摘要: |
基于向量自回归理论,构建了能充分刻画中国建造价格、在建大中型建设项目数、建筑企业数、城镇失业率、广义货币供给量及已完大中型建设项目数6个向量间动态关系的VAR(2)模型,通过对此VAR(2)模型的协整分析和误差校正模型分析,充分考虑VAR(2)模型内变量间的长期均衡和短期波动,构建了中国建造价格预测模型,克服了用时间序列技术和多元回归技术在预测中国建造价格时的缺陷。 |
关键词: 建造价格水平 向量自回归 协整分析 误差校正 |
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基金项目:陕西省教育厅“陕西省住宅价格管理研究”项目(06JK090);陕西省科学技术厅软科学“陕西省住宅价格与宏观经济面互动性研究”项目(2006KR102) |
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Chinese construction cost level forecasting based on cointegration and vector error correction model |
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Abstract: |
Based on cointegration and vector error correction model,VAR(2) model with variables of construction cost,number of large & medium construction projects in progress,number of construction companies,unemployment rate of the town and city,amount of M2 supply and number of large & medium construction projects completed is established,based on which,the co-integration relationship among these variables is analyzed,and vector error correction model is established to make full consideration of long-term equilibrium and short-term fluctuation among variables in order to forecast national construction cost.This approach makes up for the shortcomings of time series and multi-regression techniques. |
Key words: construction cost level vector auto-regression cointegration analysis vector error correction |