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The Empirical Study on the Relationship between the Stock Market and the Real Estate Market in China

机译：中国股票市场与房地产市场关系的实证研究

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摘要

As the important investment objects, the frequency and severity of fluctuation in the real estate market and the stock market shall have a great influence on the entire capital market, which plays an vital role in the economic development and livelihood issues. Therefore, it is of theoretical and practical significance to study the correlation of price fluctuation between the two markets. This study selects the Shanghai composite index in the stock market and monthly sale of commercial residential building in the real estate market, and the data interval is from 2006 to 2015. Then, we make statistical characteristics analysis and stability test for data with Eviews software. In order to make linkage study for prices in the real estate market and the stock market, we conduct the test of the relevance between the two markets by Granger causality test and VAR model. At last, we put forward relevant suggestions for existing risks and problems in the development process of Chinese real estate market and stock market.
机译：作为重要的投资对象，房地产市场和股票市场的波动频率和剧烈程度将对整个资本市场产生重大影响，这在经济发展和民生问题中起着至关重要的作用。因此，研究两个市场之间价格波动的相关性具有理论和实践意义。本研究选择了房地产市场上的股票市场和商品住宅的月销售量的上证综合指数，数据间隔为2006年至2015年。然后，我们使用Eviews软件对数据进行统计特性分析和稳定性检验。为了对房地产市场和股票市场的价格进行关联研究，我们通过Granger因果检验和VAR模型对两个市场之间的相关性进行了检验。最后，针对中国房地产市场和股票市场发展过程中存在的风险和问题提出了相关建议。

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