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滇中城市经济圈房地产价格传导研究

         

摘要

This paper mainly analyzes the conduction effect of Kunming, Yuxi, Qujing, Chuxiong and Wuding on the price of the city economic circle in Central Yunnan Province. First the basic principles and methods of DAG algorithm graph model are introduced, and VAR model of price index is built. Through the partial correlation coefficient between the VAR model analysis, the causal relationship between the variables over the same period is determined, to provide limitation for excessive recognition of structural VAR model. Finally, the variance decomposition is used to analyze the dynamic causal Rate conduction and strength. The empirical results show that housing prices in different cities have interaction within the forecast region changing trend has a strong practical significance.%本论文主要分析滇中城市经济圈昆明,玉溪,曲靖,楚雄,武定房价的传导效应。首先介绍图模型DAG 方法的基本原理和算法,且建立房价指数的VAR 模型,通过对VAR 模型各项之间的偏相关系数分析,确定各个变量之间的同期因果关系,为结构VAR 模型的过度识别提供限制。通过方差分解对房价传导的动态因果关系和强度的分析,其实证结果对预测有交互影响的区域内不同城市的房价变动趋势具有很强的借鉴意义。

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