Cointegration of Matched Home Purchases and Rental Price Indexes: Evidence from Singapore
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- Baltagi, Badi H. & Li, Jing, 2015. "Cointegration of matched home purchases and rental price indexes — Evidence from Singapore," Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 80-88.
- Badi H. Baltagi & Jing Li, 2015. "Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Sinpagore," CESifo Working Paper Series 5559, CESifo.
- Jing Li & Badi Baltagi, 2015. "Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Singapore," ERSA conference papers ersa15p571, European Regional Science Association.
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- Huang, Naqun & Li, Jing & Ross, Amanda, 2018. "The impact of the cost of car ownership on the house price gradient in Singapore," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 160-171.
- Sumit Agarwal & Jing Li & Ernie Teo & Alan Cheong, 2018. "Strategic Sequential Bidding for Government Land Auction Sales – Evidence from Singapore," The Journal of Real Estate Finance and Economics, Springer, vol. 57(4), pages 535-565, November.
- Jiang, Liang & Phillips, Peter C.B. & Yu, Jun, 2015. "New methodology for constructing real estate price indices applied to the Singapore residential market," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 121-131.
- Ting Lan, 2019. "Intrinsic bubbles and Granger causality in the Hong Kong residential property market," Frontiers of Business Research in China, Springer, vol. 13(1), pages 1-15, December.
- Tan, Shin Bin & Ti, Edward S.W., 2020. "What is the value of built heritage conservation? Assessing spillover effects of conserving historic sites in Singapore," Land Use Policy, Elsevier, vol. 91(C).
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More about this item
Keywords
Cointegration; Housing Market; Purchase and Rental Price; Market Efficiency;All these keywords.
JEL classification:
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-SEA-2015-10-25 (South East Asia)
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