This paper first analyzes the change trend from 1995 to 2010, the Yancheng City real estate construction area, real estate investment and GDP in the three sets of data, using econometric software carries on the analysis to the above three groups of time series, the relation between Yancheng City real estate 15 years of investment and construction area of real estate and real estate investment and GDP, and puts forward some policy suggestions to promote the healthy and stable development of real estate in Yancheng City.