مروری بر مدل‌سازی قیمت مسکن (چارچوب‌های ملّی و منطقه‌ای)

نوع مقاله : مقاله مروری

نویسندگان

دانشکده اقتصاد، دانشگاه علامه طباطبائی، تهران، ایران.

چکیده

یکی از چالش‌های اساسی پژوهشگران در مدل‌سازی قیمت مسکن در بازارهای منطقه‌ای لحاظ وابستگی مقطعی در تجزیه و تحلیل‌ها است. در این راستا، مطالعه حاضر به مرور چگونگی روند تکامل مدل‌سازی قیمت مسکن منطقه‌ای پرداخته و رویکردهای مدل‌سازی قیمت مسکن ملی و منطقه‌ای را بررسی می‌کند. مدل‌سازی قیمت مسکن در چارچوب ملی با مشکلات تورش تجمیع (در دو بعد افراد و فضا) مواجه است؛ اما در چارچوب منطقه‌ای مدل‌ها با لحاظ وابستگی مقطعی تا حدودی این مشکلات را برطرف می‌سازند. لازم به ذکر است که تحلیل‌ها در چارچوب منطقه‌ای خود با موضوعات دیگری نظیر آزمون درجه وابستگی مقطعی و چگونگی مدل‌سازی وابستگی مقطعی خطاها مواجه هستند. به طورکلی، مرور ادبیات نشان می‌دهد که هر دو منبع وابستگی مقطعی (وابستگی ناشی از عامل فضا و عامل مشترک) به یک اندازه دارای اهمیت هستند و نادیده گرفتن وابستگی مقطعی از هر دو منظر می‌تواند منجر به نتایج تورش‌دار و حتی ناسازگار در تحلیل‌ها شود. وابستگی ناشی از عامل فضا اشاره به نقش فضا در فرآیندهای اقتصادی دارد و به طور معمول با استفاده از یک ماتریس وزنی فضایی ‌اندازه‌گیری می‌شود. وابستگی مقطعی ناشی از عامل مشترک اشاره به شوک‌های مشترک کل اقتصاد دارد که بر تمام واحدهای مقطعی اثرگذار بوده و توسط تعدادی از ‌‌عامل‌های قابل مشاهده و یا غیرقابل مشاهده منعکس می‌شوند. تغییر در نرخ بهره، قیمت نفت و فناوری نمونه‌هایی از این شوک‌های مشترک هستند که می‌توانند قیمت مسکن را با درجات مختلفی در مناطق تحت تأثیر قرار دهند.

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

The Review of Housing Price Models (National and Regional Approaches)

نویسندگان [English]

  • Nasser Khiabani
  • Solaleh Tavassoli
Faculty of Economics, Allameh Tabataba’i University, Tehran, Iran.
چکیده [English]

This study reviews the evolution of national and regional housing models that developed and received much attention in the housing economics literature. From this point of view, first, we focus our attention on the econometric modeling of national housing markets and discuss their limitations in twofold: inferring individual-level relations from aggregate-level data or aggregate shocks, and assuming spatial homogeneity in all regions. These two problems will be addressed precisely in the newly developed regional housing market models by identifying the sources of cross-sectoral dependence, namely, spatial and temporal dependence. Spatial dependence refers to how spatial factors influence economic processes. It is measured through a spatial weighting matrix. Cross-sectional dependence stemming from common factors is attributed to economy-wide shocks that affect all individuals with different intensities coming from different macro shocks, such as interest rates, oil prices, and technology shocks.

کلیدواژه‌ها [English]

  • Housing Prices
  • Markets
  • Panel Data Models
  • Regional Housing Spatial Models
  • Spatio-Temporal Models
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