- Tytuł:
- THE LONG TERM MODELING OF RESIDENTIAL PROPERTY PRICES IN POLAND
- Autorzy:
- Zbyrowski, Rafał
- Powiązania:
- https://bibliotekanauki.pl/articles/453602.pdf
- Data publikacji:
- 2017
- Wydawca:
- Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
- Tematy:
-
Econometric modeling
VAR
VEC
real estate
residential real estate - Opis:
- The main purpose of this article is to describe a dependence between prices of flats and index of creditworthiness in Poland. In the empirical part of this paper the author tests mentioned relations according to Engle-Granger's procedure. Moreover the long time relation had been verified by Johansen's procedure and a VAR model. This case leads to the examination and estimation cointegration with testing lags between very important variables on real estate market in Poland. The database used in the research contains monthly observations from the middle of 2010 to the beginning of 2014.
- Źródło:
-
Metody Ilościowe w Badaniach Ekonomicznych; 2017, 18, 1; 143-156
2082-792X - Pojawia się w:
- Metody Ilościowe w Badaniach Ekonomicznych
- Dostawca treści:
- Biblioteka Nauki