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运用Hilbert-Huang变换的方法将地产指数价格分解成几个本征模函数的叠加,通过t检验、Hilbert-Huang频谱和功率谱分析将其归类重组,最终形成了地产指数的三个基本分量.在此基础上对2002年5月9日至2011年2月9日期间颁布的142条房地产宏观调控政策进行作用力检验,并通过模拟政策作用力探究其对地产指数价格分量的影响,最终找到53条影响市场波动价格和54条影响重大事件价格的政策.从Hilbert-Huang频谱分析上来看,2007年1月至2009年2月的一系列宏观调控政策增加了地产指数市场波动价格的波动程度.从对政策作用力的模拟来看,市场对于货币政策的反应非常灵敏,而对于某些商品房市场政策、土地市场政策等反应有一定的滞后性.政策初始作用力的大小与持续时间无关.
Hilbert-Huang transform method is used to decompose real estate index price into superposition of several eigenmodel functions. It is classified and reorganized by t-test, Hilbert-Huang spectrum and power spectrum analysis, finally forming three basic components of real estate index On this basis, 142 real estate macro-control policies promulgated from May 9, 2002 to February 9, 2011 were tested for their effectiveness and the effect of simulation policies on the price components of the real estate index was investigated. Finally, Find 53 influencing market volatility prices and 54 policies influencing the price of major events.From Hilbert-Huang spectrum analysis, a series of macro-control policies from January 2007 to February 2009 increased the volatility of the fluctuating prices in the real estate index market Degree.From the simulation of policy forces, the market response to monetary policy is very sensitive, but for some of the real estate market policy, land market policy response has a certain lag.Policy initial force has nothing to do with the duration .