商品住宅市场波动机理与系统仿真研究
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摘要
房地产业是我国国民经济的支柱产业,对于促进国民经济发展、推进城市化进程、改善人民居住水平都起着重要作用。商品住宅市场作为我国房地产市场的重要组成部分,其健康、持续、稳定发展直接影响着国计民生。自1998年我国深化住房制度改革以来,城镇商品住宅市场化步伐不断加快,房地产业取得了快速发展。与此同时,我国商品住宅市场在总体上和区域上都呈现出较大幅度的波动和非理性震荡态势。
本文立足于我国国情,深入探讨了我国商品住宅市场波动的根本原因和市场运行过程及趋势,主要目的在于探究我国商品住宅市场波动形成的内在机理和波动的传导过程,进而找出影响商品住宅市场波动的关键因素。通过系统仿真实验,为我国熨平商品住宅市场的非理性波动提供理论依据和对策建议,保持我国商品住宅市场持续、健康、稳定发展。
本文在总结已有研究成果的基础上,首先对商品住宅市场及其波动的相关概念、研究范围、研究对象进行了界定,确定了研究的理论基础,总结了商品住宅市场波动的基本规律。其次通过选取商品住宅销售面积、销售额和销售价格等三个指标,采用计量经济学的方法进行了定量分析,客观描述了我国商品住宅市场波动的现实表现,并对商品住宅市场波动存在的必然性及效应进行了分析和阐述。
通过对商品住宅市场运行的系统分析,明确了商品住宅市场的参与主体,按照系统理论的观点,本文将商品住宅市场划分为人口与经济、土地、金融、供给、需求等5个子系统。同时,在分析了商品住宅市场外部环境的基础上,对商品住宅市场波动的内生机理进行了博弈分析,建立了商品住宅市场的博弈框架,对博弈格局和博弈产生的基础进行深入细致的分析,最终构建了商品住宅市场参与主体间的互动博弈模型。通过阐明博弈主体的博弈行为对商品住宅市场供求关系的影响,揭示了商品住宅市场波动的内生机理和波动传导过程。
在对商品住宅市场波动的内生机理进行深入剖析的基础上,本文进一步研究了商品住宅市场波动的动因和运行过程。采用定量分析的方法,对商品住宅市场波动的外部动力和内部传导机制进行了系统研究,建立了商品住宅市场波动的外部冲击—内部传导综合模型。运用经济周期理论、博弈论和系统动力学等相关理论,在对商品住宅市场内部和外部因素进行因果反馈回路分析的基础上,确定了商品住宅市场各个子系统的因果关系,并构建了商品住宅市场的SD模型。
以商品住宅市场SD模型为基础,展开对商品住宅市场的SD模型仿真研究。通过建立商品住宅市场中人口与经济、土地、金融、需求、供给5个子系统的系统动态学方程,以及对所建立的模型有效性和稳定性的检验,验证了所建立的SD模型的有效性和稳定性,并以北京市商品住宅市场为例,采用年商品住宅销售额、求供比、商品住宅交易价格、成交量等相关指标,分析了SD模型模拟的结果,进而找出影响商品住宅市场波动的关键因素。
在对商品住宅市场宏观调控政策阐述的基础上,本文对商品住宅市场的周期波动进行了以人口政策、土地政策、供应结构、预售政策、利率为实验内容的政策实验,针对政策实验的结果,提出了有效熨平商品住宅市场波动、保持商品住宅市场持续、健康、稳定发展的具有可操作性的对策与建议。
本文针对当前我国商品住宅市场运行过程中存在的问题和突出矛盾,对商品住宅市场波动的内部生成机理和外部运行环境展开了系统和深入的研究,通过仿真研究和政策实验,找出了影响商品住宅市场波动的关键因素和调控市场的有效政策及建议,研究结果进一步丰富了我国房地产市场研究的理论和方法,其中提出的对策建议对推动我国整个房地产市场和房地产经济的健康发展都具有重要的参考价值和借鉴意义。
Real estate industry is one of the pillar industries in our country, which plays a very important role for enhancing national economy development, boosting the course of urbanization and improving people’s living standards. Commercial residential market is an important composition of real estate market, which influences directly national economy boom and people’s lives standards, if it can advance with stable, persistent, healthy situation. Its development pace becomes very fast with deepening of reform of housing in our country since 1998; meanwhile, commercial residential market shows itself irrational fluctuation and vibration as a whole or in parts in our country.
This paper starts from actual situation of real estate market in our country, probes deeply into fundamental reasons of commercial residential market fluctuation and its operation process. It aims at exploring interior mechanism of fluctuation of residential market and its transmmsion process, and finding key factors which influence the fluctuation of commercial residential market, in order to find theoretical foundation for restraining the irrational market fluctuation, by means of policy test and validity of policy implementation, promotes healthy and stable development of commercial residential market in our country.
Firstly this paper makes a clear boundary for relevant concepts of residence, commercial residential market, and its fluctuation, the scope of the study, the object of study are determinded, then ascertains theory basis of the study, summarizes essential rule of fluctuation of the commercial residential market. Secondly this paper takes transaction prices, sale area, sale volume as indices for reflecting commercial residential market fluctuation, makes quantitative analysis adopting the method of econometrics, describes clearly realistic behavior of the fluctuation of commercial residential market. Thirdly this paper makes a careful and systematical analysis and statement for inevitability and effect of market fluctuation existence.
This paper makes itself clear that players which is involved in commercial residential market, divides the commercial residential market system into five sub-systems, i.e. population and economy, land, finance, supply, demand in accordance with system analysis for residential market. Meanwhile this paper makes a particular and deep research for game situation and basis of game generation, based on careful analysis for exterior environment of commercial residential market, then sets up mutual game frame of the fluctuation of residential market. Mechanism of formation of residential market fluctuation and its operation process are described systematically, by means of demonstrating game conduct of game players which influence relationship of supply and demand.
This paper studies further operation dynamics and process of fluctuation of commercial residential market based on deep research for interior mechanism of fluctuation of residential market. Analysis is made for exterior impetus and interior dynamics and transmission mechanism with the aid of quantitative analysis, and comprehensive theoritical model of fluctuation is established, i.e. exterior impact and interior transmmion model of residential market. Then causal relationship for aboved mentioned sub-systems of residential market is established, based on analysis of feedback circles for residential market by applying business cycle and system dynamics, and general SD model of operation of commercial residential market is also established.
Simulation study is made for the fluctuation of commercial residential market based on above-mentioned SD model of residential market, inevitability and validity of SD model are tested in accordance with dynamics equations of population and economy, land, finance, supply, demand. We take commercial residential market of Beijing city as a case study, take annual sale volume, transaction price, sale area, supply-demand ratio etc. as study indices, analyze their results of simulation of SD model, and then find key factors which affect the fluctuation of commercial residential market.
Policy test is made for restraining the fluctuation of commercial residential market, taken population policy, land policy, pre-sale policy, and rate policy as policy means of macro-regulation for market. Some implementation suggestions and measures are put forward for keeping residential market steady and healthy and restraining the fluctuation of market in accordance with results of policy test.
This paper makes deep study for exterior operation environment and interior generation mechanism of the fluctuation of commercial residential market against existing problems of residential market in our country, finds some key factors and efficient countermeasures, these study results and conclusion can further enrich theory and method about issues of real estate market and economy of real estate in our country, some countermeasures and suggestions are also very constructive and suggestive for entire real estate market and development of real estate economy in our country.
本文立足于我国国情,深入探讨了我国商品住宅市场波动的根本原因和市场运行过程及趋势,主要目的在于探究我国商品住宅市场波动形成的内在机理和波动的传导过程,进而找出影响商品住宅市场波动的关键因素。通过系统仿真实验,为我国熨平商品住宅市场的非理性波动提供理论依据和对策建议,保持我国商品住宅市场持续、健康、稳定发展。
本文在总结已有研究成果的基础上,首先对商品住宅市场及其波动的相关概念、研究范围、研究对象进行了界定,确定了研究的理论基础,总结了商品住宅市场波动的基本规律。其次通过选取商品住宅销售面积、销售额和销售价格等三个指标,采用计量经济学的方法进行了定量分析,客观描述了我国商品住宅市场波动的现实表现,并对商品住宅市场波动存在的必然性及效应进行了分析和阐述。
通过对商品住宅市场运行的系统分析,明确了商品住宅市场的参与主体,按照系统理论的观点,本文将商品住宅市场划分为人口与经济、土地、金融、供给、需求等5个子系统。同时,在分析了商品住宅市场外部环境的基础上,对商品住宅市场波动的内生机理进行了博弈分析,建立了商品住宅市场的博弈框架,对博弈格局和博弈产生的基础进行深入细致的分析,最终构建了商品住宅市场参与主体间的互动博弈模型。通过阐明博弈主体的博弈行为对商品住宅市场供求关系的影响,揭示了商品住宅市场波动的内生机理和波动传导过程。
在对商品住宅市场波动的内生机理进行深入剖析的基础上,本文进一步研究了商品住宅市场波动的动因和运行过程。采用定量分析的方法,对商品住宅市场波动的外部动力和内部传导机制进行了系统研究,建立了商品住宅市场波动的外部冲击—内部传导综合模型。运用经济周期理论、博弈论和系统动力学等相关理论,在对商品住宅市场内部和外部因素进行因果反馈回路分析的基础上,确定了商品住宅市场各个子系统的因果关系,并构建了商品住宅市场的SD模型。
以商品住宅市场SD模型为基础,展开对商品住宅市场的SD模型仿真研究。通过建立商品住宅市场中人口与经济、土地、金融、需求、供给5个子系统的系统动态学方程,以及对所建立的模型有效性和稳定性的检验,验证了所建立的SD模型的有效性和稳定性,并以北京市商品住宅市场为例,采用年商品住宅销售额、求供比、商品住宅交易价格、成交量等相关指标,分析了SD模型模拟的结果,进而找出影响商品住宅市场波动的关键因素。
在对商品住宅市场宏观调控政策阐述的基础上,本文对商品住宅市场的周期波动进行了以人口政策、土地政策、供应结构、预售政策、利率为实验内容的政策实验,针对政策实验的结果,提出了有效熨平商品住宅市场波动、保持商品住宅市场持续、健康、稳定发展的具有可操作性的对策与建议。
本文针对当前我国商品住宅市场运行过程中存在的问题和突出矛盾,对商品住宅市场波动的内部生成机理和外部运行环境展开了系统和深入的研究,通过仿真研究和政策实验,找出了影响商品住宅市场波动的关键因素和调控市场的有效政策及建议,研究结果进一步丰富了我国房地产市场研究的理论和方法,其中提出的对策建议对推动我国整个房地产市场和房地产经济的健康发展都具有重要的参考价值和借鉴意义。
Real estate industry is one of the pillar industries in our country, which plays a very important role for enhancing national economy development, boosting the course of urbanization and improving people’s living standards. Commercial residential market is an important composition of real estate market, which influences directly national economy boom and people’s lives standards, if it can advance with stable, persistent, healthy situation. Its development pace becomes very fast with deepening of reform of housing in our country since 1998; meanwhile, commercial residential market shows itself irrational fluctuation and vibration as a whole or in parts in our country.
This paper starts from actual situation of real estate market in our country, probes deeply into fundamental reasons of commercial residential market fluctuation and its operation process. It aims at exploring interior mechanism of fluctuation of residential market and its transmmsion process, and finding key factors which influence the fluctuation of commercial residential market, in order to find theoretical foundation for restraining the irrational market fluctuation, by means of policy test and validity of policy implementation, promotes healthy and stable development of commercial residential market in our country.
Firstly this paper makes a clear boundary for relevant concepts of residence, commercial residential market, and its fluctuation, the scope of the study, the object of study are determinded, then ascertains theory basis of the study, summarizes essential rule of fluctuation of the commercial residential market. Secondly this paper takes transaction prices, sale area, sale volume as indices for reflecting commercial residential market fluctuation, makes quantitative analysis adopting the method of econometrics, describes clearly realistic behavior of the fluctuation of commercial residential market. Thirdly this paper makes a careful and systematical analysis and statement for inevitability and effect of market fluctuation existence.
This paper makes itself clear that players which is involved in commercial residential market, divides the commercial residential market system into five sub-systems, i.e. population and economy, land, finance, supply, demand in accordance with system analysis for residential market. Meanwhile this paper makes a particular and deep research for game situation and basis of game generation, based on careful analysis for exterior environment of commercial residential market, then sets up mutual game frame of the fluctuation of residential market. Mechanism of formation of residential market fluctuation and its operation process are described systematically, by means of demonstrating game conduct of game players which influence relationship of supply and demand.
This paper studies further operation dynamics and process of fluctuation of commercial residential market based on deep research for interior mechanism of fluctuation of residential market. Analysis is made for exterior impetus and interior dynamics and transmission mechanism with the aid of quantitative analysis, and comprehensive theoritical model of fluctuation is established, i.e. exterior impact and interior transmmion model of residential market. Then causal relationship for aboved mentioned sub-systems of residential market is established, based on analysis of feedback circles for residential market by applying business cycle and system dynamics, and general SD model of operation of commercial residential market is also established.
Simulation study is made for the fluctuation of commercial residential market based on above-mentioned SD model of residential market, inevitability and validity of SD model are tested in accordance with dynamics equations of population and economy, land, finance, supply, demand. We take commercial residential market of Beijing city as a case study, take annual sale volume, transaction price, sale area, supply-demand ratio etc. as study indices, analyze their results of simulation of SD model, and then find key factors which affect the fluctuation of commercial residential market.
Policy test is made for restraining the fluctuation of commercial residential market, taken population policy, land policy, pre-sale policy, and rate policy as policy means of macro-regulation for market. Some implementation suggestions and measures are put forward for keeping residential market steady and healthy and restraining the fluctuation of market in accordance with results of policy test.
This paper makes deep study for exterior operation environment and interior generation mechanism of the fluctuation of commercial residential market against existing problems of residential market in our country, finds some key factors and efficient countermeasures, these study results and conclusion can further enrich theory and method about issues of real estate market and economy of real estate in our country, some countermeasures and suggestions are also very constructive and suggestive for entire real estate market and development of real estate economy in our country.
引文
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62.张晓晶,孙涛.中国房地产周期与金融稳定.经济研究,2006(1):23~33
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74.张元端.用房地产经济周期波动规律审视当前楼市.专家论坛,2008(8):7~8
75.刘琳,黄英.房地产泡沫测度系数研究.价格理论与实践,2003:37~38
76. Ballobh kritayanavaj.Housing and Real Estate Bubbles: Thailand’s Boom and Bust Cycles.Housing Finance International. 2008,23(2):3~11
77. Follain J R,O T Velz.Incorporating the Number of Existing Home Sales into aStructural Model of The Market for Owner-Occupied Housing. Journal of Housing Economics.1995(4):93~117
78. W. Miles.Boom-Bust Cycles and the Forecasting Perfoemance of Linear and Non-linear Models of House prices.Journal of Real Estate Finance and Economics, 2008,36(3):249~265
79. Hans Lind.Value Concepts, value information and cycles on the real estate market: a comment on Crosby, French and Oughton.Journal of Property Investment & Finance, 2005,23(2):141~147
80. Berkovec J A,J L Goodman Jr. Turnover as a Measure of Demand for Existing Homes Real Estate Economics,1996,24(1):421~440
81. Kindleberger.Charles: Manias, Panics and Crashes: A History of Financial Crisis, John Wiley&Sons, New York,2000:59~65
82. Jeremy C Stein. Price and Turnover Volume in the Housing Market A Model With Down-Payment Effect. The Quarterly Journal of Economics, 1995,110:379-406
83.何国钊,曹振良,李晟.中国房地产周期研究.经济研究,1996(12):51~56,77
84.谭刚.关于房地产周期波动的比较研究.中外房地产导报,2001(9):11~14
85.中国社会科学院财贸经济研究所“房地产业周期波动研究”课题组.中国房地产周期波动的基本轨迹和特征.经济研究参考,2002,71:32~33
86.曲波,谢经荣.中国房地产周期波动的评介与探析.中国房地产金融,2003(2)10~13
87.季朗超.房地产市场波动与开发企业对策.城乡建设2003(5):22~23
88. Max Kummerow. A System Dynamics Model of Cyclical Office Oversupply.The Journal of Real Estate Research,1999,18(1):233~255
89.程国平,汪波,岳毅.房地产投资系统动力学模型的建立及其长期演化行为研究.系统工程理论与实践,2003(10):65~68,80
90.王建华,顾元勋,孙林岩.人地关系的系统动力学模型研究.系统工程理论与实践,2003(1):128~131
91.胡雨村,沈岐平.香港住宅产业发展的系统动力学研究.系统工程理论与实践,2001(7):32~37,53
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93.陈永聪.房地产宏观调控的系统动力学研究.特区经济,2006(8):343~344
94.罗平,何素芳.城市住宅市场价格系统动力学模型实证研究.人文地理.2001(4):57~61
95.金晓斌,殷少美.城市住宅产业发展系统动力学研究——以南京市为例.南京大学学报,2004(11):761~767
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98.曹振良等.房地产经济学通论.北京大学出版社,2003
99.季朗超.非均衡的房地产市场.经济管理出版社,2005:48
100.王阿忠.中国住宅市场的价格博弈语政府规制研究.中国社会科学出版社,2007:5
101.周京奎.房地产价格波动与投机行为——对中国14城市的实证研究.当代经济科学,2005(7):19~24
102.贾俊雪,《中国经济周期波动特征及原因研究》,中国金融出版社,2007:24
103.Robinson J B. Modeling the interactions between human and natural systems. International Social ScienceJournal. 1991, (130): 629~647
104.Costanza R, Ruth M. Using dynamic modeling to scope environmental problems and build consensus.Environmental Management.1998, 22(2):183~195
105.袁秀明.宏观调控下房价持续上涨的原因与走势分析.中国房地产发展报告,2008:187
106.HP滤波法及其在地区潜在经济增长率测算中的应用.经济师.2009(1):28~36
107.林素钢.我国房地产市场宏观调控的几点建议——兼对近年来我国房地产宏观调控政策的绩效评价.价格理论与实践.2007(11):38~39
108.况伟大.空间竞争、房价收入比与房价.财贸经济,2004(7):79~86
109.李宏瑾.我国房地产市场垄断程度研究—勒纳指数的测算.财经问题研究,2005,(3):4~11
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