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Empirical Analysis of Commercial Housing Sales Based on EARCH(1,1) Model

机译：基于EARTH（1,1）模型的商品房销售实证分析

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Since the 1980s, China’s commercial housing market has shown an unprecedented rapid development, and the commercial houses still has a high price. This paper studies the sales rate of commercial housing sales to find an appropriate model, and it analyzes the volatility of the commercial housing market to describe the sustainable development of the commercial housing market. By selecting month data of China’s commercial housing sales from January 2006 to October 2018, this paper uses EViews7.2 and the ARMA Model as the tool in order to establish EARCH(1,1) through the method of quantitative analysis. It is found that the yield of commercial housing sales has obvious cluster, asymmetry and leverage effect, and the impact of adverse news on the commercial housing market is more significant than the impact of favorable news.
机译：自1980年代以来，中国的商品房市场呈现出前所未有的快速发展，而商品房的价格仍然很高。本文研究了商品房销售的销售率以找到合适的模型，并分析了商品房市场的波动性，以描述商品房市场的可持续发展。通过选择2006年1月至2018年10月中国商品住宅销售月份数据，本文使用EViews7.2和ARMA模型作为工具，通过定量分析的方法建立EARCH（1,1）。研究发现，商品房销售收益具有明显的集聚，不对称和杠杆效应，不利消息对商品房市场的影响要大于有利消息的影响。

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