Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/118968


Title: 中國大陸的財政收入、城鎮化與房產價格—追蹤資料Granger因果關係之實證分析
Fiscal Revenue, Urbanization and Real Estate Price in China—Evidence from the Granger Causality Analysis Provincial Panel Data
Authors: 許賀舜
Hsu, He-Shun
Contributors: 黃智聰
Huang, Jr-Tsung
許賀舜
Hsu, He-Shun
Keywords: 中國大陸
財政收入
城鎮化
房產價格
Granger因果關係
China
Fiscal revenue
Urbanization
Real estate price
Granger causality
Date: 2018
Issue Date: 2018-07-27 12:25:56 (UTC+8)
Abstract: 中國共產黨在第十八次全國代表大會中,提出「堅持走中國特色的新型城鎮化道路」等擴大內需的經濟政策,在制訂財稅改革制度與調控房地產市場之下,以穩固國家未來的發展作好準備。本文的主要目的,是以中國大陸的地方政府財政稅收、城鎮化與房產價格為探討對象,分析中國大陸地方屬性的財政稅收、城鎮化與房產價格之間的關係與相互影響力。在透過單根檢定、共整合檢定與建立Granger因果關係的模型,精確探討1997至2017年,中國大陸31個省級行政區的財政稅收、城鎮化與房產價格之間的相互影響力。
「Granger因果關係檢定」是由Granger於1969年發表並發展而來,為現今被廣泛應用的經濟實證方法。本文在實證模型的結果顯示,1997至2017年間,中國大陸地方政府的財政稅收增加對房產價格上漲有領先效果,而房產價格上漲也對財政稅收增加有領先效果;同時,房產價格上漲對城鎮化發展有領先效果。但城鎮化現象並不對財政稅收成長與房產價格上漲有領先效果。因此,中國大陸地方政府在發展城鎮化的過程中,財政稅收制度與房地產市場扮演著關鍵性角色。
During the 18th National Congress of the Communist Party of China, it proposed the strategy of “the path of new urbanization with Chinese characteristics” to expand domestic demand. Under the formulation of the tax system and the regulation of real estate market, Chinese government is willing to stabilize the future economic development of the country. The main purpose of this study is to discuss the fiscal revenue of local governments, urbanization and real estate price in mainland China, and to analyze the relationship and mutual influence among them though the unit root test, co-integration test and the establishment of Granger causality model.
Granger causality was published by Granger in 1969 and is widely used as an empirical method. The results of the study provides that in mainland China from 1997 to 2017, the increase in real estate price was led by the increase in fiscal revenue, and the increase in fiscal revenue was led by the increase in real estate price; also, the development of urbanization was led by the increase in real estate price; however, the increase in fiscal revenue and real estate price was not led by the development of urbanization. Therefore, the local tax system and real estate market play a key role in the development of urbanization in mainland China.
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Description: 碩士
國立政治大學
國家發展研究所
105261016
Source URI: http://thesis.lib.nccu.edu.tw/record/#G0105261016
Data Type: thesis
Appears in Collections:[國家發展研究所] 學位論文

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