基于状态空间模型的房地产价格泡沫问题研究
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财经研究 2008 年 第 34 卷第 01 期, 页码：127 - 136
摘要
参考文献
摘要
文章首先对房地产价格泡沫进行了理论界定,并对基础价值的特点进行了分析。随后在检验变量之间协整关系的基础上,建立了商品房供给与需求的状态空间模型,基础价值作为一种状态变量被纳入到模型中,从而对上海市房地产价格泡沫问题进行了实证研究。研究结果表明上海市房地产价格泡沫已经出现,并且近四年来平均泡沫程度达到22.5%。
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引用本文
韩冬梅, 刘兰娟, 曹坤. 基于状态空间模型的房地产价格泡沫问题研究[J]. 财经研究, 2008, 34(1): 127–136.
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