基于波纹-溢出效应的区域城市房价时空联动性实证研究r——以南京都市圈为例

摘要

引入波纹-溢出效应概念,使用平稳性检验、多变量Granger因果检验和空间自相关性检验等方法探究南京都市圈六个城市住宅价格的时空联动性.实证结果表明,南京都市圈各城市房价之间存在明显的波纹-溢出效应,其中南京是波纹效应的源点城市,其他城市房价之间也存在空间联动效应;在不同时间,各城市间住宅价格的空间相关性有所不同,即存在时空联动性.%This paper introduces the concept of"ripple-spillover effect",and explores the space-time linkage of six cities in Nanjing metropolitan area by means of stationary test,multivariable Granger causality test and spatial autocorrelation test. The empirical results show that there is a significant ripple-spillover effect between the housing prices of cities in Nanjing metropolitan area,Nanjing is the source of the ripple effect and there is also a spatial linkage effect between housing prices of other cities. At different times,the spatial correlation of housing price is different,so there is space-time linkage.