Earticle

초록

영어

The state space model is effective on analyzing non-stationary time series data, especially in adapting better to the dynamic variation analysis of the time series data and forecasting demand,by replacing fixed parameters with the variable ones.This article elaborates the constructing process of state space model by the measurement equation and state equation. This article also selects M0 money supply, M1 money supply, M2 money supply as the characterize variables of monetary policy, selects the national housing climate Index as characterize variables of real estate development,status regression model with stronger dynamic analysis capabilities as empirical analysis tool, with 2005 to 2012 monthly data of relevant variables as empirical analysis object, carry out the empirical study of relationship between the development of China's real estate industry and the amount of the three currencies. The empirical results show that the amount of three currencies elastic influence for real estate development are positive, M2 money supply impact of greater intensity. Among, M0 money supply influence gradually weakened, M1 and M2 money supply influence gradually increased.

목차

Abstract
 1. Introduction
 2. Construction of State Space Model
 3. Selection of Time Series Data
 4. Experiment and Analysis
 5. Conclusion
 References

키워드

저자

• Yang Zhizhong [ Harbin Institute of Technology, School of Management, Harbin, 150001, China ]
• Xi Bao [ Harbin Institute of Technology, School of Management, Harbin, 150001, China ]

참고문헌

발행기관

간행물

표지보기 관심저널 등록

• 간행물명

  International Journal of u- and e- Service, Science and Technology

• 간기

  격월간

• pISSN

  2005-4246

• 수록기간

  2008~2016

• 십진분류

  KDC 505 DDC 605