一个检验调控的住房-人口多层非线性模型 战略

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摘要翻译：
我们提出了一个新的多层非线性模型，该模型能够通过模拟业主在基于价格的房屋层之间的转换来捕捉和预测真实市场的住房人口动态。这个模型允许我们确定哪些参数最有效地平滑潜在市场危机的严重性。国际货币基金组织(IMF)在过去几年里对美国、英国、爱尔兰、荷兰、澳大利亚和西班牙目前的真实国家泡沫发出了严重警告。尤其是马德里（西班牙），是这种泡沫的一个极端案例。因此，在西班牙国家统计局和其他数据来源提供的经验数据范围内分析住房动态是一个极好的测试案例。该模型能够预测平均住房入住率，并表明：（1）马德里的住房市场条件不稳定，但不是临界的；（2）对建筑率的调节比利率变化更有效。我们的结果表明，将建筑率与首次购房者的总人口相适应是维持系统接近平衡状态的最有效方法。此外，我们还表明，提高利率将严重影响人口中最贫困的住房层，而中产阶级层几乎不受影响。
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英文标题：
《A housing-demographic multi-layered nonlinear model to test regulation
  strategies》
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作者：
Ramon Huerta, Fernando Corbacho, Luis F. Lago-Fernandez
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最新提交年份：
2008
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分类信息：

一级分类：Physics        物理学
二级分类：Cellular Automata and Lattice Gases        元胞自动机与格子气体
分类描述：Computational methods, time series analysis, signal processing, wavelets, lattice gases
计算方法，时间序列分析，信号处理，小波，格子气体
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一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
--

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英文摘要：
  We propose a novel multi-layered nonlinear model that is able to capture and predict the housing-demographic dynamics of the real-state market by simulating the transitions of owners among price-based house layers. This model allows us to determine which parameters are most effective to smoothen the severity of a potential market crisis. The International Monetary Fund (IMF) has issued severe warnings about the current real-state bubble in the United States, the United Kingdom, Ireland, the Netherlands, Australia and Spain in the last years. Madrid (Spain), in particular, is an extreme case of this bubble. It is, therefore, an excellent test case to analyze housing dynamics in the context of the empirical data provided by the Spanish National Institute of Statistics and other sources of data. The model is able to predict the mean house occupancy, and shows that i) the house market conditions in Madrid are unstable but not critical; and ii) the regulation of the construction rate is more effective than interest rate changes. Our results indicate that to accommodate the construction rate to the total population of first-time buyers is the most effective way to maintain the system near equilibrium conditions. In addition, we show that to raise interest rates will heavily affect the poorest housing bands of the population while the middle class layers remain nearly unaffected.
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PDF链接：
https://arxiv.org/pdf/0809.0979

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关键词：线性模型 非线性 Construction Quantitative Applications rate layered 预测 人口 相适应