yīng)加快金融市場(chǎng)建設(shè)、居民應(yīng)提升風(fēng)險(xiǎn)防范意識(shí)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(guó)家社科基金項(xiàng)目(項(xiàng)目編號(hào):09BJL017) 教育部項(xiàng)目(項(xiàng)目編號(hào):08JA790112) 湖南省社科規(guī)劃辦項(xiàng)目(項(xiàng)目編號(hào):09YBB374)
【分類號(hào)】：F831

【二級(jí)參考文獻(xiàn)】

相關(guān)期刊論文 前1條

1 段忠東;曾令華;黃澤先;;房地產(chǎn)價(jià)格波動(dòng)與銀行信貸增長(zhǎng)的實(shí)證研究[J];金融論壇;2007年02期

【相似文獻(xiàn)】

相關(guān)期刊論文 前10條

1 李金華;;我國(guó)居民消費(fèi)價(jià)格指數(shù)的缺憾與改進(jìn)思路[J];中國(guó)經(jīng)貿(mào)導(dǎo)刊;2010年04期

2 周穎穎;秦學(xué)志;王s，

本文編號(hào)：1944238