基于系统动力学的房地产市场预警研究
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摘要
近年房地产市场持续高速发展,如何根据房地产市场内外部影响因素之间的运行规律进行科学预警和合理调控成为人们关心的热点问题之一。
本论文综合分析了传统预警方法的不足,对系统动力学用于房地产预警研究的现状进行了详细评述,并从系统动力学模型结构、参数的选取及数量关系的确定方面进行了优化与创新。为研究的方便,本文将研究对象界定为商品住宅市场。首先从影响商品住宅市场供需的主要因素出发,进行系统分析,建立了系统动力学仿真预警模型,模型主要包括两大核心系统:住宅供给系统和住宅需求系统,以及四个辅助系统,分别为:城市人口子系统、城市经济子系统、土地市场子系统和经济政策子系统。然后,根据北京商品住宅市场的历史数据以数学公式拟合各参数之间的数量关系,并使用Powersim Studio 7.0系统动力学软件,对北京市1996年到2012年16年间的住宅市场发展状况进行仿真模拟。最后,根据仿真结果,从宏观经济、住宅供需、商品住宅价格等方面分析北京市场景气状况;并分别进行了贷款利率、预售政策、土地价格、住宅投资比例的政策调控实验,根据模拟的结果提出宏观调控建议,为房地产业的健康发展提供参考建议。
从模型结构来看,本模型将城市商品住宅市场作为一个完整的经济系统分析,较为全面的考虑了城市商品住宅市场内部运行规律及经济、人口、土地供应、金融等各类因素对商品住宅市场发展的影响,本模型包括市场供给和需求两大核心系统,在模型构建过程中进行了参数的简化,具有很好的移植性,在该项研究领域中具有一定的创新性和领先性。从仿真输出结果及其分析来看,本模型具有较强的真实性和实用性,模型仿真数据和历史数据吻合的较好,说明模型建立的有效性和实用性。
With the sustained and rapid development of the real estate market in recent years, how to scientifically forecast and rationally supervise the market becomes a hotspot of attention.
This paper analyzed the traditional methods for early warning, reviewed the system dynamics method for real estate early warning and carried out further optimization and innovation. To facilitate the study, this study will be defined as commodity housing market. By analyzing the influence factors of the housing market, the paper established an early warning model based on System Dynamics method. The model included two core systems and four auxiliary systems. Through the analysis of the historical data of Beijing market, the interrelations of these factors are simulated with mathematics formula. The System dynamics model was set up. Then,simulate the development trend of Beijing’s housing market from 1996 to 2012 with Powersim studio 7.0 , which is a software for system dynamics simulation. Conclude the development trend of Beijing’s housing market through analyzing the main export indexes. Based on the early warning results, the paper carried on the simulation experiments of the adjustments of single index. Lastly, according to the result, the paper proposed macro suggestions about adjustments and controls, in order to offer advices for sound development of the real estate industry.
As the model structure, this model regards the urban housing market as a complete economic system, makes a comprehensive consideration of the urban housing market and the internal operation of the economy, population, land supply, finance, and other factors affecting the market. In the study, the paper has great innovation. At the same time, models included two core systems, with a good transplant; as the output from the simulation results, this model has strong practicality.
本论文综合分析了传统预警方法的不足,对系统动力学用于房地产预警研究的现状进行了详细评述,并从系统动力学模型结构、参数的选取及数量关系的确定方面进行了优化与创新。为研究的方便,本文将研究对象界定为商品住宅市场。首先从影响商品住宅市场供需的主要因素出发,进行系统分析,建立了系统动力学仿真预警模型,模型主要包括两大核心系统:住宅供给系统和住宅需求系统,以及四个辅助系统,分别为:城市人口子系统、城市经济子系统、土地市场子系统和经济政策子系统。然后,根据北京商品住宅市场的历史数据以数学公式拟合各参数之间的数量关系,并使用Powersim Studio 7.0系统动力学软件,对北京市1996年到2012年16年间的住宅市场发展状况进行仿真模拟。最后,根据仿真结果,从宏观经济、住宅供需、商品住宅价格等方面分析北京市场景气状况;并分别进行了贷款利率、预售政策、土地价格、住宅投资比例的政策调控实验,根据模拟的结果提出宏观调控建议,为房地产业的健康发展提供参考建议。
从模型结构来看,本模型将城市商品住宅市场作为一个完整的经济系统分析,较为全面的考虑了城市商品住宅市场内部运行规律及经济、人口、土地供应、金融等各类因素对商品住宅市场发展的影响,本模型包括市场供给和需求两大核心系统,在模型构建过程中进行了参数的简化,具有很好的移植性,在该项研究领域中具有一定的创新性和领先性。从仿真输出结果及其分析来看,本模型具有较强的真实性和实用性,模型仿真数据和历史数据吻合的较好,说明模型建立的有效性和实用性。
With the sustained and rapid development of the real estate market in recent years, how to scientifically forecast and rationally supervise the market becomes a hotspot of attention.
This paper analyzed the traditional methods for early warning, reviewed the system dynamics method for real estate early warning and carried out further optimization and innovation. To facilitate the study, this study will be defined as commodity housing market. By analyzing the influence factors of the housing market, the paper established an early warning model based on System Dynamics method. The model included two core systems and four auxiliary systems. Through the analysis of the historical data of Beijing market, the interrelations of these factors are simulated with mathematics formula. The System dynamics model was set up. Then,simulate the development trend of Beijing’s housing market from 1996 to 2012 with Powersim studio 7.0 , which is a software for system dynamics simulation. Conclude the development trend of Beijing’s housing market through analyzing the main export indexes. Based on the early warning results, the paper carried on the simulation experiments of the adjustments of single index. Lastly, according to the result, the paper proposed macro suggestions about adjustments and controls, in order to offer advices for sound development of the real estate industry.
As the model structure, this model regards the urban housing market as a complete economic system, makes a comprehensive consideration of the urban housing market and the internal operation of the economy, population, land supply, finance, and other factors affecting the market. In the study, the paper has great innovation. At the same time, models included two core systems, with a good transplant; as the output from the simulation results, this model has strong practicality.
引文
1北京房协报告. http://www.xn--rlrx2q2nc.com/shichangdongtai
2 Coulson, N.E. and Kim M.S. Residential investment,non-residential investment and GDP. Real Estate Economics. 2000, 28(2): 233~247
3 Gauger, J. Residential fixed investment and the macro economy: has deregulation altered key relationships. Journal of Real Estate Finance and Economics. 2000, 27(3): 335~354
4胡鹏,姚长学,钟叔平.房地产市场先行扩散指数预警监测系统设计.四川建筑. 2003, 23(2):83-84
5李崇明,丁烈云.基于系统核与核度理论的房地产预警系统指标体系选取方法.数学的实践与认识. 2005, 35(11):44-52
6彭翊.城市房地产预警系统设计.中国房地产. 2002, (6):50-52
7梁运斌.我国房地产业景气指标设置与预警预报系统建设的基本构想.北京房地产. 1995, (11):18~20
8袁贤祯.房地产业监测预警系统构想.中国房地产,1998(4):16~19
9搜房研究院.中国房地产指数系统:理论与实践.北京:中国财政经济出版社,2001, (4)
10关于国房景气指数. http://www.3000.gov.cn/index_2.htm
11赵黎明,贾永飞等.房地产预警系统研究.天津大学学报(社会科学版). 1999, 1(4):277~280
12朴英.浅议房地产预警系统设计.“建设管理发展”国际研讨会. 2001:215~228
13丁烈云,李斌.房地产市场预警调控系统的构筑技术要点及流程设计.系统工程理论与实践. 2002, (4): 58-62
14李斌,丁烈云,叶艳兵.城市房地产市场综合景气指数的构造与分析.华中科技大学学报(城市科学版). 2003, 20(1):9-13
15丁烈云.房地产周期波动成因分析.华中科技大学学报(社会科学版). 2003, (2):19-25
16黄继鸿,雷战波,凌越.经济预警法研究综述.系统工程. 2003, 21(03):64-70
17 Fulai Huang, Feng Wang. A system for early-warning and forecasting of real estate development. Automation in Construction. 2005(14):333-342
18胡健颖,苏良军,金赛男.中国房地产预警模型的建立与应用.统计研究. 2006, (5):36-40
19焦继文,刘洪,戚莉莉.城市房地产市场的风险预警.决策参考. 2006, (8):59-61
20 Huang.C.Y. Real-Time Automated Decision-Making in Advanced Airborne Early Warning Systems. Proceedings of the IEEE 1990 National Aerospace and Electronics Conference, 2000:434-439
21 Uniyal.P.R, A.Manglik. Stop PC-Aids from Spreading Through Your PC-AN Early Warning System. Compute Geosciences. 2003, 19(2):263-294
22 Leach.R.R, F.U.Dowla. Earthquake Early Warning System Using Real-Time Signal Processing. IEEE. 2006:463-472
23 Bakun.W.H, F.G.Fiseher. Early Warning System for Aftershocks. Bulletin the Seismological Society of America. 2004, 84(2):359-365
24 Opitz.R, A.Hislop. Driver Information and Early Warning System in Case of Dangerous Road Conditions, Towards an Intelligent Transport System, Proceedings of the First World Congress on Applications of Transport Telematics and Intelligent Vehicle-Highway System. Paris, France. 2004
25 Frankel.J.A, A.K.Rose. Currency crashes in emerging market: An empirical treatment. Journal of International Economics. 2006, 41(3):361-366
26 JP Morgan. Event risk indicator handbook. JP Morgan, London
27 Mckinnon, R.I.and H.Pill. Credible liberalizations and international capital floes: the overborrowing syndrome. Standford University
28 Kaminsky, G.L.and C.M.Reinhart. The twin crisis: the causes of banking and balance-of–payments problems. American Economics Review. 1999, 89(3):214-24
29 Jacques Gordon. Paige mosbaugh and todd canter, intergrating regiional economic indicators with the real estate cycle. The Journal of Real Estate Research. 1996, 13(3): 469-501
30王占波,王要武.城市住宅建设系统动态学模型研究.哈尔滨建筑工程学报. 1996, 29(2)
31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
32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
33朱湘岚.城市住宅需求系统动力学模型研究.硕士论文. 2002, (3)
34 Chang, T.H. and Enrico, M. Can Free Entry Be Inefficient? Fixed Commissions and Social Waste in the Real Estate Industry. Journal of Political Economy,2003, 111:5
35裘建国,袁翠华,郭宏定.南京市商品住宅市场预警实证研究.房地经济. 2006, (4):60-62
36朱立军.北京城市住宅市场的系统动力学模型研究.硕士论文. 2006
37刘维新.中国当前房地产市场状况的简要分析.中国房地产金融.2003:17~23
38 Chang, T.H. and Enrico, M. Can Free Entry Be Inefficient? Fixed Commissions and SocialWaste in the Real Estate Industry. Journal of Political Economy,2003, 111:5
39 Francis X.Diebold. Elements of Forecasting.北京:中信出版社, 2003
40 Katsuhiko Ogata.系统动力学.北京:机械工程出版社, 2004.3
41 Erak Larsen, Alessandro Lomi. System Dynamics and the‘New Techonology’for Organizational Decisions. European Management Journal. Vol17, No2, PP177-119, 1999
42 Andreas Gregoriades, Bill Karakostas. Unifying business objects and system dynamics as a paradigm for developing decision support systems. Decision Support Systems.37 (2004) 307–311
43 Susan Howick. Using system dynamics models with litigation audiences. European Journal of Operational Research. 162 (2005) 239–250
44 Donna K. Fisher, Steven T. Sonka, Randall E. Westgren. Visualization and system dynamics modeling of the global appetite for protein. Computers and Electronics in Agriculture 38 (2003)161-174
45 Katsuhiko Ogata.系统动力学.北京:机械工程出版社, 2004.3
46李社环,梁勤星.经济景气观测方法.上海:译文出版社, 2003.3
47曹振良,高晓慧等.中国房地产业发展与管理研究.北京:北京大学出版社, 2002.4
48丁烈云.房地产周期波动与预警研究.上海同济大学博士学位论文. 2002
49王幸哲.西安市住宅市场供需结构研究.西安理工大学硕士生学位论文. 2002
50张爱军.天津市商品住宅供需状况研究.天津大学硕士生学位论文. 2004
51罗龙昌/编著.《房地产业宏观管理》.经济管理出版社, 1999
52高兴海.北京商品住宅市场供需关系研究.浙江大学硕士学位论文
53余健.南京市房地产市场预警系统模型及其应用研究.东南大学硕士学位论文. 2004
54 Kindle Berger, C.P. Assays in History:Financial,Economic, Personal. University of Michigan Press. 1999
55 [美]迪帕斯奎尔, [美]惠顿著;龙奋杰等译.城市经济学与房地产市场.北京:经济科学出版社, 2002.7
56关柯,芦金锋,曾赛星/编著.《现代住宅经济》.中国建筑工业出版社, 2002
57 Hommes, C.H. Dynamics of the Cobweb Model with Adaptive Expectations and Nonlinear Supply and Demand. Journal of Economic Behavior and Organization. 1994(24): 315~335
58苏懋康.系统动力学原理及应用.上海:上海交通大学出版社,1988.6
2 Coulson, N.E. and Kim M.S. Residential investment,non-residential investment and GDP. Real Estate Economics. 2000, 28(2): 233~247
3 Gauger, J. Residential fixed investment and the macro economy: has deregulation altered key relationships. Journal of Real Estate Finance and Economics. 2000, 27(3): 335~354
4胡鹏,姚长学,钟叔平.房地产市场先行扩散指数预警监测系统设计.四川建筑. 2003, 23(2):83-84
5李崇明,丁烈云.基于系统核与核度理论的房地产预警系统指标体系选取方法.数学的实践与认识. 2005, 35(11):44-52
6彭翊.城市房地产预警系统设计.中国房地产. 2002, (6):50-52
7梁运斌.我国房地产业景气指标设置与预警预报系统建设的基本构想.北京房地产. 1995, (11):18~20
8袁贤祯.房地产业监测预警系统构想.中国房地产,1998(4):16~19
9搜房研究院.中国房地产指数系统:理论与实践.北京:中国财政经济出版社,2001, (4)
10关于国房景气指数. http://www.3000.gov.cn/index_2.htm
11赵黎明,贾永飞等.房地产预警系统研究.天津大学学报(社会科学版). 1999, 1(4):277~280
12朴英.浅议房地产预警系统设计.“建设管理发展”国际研讨会. 2001:215~228
13丁烈云,李斌.房地产市场预警调控系统的构筑技术要点及流程设计.系统工程理论与实践. 2002, (4): 58-62
14李斌,丁烈云,叶艳兵.城市房地产市场综合景气指数的构造与分析.华中科技大学学报(城市科学版). 2003, 20(1):9-13
15丁烈云.房地产周期波动成因分析.华中科技大学学报(社会科学版). 2003, (2):19-25
16黄继鸿,雷战波,凌越.经济预警法研究综述.系统工程. 2003, 21(03):64-70
17 Fulai Huang, Feng Wang. A system for early-warning and forecasting of real estate development. Automation in Construction. 2005(14):333-342
18胡健颖,苏良军,金赛男.中国房地产预警模型的建立与应用.统计研究. 2006, (5):36-40
19焦继文,刘洪,戚莉莉.城市房地产市场的风险预警.决策参考. 2006, (8):59-61
20 Huang.C.Y. Real-Time Automated Decision-Making in Advanced Airborne Early Warning Systems. Proceedings of the IEEE 1990 National Aerospace and Electronics Conference, 2000:434-439
21 Uniyal.P.R, A.Manglik. Stop PC-Aids from Spreading Through Your PC-AN Early Warning System. Compute Geosciences. 2003, 19(2):263-294
22 Leach.R.R, F.U.Dowla. Earthquake Early Warning System Using Real-Time Signal Processing. IEEE. 2006:463-472
23 Bakun.W.H, F.G.Fiseher. Early Warning System for Aftershocks. Bulletin the Seismological Society of America. 2004, 84(2):359-365
24 Opitz.R, A.Hislop. Driver Information and Early Warning System in Case of Dangerous Road Conditions, Towards an Intelligent Transport System, Proceedings of the First World Congress on Applications of Transport Telematics and Intelligent Vehicle-Highway System. Paris, France. 2004
25 Frankel.J.A, A.K.Rose. Currency crashes in emerging market: An empirical treatment. Journal of International Economics. 2006, 41(3):361-366
26 JP Morgan. Event risk indicator handbook. JP Morgan, London
27 Mckinnon, R.I.and H.Pill. Credible liberalizations and international capital floes: the overborrowing syndrome. Standford University
28 Kaminsky, G.L.and C.M.Reinhart. The twin crisis: the causes of banking and balance-of–payments problems. American Economics Review. 1999, 89(3):214-24
29 Jacques Gordon. Paige mosbaugh and todd canter, intergrating regiional economic indicators with the real estate cycle. The Journal of Real Estate Research. 1996, 13(3): 469-501
30王占波,王要武.城市住宅建设系统动态学模型研究.哈尔滨建筑工程学报. 1996, 29(2)
31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
32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
33朱湘岚.城市住宅需求系统动力学模型研究.硕士论文. 2002, (3)
34 Chang, T.H. and Enrico, M. Can Free Entry Be Inefficient? Fixed Commissions and Social Waste in the Real Estate Industry. Journal of Political Economy,2003, 111:5
35裘建国,袁翠华,郭宏定.南京市商品住宅市场预警实证研究.房地经济. 2006, (4):60-62
36朱立军.北京城市住宅市场的系统动力学模型研究.硕士论文. 2006
37刘维新.中国当前房地产市场状况的简要分析.中国房地产金融.2003:17~23
38 Chang, T.H. and Enrico, M. Can Free Entry Be Inefficient? Fixed Commissions and SocialWaste in the Real Estate Industry. Journal of Political Economy,2003, 111:5
39 Francis X.Diebold. Elements of Forecasting.北京:中信出版社, 2003
40 Katsuhiko Ogata.系统动力学.北京:机械工程出版社, 2004.3
41 Erak Larsen, Alessandro Lomi. System Dynamics and the‘New Techonology’for Organizational Decisions. European Management Journal. Vol17, No2, PP177-119, 1999
42 Andreas Gregoriades, Bill Karakostas. Unifying business objects and system dynamics as a paradigm for developing decision support systems. Decision Support Systems.37 (2004) 307–311
43 Susan Howick. Using system dynamics models with litigation audiences. European Journal of Operational Research. 162 (2005) 239–250
44 Donna K. Fisher, Steven T. Sonka, Randall E. Westgren. Visualization and system dynamics modeling of the global appetite for protein. Computers and Electronics in Agriculture 38 (2003)161-174
45 Katsuhiko Ogata.系统动力学.北京:机械工程出版社, 2004.3
46李社环,梁勤星.经济景气观测方法.上海:译文出版社, 2003.3
47曹振良,高晓慧等.中国房地产业发展与管理研究.北京:北京大学出版社, 2002.4
48丁烈云.房地产周期波动与预警研究.上海同济大学博士学位论文. 2002
49王幸哲.西安市住宅市场供需结构研究.西安理工大学硕士生学位论文. 2002
50张爱军.天津市商品住宅供需状况研究.天津大学硕士生学位论文. 2004
51罗龙昌/编著.《房地产业宏观管理》.经济管理出版社, 1999
52高兴海.北京商品住宅市场供需关系研究.浙江大学硕士学位论文
53余健.南京市房地产市场预警系统模型及其应用研究.东南大学硕士学位论文. 2004
54 Kindle Berger, C.P. Assays in History:Financial,Economic, Personal. University of Michigan Press. 1999
55 [美]迪帕斯奎尔, [美]惠顿著;龙奋杰等译.城市经济学与房地产市场.北京:经济科学出版社, 2002.7
56关柯,芦金锋,曾赛星/编著.《现代住宅经济》.中国建筑工业出版社, 2002
57 Hommes, C.H. Dynamics of the Cobweb Model with Adaptive Expectations and Nonlinear Supply and Demand. Journal of Economic Behavior and Organization. 1994(24): 315~335
58苏懋康.系统动力学原理及应用.上海:上海交通大学出版社,1988.6