The opportune time to invest in residential properties - Engle-Granger cointegration test and Granger causality test approach

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

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...