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根据资本市场有效性理论,运用单位根检验、方差比检验、VAR模型和Granger因果检验等方法对天津市住房市场的有效性进行了实证测度,得出了天津市各区住房市场均未达到时间弱有效性和空间弱有效性的结论,并据此给出了提高住房市场有效性的政策建议。
According to the theory of capital market effectiveness, this paper empirically tests the effectiveness of the housing market in Tianjin by unit root test, variance ratio test, VAR model and Granger causality test, and concludes that the housing market in all districts of Tianjin has not reached the time weak Validity and weakness of space, and gives the policy recommendations to improve the effectiveness of the housing market.