本文關鍵詞：房地產信心指數(shù)短期預測研究　出處：《大連理工大學》2013年碩士論文　論文類型：學位論文

  更多相關文章： 房地產信心指數(shù) 向量自回歸 灰色預測 組合預測

【摘要】：房地產業(yè)在我國國民經濟中占有重要地位,能夠起到拉動內需,實現(xiàn)城鎮(zhèn)化的作用,而且產業(yè)鏈長,帶動耐用品、建材等相關產業(yè)的發(fā)展,進而促進經濟的發(fā)展。同時,房地產業(yè)又與民生問題息息相關。因此,房地產市場發(fā)展的研究顯得尤為重要。 近幾年,政府大力調控房地產市場,尤其是2011年和2012年以來土地供應的調整、限購令和房產稅等政策的實施,2013年2月又出臺了新“國五條”,加強市場調控的決策部署,完善住房供應體系,抑制投資投機性購房行為等。這一系列的舉措直接對市場參與主體產生心理影響,進而影響一定時期內房地產市場的發(fā)展變化趨勢。因此,從房地產市場供需角度,綜合考慮市場參與主體的態(tài)度和心理預期,本文建立了房地產信心指數(shù)體系,并選擇合適的方法對其進行短期預測研究。 首先,在基礎理論之上,綜合考慮現(xiàn)階段房地產市場現(xiàn)狀以及影響因素,構建房地產信心指數(shù)指標體系,進而獲得描述市場狀況的房地產信心指數(shù)數(shù)值,為后續(xù)的預測研究做準備。 其次,在已構建的房地產信心指數(shù)基礎上進行短期預測的建模研究。本文將計量經濟中的向量自回歸模型(VAR)運用到房地產指數(shù)領域,并結合消費者信心指數(shù)和企業(yè)家信心指數(shù)對房地產信心指數(shù)進行短期預測。另外,采用灰色預測模型對房地產信心指數(shù)進行預測,并對兩種方法的預測精度進行分析和比較。為進一步提高房地產信心指數(shù)的預測精度,在前兩種模型的基礎上提出基于預測結果的組合預測方法研究。結果證實,組合預測比單一預測方法的預測評價指標值更優(yōu),預測效果好。 最后,以遼寧省2002-2012年的季度數(shù)據(jù)為例,構建房地產信心指數(shù),并利用VAR模型、灰色預測模型和組合預測進行短期預測和分析。在說明房地產信心指數(shù)可行性的基礎上,對指數(shù)的短期預測模型實用性進行了論證。
[Abstract]:The real estate industry plays an important role in the national economy, can stimulate domestic demand, realize the role of urbanization, and the long industrial chain, driving the development of durable goods, building materials and other related industries. At the same time, the real estate industry is closely related to people's livelihood. Therefore, the research on the development of real estate market is particularly important. In recent years, the government has made great efforts to regulate the real estate market, especially the adjustment of land supply since 2011 and 2012, the implementation of restrictions and property tax policies. In February 2013, a new "National five" was introduced to strengthen the decision-making arrangements for market regulation and control, and to improve the housing supply system. This series of measures have a direct psychological impact on the market participants, and then affect the real estate market development and change trend in a certain period of time. From the point of view of supply and demand of real estate market and considering the attitude and psychological expectation of market participants, this paper establishes the index system of real estate confidence, and selects the appropriate method to study the short-term prediction. First of all, on the basis of the basic theory, considering the current situation of the real estate market and its influencing factors, the index system of the real estate confidence index is constructed, and then the real estate confidence index value describing the market situation is obtained. Prepare for subsequent prediction studies. Secondly, on the basis of the established index of real estate confidence, the short-term forecasting model is studied. In this paper, the vector autoregressive model in econometrics is applied to the field of real estate index. Combined with consumer confidence index and entrepreneur confidence index to predict the short-term real estate confidence index. In addition, the grey forecasting model is used to forecast the real estate confidence index. The prediction accuracy of the two methods is analyzed and compared in order to further improve the prediction accuracy of the real estate confidence index. On the basis of the first two models, the combined prediction method based on the prediction results is proposed. The results show that the combined prediction method is better than the single prediction method in the prediction evaluation index value and the prediction effect is good. Finally, taking the quarterly data of Liaoning Province from 2002 to 2012 as an example, the real estate confidence index is constructed and the VAR model is used. On the basis of explaining the feasibility of the real estate confidence index, the practicability of the short-term forecasting model of the index is proved.
【學位授予單位】：大連理工大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F299.23

【參考文獻】

相關期刊論文 前10條

1 劉洪玉,吳t，

本文編號：1422025