通过对1998-2009年年间、国家发改委所监测的国内35个大中城市房屋销售价格指数面板数据,进行单位根和Granger因果检验,表明中国城市居民的住房价格在经济地位最重要的城市之间存在波动的传递。表现出:一,在传递的水平方向上具有地理方向性;二,在传递的垂直方向上具有"4-4-9-9-9"的层级结构性。研究认为中国城市房价的波动是一个地理扩散过程,并且具有邻里扩散与等级扩散相并存的特征。这与国外相关文献的研究成果基本一致。房价的地理扩散属于"发展的地理扩散",具有区域外部性的性质,可以从一个侧面揭示区域外部性传递的过程和形成的格局。
Based on the panel data of House Sales Price index of 35 cities in China from 1998 to 2009 monitored by the National Development and Reform Commission,the unit root and Granger causality test shows that there is transmission of the house price fluctuations among the major cities in China.It shows that: ① the transmission is Geo-directional in the horizontal transmission;② the transmission has a "4-4-9-9-9" hierarchy structure in vertical direction.The research suggests that the fluctuation of urban house prices in China is a process of geographical spread and it has a feature of neighborhood diffusion and hierarchical diffusion coexisting,which is consistent with research on foreign relevant literature.The article supports that geographical spread of house price is "the geographical spread of development".It has a nature of regional externality and can reveal the process and pattern of regional externality spread from one side.