The opportune time to invest in residential properties - Engle-Granger cointegration test and Granger causality test approach
This paper examines using housing supply as proxy to house prices, the causal relationship on house prices among 8 states in Malaysia by applying the Engle-Granger cointegration test and Granger causality test approach.The target states are Perak, Selangor, Penang, Federal Territory of Kuala Lumpur...
Main Authors: | Yip, Chee Yin, Lim, Hock Eam |
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Format: | Conference or Workshop Item |
Published: |
AIP Publishing LLC
2014
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Subjects: |
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