Analysis of the Correlation between Bank of China Credit and Real Estate Prices

DOI

10.2991/aebmr.k.220405.063How to use a DOI?

Keywords

Chinese real estate prices; Bank credits; VAR model; Cointegration test; Granger test

Abstract

This paper mainly analyses the credit factors that affect China’s real estate price. Firstly, it introduces the significance of the research. Secondly, four indicators are selected from the total amount of domestic real estate loans, real estate company’s loans, the proportion of real estate investment in the total domestic real estate development investment, the central bank lending rate and other credit factors. Finally, it adopted stationary analysis to examine the four credit factors, and use it to establish the VAR model, conduct Granger causality test and impulse response research.

Copyright

© 2022 The Authors. Published by Atlantis Press International B.V.

Open Access

This is an open access article distributed under the CC BY-NC 4.0 license.

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TY  - CONF
AU  - Jingyan Lin
PY  - 2022
DA  - 2022/04/29
TI  - Analysis of the Correlation between Bank of China Credit and Real Estate Prices
BT  - Proceedings of the 2022 7th International Conference on Social Sciences and Economic Development (ICSSED 2022)
PB  - Atlantis Press
SP  - 385
EP  - 392
SN  - 2352-5428
UR  - https://doi.org/10.2991/aebmr.k.220405.063
DO  - 10.2991/aebmr.k.220405.063
ID  - Lin2022
ER  -