文章选取1978年至2014年的全国商品房平均销售价格、中国人口及城镇人口和国内生产总值等数据,通过建立VAR模型、格兰杰因果关系检验、脉冲响应函数分析、方差分解函数分析等方法考察了房地产价格、城市化和经济增长的动态效应。检验结果表明,建立的VAR(1)模型是平稳的,且城市化是房地产价格的单向因果关系,房地产价格与经济增长之间存在双向格兰杰因果关系。实证分析结果表明:我国的经济平稳增长对房地产价格的提高和城市化的推进都有正向效应,有效控制房地产价格对经济增长和城市化的发展有一定的积极作用,温和稳定地推进城市化进程对我国的经济增长和发展房地产行业也有一定的促进作用。
This paper selects the average sales price of China's commercial houses, China's population and urban population and GDP data from 1978 to 2014, through the establishment of VAR model, granger causality test, impulse response function analysis, variance decomposition function analysis methods, the dy-namic effects of real estate prices, urbanization and economic growth are investigated. The results show that the established VAR (1) model is stable, and urbanization is a one-way causality of real estate prices. There is a two-way granger causality relationship between real estate prices and economic growth. The empirical analysis results show that the steady growth of China's economy has a positive effect on the improvement of real estate prices and the promotion of urbanization. The effective control of real estate prices has a positive effect on economic growth and urbanization, and urbanization also promotes China's economic growth and de-velopment of the real estate industry.