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A cointegration approach to the price dynamics of private housing A Singapore case study
David Ho Kim Hin1; Javier Calero Cuervo2
1999-03-01
Source PublicationJournal of Property Investment & Finance
ISSN1463-578X
Volume17Issue:1Pages:35-60
Abstract

This paper looks into the dynamics of private housing prices in Singapore from the first quarter of 1985 to the fourth quarter of 1995. Employing the cointegration analysis, the paper shows that overall private housing price is cointegrated with real gross domestic product, prime lending rate and private housing starts. An error-correction mechanism is also incorporated in the estimation of changes in the overall private housing price to account for the short-run deviations from the equilibrium relationship among these variables.

KeywordCointegration Housing (Domestic Property) Singapore
DOI10.1108/14635789910252891
Language英语
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Document TypeJournal article
CollectionFaculty of Business Administration
DEPARTMENT OF MANAGEMENT AND MARKETING
Affiliation1.Pidemco Land Limited, Singapore
2.School of Building and Real Estate, National University of Singapore, Singapore
Recommended Citation
GB/T 7714
David Ho Kim Hin,Javier Calero Cuervo. A cointegration approach to the price dynamics of private housing A Singapore case study[J]. Journal of Property Investment & Finance,1999,17(1):35-60.
APA David Ho Kim Hin,&Javier Calero Cuervo.(1999).A cointegration approach to the price dynamics of private housing A Singapore case study.Journal of Property Investment & Finance,17(1),35-60.
MLA David Ho Kim Hin,et al."A cointegration approach to the price dynamics of private housing A Singapore case study".Journal of Property Investment & Finance 17.1(1999):35-60.
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