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

共 50 条

[41] Analysis on Controlling the Real Estate Bubble under the Appreciation of RMB
Weng, Wei
Zhang, Hong
PROCEEDINGS OF THE 2012 INTERNATIONAL CONFERENCE ON MANAGEMENT INNOVATION AND PUBLIC POLICY (ICMIPP 2012), VOLS 1-6, 2012, : 1489 - 1492
[42] Application of NLGCC and VAR Model in the Correlation Analysis Between Urbanization Rate and Food Price
Zhang, Ke
Zhang, Mu
2016 INTERNATIONAL CONFERENCE ON MECHANICAL ENGINEERING AND CONTROL AUTOMATION (ICMECA 2016), 2016, : 365 - 370
[43] The Impact of Interest Rate and Exchange Rate Adjustment on Price Fluctuation of Real Estate in China: Based on VEC Model from 1998 to 2008
Wen Hongmei
Zhou Zhongyuan
PROCEEDINGS OF 2009 INTERNATIONAL CONFERENCE ON CONSTRUCTION & REAL ESTATE MANAGEMENT, VOLS 1 AND 2, 2009, : 980 - 985
[44] The Dynamic Relationship between the Real Estate Stocks and Price in China New Normal
Wang, Dagang
Lai, Ming
2016 INTERNATIONAL CONFERENCE ON LOGISTICS, INFORMATICS AND SERVICE SCIENCES (LISS' 2016), 2016,
[45] An Empirical Study on the Relationship between Real Estate Price and Residents' Income Gap
Lu Kang-yin
Zhu Jin-xia
Chen Man-xue
2014 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING (ICMSE), 2014, : 1860 - 1868
[46] Forecasting and Analysis of Exchange Rate of RMB to USD
Wang Dan
Xiao Chunlai
CONTEMPORARY INNOVATION AND DEVELOPMENT IN STATISTICAL SCIENCE, 2012, : 441 - 446
[47] Linkage Analysis among the Real Estate Tax, Real Estate Investment and Real Estate Price
Xu, Lin
PROCEEDINGS OF THE 2ND INTERNATIONAL CONFERENCE ON EDUCATION TECHNOLOGY AND ECONOMIC MANAGEMENT (ICETEM 2017), 2017, 168 : 53 - 58
[48] Relationship between oil price and exchange rate by FDA and copula
Kim, Jong-Min
Jung, Hojin
APPLIED ECONOMICS, 2018, 50 (22) : 2486 - 2499
[49] Real exchange rate and income disparity between urban and rural areas in China: a theoretic and econometric analysis
Jeanneney, SG
Hua, P
CHINA AND ITS REGIONS: ECONOMIC GROWTH AND REFORM IN CHINESE PROVINCES, 2002, : 300 - 327
[50] Econometric Analysis of Development of Real Estate Industry in Zhanjiang
Xu, Yanli
Liu, Dan
Chen, Bin
PROCEEDINGS OF THE 2017 7TH INTERNATIONAL CONFERENCE ON EDUCATION AND MANAGEMENT (ICEM 2017), 2017, 53 : 29 - 32

← 1 2 3 4 5 →