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...

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Bibliographic Details
Main Authors: Yip, Chee Yin, Lim, Hock Eam
Format: Conference or Workshop Item
Published: AIP Publishing LLC 2014
Subjects:
Online Access:http://repo.uum.edu.my/20583/
http://doi.org/10.1063/1.4903696
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