随机动态一般均衡方法(SDGE)在广义虚拟经济研究的许多领域应用广泛。运用SDGE方法进行计算实验的过程中,一个重要的技术处理就是对原始序列进行滤波,从中分解出经济周期波动成分。本文基于广义虚拟经济的视角,利用HP滤波,BP滤波和CF滤波方法分析了1987-2010年中国城市化进程与房地产业发展水平之间的关系,对广义虚拟经济条件下二者的互动关系进行了实证检验。计算结果表明:城市化与房地产业发展之间存在着一种双向的、互为因果的关系。城市化水平的提高必然从长期增加城市房地产的需求,引起商品房销售额增加及房地产开发投资的增长,拉动房地产业的快速发展;而房地产开发投资对城市化水平的冲击效应亦表现非常显著。城市化与房地产业的关系符合循环累积因果理论。
Stochastic Dynamic Generalized Equilibrium method is widely used in many fields of generalized virtual economy. In the process of computational experiments by using the method of SDGE, an important processing technology is filtering to original sequence, decomposing economic cycle fluctuation. In order to reveal the relationship of urbanization process and real estate industry development level from 1987 to 2010 years, The HP filter, BP filter and a CF filter method is used on the basis of generalized virtual economy. The Interactive relationship between two parties is verified empirically. The conclusion indicates that there is a bidirectional, reciprocal causation relationship between urbanization and real estate industry development. Improving urbanization level will increase demand for real estate in urban area, sales volume of commercial residential building and real estate development and investment. Thus the rapid development of real estate industry is pulled. The impact effect of real estate development and investment to urbanization level also shows very significant. The relationship of urbanization and real estate industry conform to cumulative causation theory.