| 我国居民房产抵押贷款、居民住房需求、价格传导与经济波动; Residents Housing Mortgage Loans,Housing Demand,Houseing Price and Economic Fluctuation:A Study Based on Bayesian DSGE | |
| 袁靖 ; 刘晓华 | |
| 2014-09-06 | |
| 关键词 | DSGE模型 房产抵押贷款 经济波动 居民房产需求 DSGE Model Housing Mortgage Loans Economic Fluctuations Residents Housing Demand Price Fluctuations |
| 英文摘要 | 本文借鉴信贷配给理论及观点,并将个人房产抵押贷款特征和宏观经济联动引入dSgE模型,模型根据我国1999—2013年真实经济数据校准并采用贝叶斯估计方法,对模型进行模拟和脉冲相应方差分解分析,实证验证了居民房产抵押贷款与宏观经济波动之间的传导机制及联动关系,并进一步佐证我国近年来居民房产需求造成房地产投资过热,房价居高不下的事实,这为我国今后采取相关政策和及时疏通房产抵押贷款与宏观经济影响房价、投资及消费的传导机制提供了一定的参考。; Based on the theory of credit rationing and the viewpoint,innovation of personal property mortgage characteristics and macroeconomic linkage are introduced into the DSGE model.According to the real economy in China from 1999 to 2013data calibration and the Bayesian estimation method,the paper made an analysis of simulate and impulse response variance decomposition.The empirical results show that the model can fit the reality of China's economy,and empirically verify the conduction mechanism and the linkage between residents mortgage loans and macroeconomic fluctuation,and further prove China's residential property demand in recent years caused by the overheated real estate investment,housing prices high fact.It provides scientific support for future of China's adopting policies,investment and consumption of real estate mortgage loans. |
| 语种 | zh_CN |
| 内容类型 | 期刊论文 |
| 源URL | [http://dspace.xmu.edu.cn/handle/2288/113355]  |
| 专题 | 经济学院－已发表论文 |
| 推荐引用方式 GB/T 7714 | 袁靖,刘晓华. 我国居民房产抵押贷款、居民住房需求、价格传导与经济波动, Residents Housing Mortgage Loans,Housing Demand,Houseing Price and Economic Fluctuation:A Study Based on Bayesian DSGE[J],2014. |
| APA | 袁靖,&刘晓华.(2014).我国居民房产抵押贷款、居民住房需求、价格传导与经济波动.. |
| MLA | 袁靖,et al."我国居民房产抵押贷款、居民住房需求、价格传导与经济波动".(2014). |
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