河南省房地产投资与GDP的协整关系分析
首发时间:2009-11-04
摘要:本文采用2000-2008年河南省房地产投资与GDP两组时间序列数据,从实证的角度,以Eviews3.1为平台,运用计量经济学对河南省房地产投资和GDP两者之间的关系进行分析。主要运用协整、误差修正模型及Granger因果关系检验对河南省房地产投资和GDP之间的关系进行实证分析。分析结果表明:两者之间存在长期均衡关系且GDP的增长是带动房地产投资的原因。
关键词: GDP 房地产投资 协整分析 误差修正模型 Granger因果检验
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Cointegration Analysis between GDP and Real Estate Investment in Henan Province
Abstract:This paper analyses the relationship between GDP and real estate investment in Henan province from the empirical point of view ,using the 2000-2008 real estate investment and GDP time-series data of Henan Province as a platform to Eviews3.1. The empirical analysis on relationship between the real estate investment and GDP in Henan Province goes mainly through co-integration, error correction model and Granger causality test. The results show that: there is a long-term equilibrium relationship between them and GDP growth is the driving reason for real estate investment.
Keywords: GDP Real Estate Investment Co-integration Analysis Error correction model Granger causality test
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