Econometric Analysis on the Relationship Between RMB Exchange Rate and Real Estate Price by VAR Model

被引：0

作者：

Liu Ya-chen ^{[1
]}

Zhang Shuai ^{[1
]}

机构：

[1] Shenyang Jianzhu Univ, Sch Management, Shenyang, Peoples R China

来源：

PROCEEDINGS OF THE 2ND INTERNATIONAL CONFERENCE ON SCIENCE AND SOCIAL RESEARCH (ICSSR 2013) | 2013年 / 64卷

关键词：

currency exchange rate; real estate price; vector autoregression; econometric analysis;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Since the exchange rate reform of China, except for a short-term price fall, the real estate price rose rapidly and reached a record height. This paper chose the monthy data of exchange rate and real estate price from July 2005 to December 2012, and conducts an empirical analysis on the correlation effect of the exchange rate and real estate price by using economic theory, combined with the econometric model. The result showed that there is a positive relationship between them. Now, controlling the foreign capital to enter China due to the RMB appreciation has positive impact on maintaining the stability of China's real estate prices.

引用

页码：428 / 430

页数：3

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