北京理工大学珠海学院 2020 届本科生毕业论文一线城市房价与通货膨胀之间的联动性研究一线城市房价与通货膨胀之间的联动性研究摘 要近年来，中国房地产价格高涨，受到学术界的广泛关注。从我国商品房销售价格和消费者价格指数的走向趋势来看，房价与通货膨胀之间存在着很强的相关性。因此，探究房地产价格和通货膨胀间的联动性对我国来说具有深刻的学术研究意义。本文将在小波分析方法的基础上，结合连续小波、小波相干性和小波相位差模型，研究中国一线城市(北京、上海、广州和深圳)的通货膨胀与房价之间的关系，这种创新的技术可以允许在不一样的时间与频率分解时间序列。结果表明，这种关系通常是正相关的影响，而且伴随着时间的推移变化，表现为从低频到高频的时间周期。此外，房价和通货膨胀之间呈现相关的情况多为房价主导通胀，可见房价对经济的影响至关重要。关键词：通货膨胀；房价；小波分析；时域；频域北京理工大学珠海学院 2020 届本科生毕业论文北京理工大学珠海学院 2020 届本科生毕业论文The link between Housing prices and inflations: Evidence from China’s First-tier citiesAbstractSince the 21st century, the rapid growth of housing prices in China has attracted the attention of many academic circles. From the selling price of house in China, and the consumer price index trend, that we can find there is a strong correlation between housing prices and inflations. Therefore, to explore the correlation between housing prices and inflations have profound academic significance for our country. This work aims to examine the relationship between inflations and housing prices in first-tier cities of China (Beijing, Shanghai, Guangzhou and Shenzhen ) using the wavelet transform context structures. This innovative technique allows the decomposition of time-series at different time frequencies. In this work, we used continuous wavelets, wavelet coherence and wavelet phase difference based on Granger causality analysis to investigate the relationship between inflations and housing price...
