文档介绍：苏州大学
硕士学位论文
苏州市住宅房地产价格风险预警研究
姓名:胡世怡
申请学位级别:硕士
专业:金融学
指导教师:薛誉华
2010-09
苏州市住宅房地产价格风险预警研究
摘
要
摘
要
房地产业作为我国国民经济的支柱产业,其发展关系到整个国民经济的健康
发展,所以房地产市场特别是商品房市场的动态发展变化需要时刻进行关注,并
需要通过建立价格风险的预警体系,早提示早预防。
本文首先采用时间序列分析方法分析了苏州住宅房地产市场现状,通过住宅
价格的形成机制和影响因素分析了苏州住宅价格风险,并在前面经济数据的基础
上探究价格泡沫产生的主要原因及其表现,再通过建立苏州价格泡沫预警系统来对苏
州2003-2009年的住宅发展状况做定量的分析并预测2010年的住宅价格风险走势。
本文重点对房价持续走高,引起人们对房地产价格风险的这一热点问题进行
分析。分析过程主要采用了苏州住宅价格泡沫测度和预警的实证分析,结果表明
苏州当前房地产价格总体未偏离价值,但住宅市场有过热趋势,虽未产生严重泡
沫,但仍存在潜在风险。政府相关部门应高度重视,加大宏观调控力度,以稳定
房价,防止产生泡沫。
文章最后结合前面研究结论,根据我国房地产市场的现实需要,给出了稳定
苏州住宅房地产价格的防范措施。
关键词:住宅价格,风险,泡沫,预警
作
者:胡世怡
指导教师:薛誉华
I
Abstract
Research on Early Warning of Real Estate Price Risk in Suzhou
Research on Early Warning of Real Estate
Price Risk in Suzhou
Abstract
As the pillar of the national economy,property market have to do with the healthy
development of economy. So taking care of housing market is very important. Early
warning system of price risk must to establish in order to anticipating risk.
This paper starts from the related theories of real estate price,system analyzes the
constitution and the major influencing factors of real estate price. Then uses the time
series analysis on the changes of real estate price in recent years,then based on the
research in front,from creating the multiple regression model,to find out the most
important reasons that why the real estate price rose so rapidly.
The sustained higher prices,has caused the controversy about the real estate bubble.
This paper focus on the hot topic to research,that in order to avoid risks. First uses
popular relevant indicators on the simple judgment of current real estate price level;
then measure the real estate prices level. At last finds that the real estate price is a little
high, the real estate market has over-hot tendency. Although it doesn’t have a bubble,
but there are still great risk. The related government department should take much more
attention to this,and tighten