The purpose of this paper is to find a new way to improve the level of intensive land use in cities by studying the relationship between land market degree and intensive land use in long run and in short run. Based on the panel data of capital cities in China from 2001 to 2010, the paper analyzed the long-term equilibrium relationship and the short-term fluctuation effect between the land market development and the intensive land use by co-integration theory, Granger causality test, and impulse response function. The result showed that there was a stable long-term equilibrium relationship betw...