| 存款准备金率调整对我国房价的影响研究 |
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| 引用本文：周建军，周 颖，林昭志.存款准备金率调整对我国房价的影响研究[J].湖南大学学报社会科学版,2018,(6):63-71 |
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| 中文摘要:运用2005年1月至2017年3月期间30个省/市/自治区的月度面板数据，构建存款准备金率与房价的PVAR模型，并进行单位根检验、格兰杰检验、脉冲响应分析和方差分解等实证分析，旨在探索存款准备金率调整对我国房价的影响。研究发现：存款准备金率对我国房价的调控效果并不明显，且存在较长的时滞性，一般需要半年左右才能对我国房价产生较好的调控效果。此外，存款准备金率对房价的调控效果存在显著的区域差异，当给定存款准备金率标准冲击，西部地区的反应幅度最为剧烈，效果持续时间最长；而中部、东部地区的反应程度较小，效果持续时间较短。 |
| 中文关键词:存款准备金率 房价 PVAR模型 |
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| Research on the Influence of Adjustment of Deposit Reserve Rate on Real Estate Price |
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| Abstract:This paper builds a PVAR model of reserve ratio and house price and uses unit root test, Granger test, impulse response and variance decomposition to study the overall impact and regional differences of adjustment of China's deposit reserve ratio on housing prices by using the monthly panel data of 30 provinces/cities from January 2005 to March 2017. The results show that the effect of deposit reserve ratio on housing prices is not obvious, and there is a long time lag. It usually takes about half a year to produce good results for housing prices. In addition,there are regional differences in the effect of deposit reserve ratio on housing prices: given the standard impact of deposit reserve ratio, the housing price of western region has the most severe response and the policy effect lasts for the longest time while the eastern and central regions have less response and the duration of effects is limited. |
| keywords:deposit-reserve ratio house price PVAR mode |
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