Bubbles in the Singapore property market : an econometric prospective.

Bubbles in the Singapore property market : an econometric prospective.

In this paper, we attempted to model dynamic movement in prices, borrowing an earlier model on the US market, using both fundamental variables as prescribed by general urban economic theories as well as expectations modeled as dynamic adjustments. The dynamic component performed well as expected, ac...

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Main Authors: Chia, Swee Kuen., Wong, Daniel Chun Yap.
Other Authors: Li, Michael Zhi-Feng
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::General::Economic and business aspects
Online Access:http://hdl.handle.net/10356/10796
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-10796
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spelling sg-ntu-dr.10356-107962023-05-19T05:44:57Z Bubbles in the Singapore property market : an econometric prospective. Chia, Swee Kuen. Wong, Daniel Chun Yap. Li, Michael Zhi-Feng Nanyang Business School DRNTU::Business::General::Economic and business aspects In this paper, we attempted to model dynamic movement in prices, borrowing an earlier model on the US market, using both fundamental variables as prescribed by general urban economic theories as well as expectations modeled as dynamic adjustments. The dynamic component performed well as expected, accounting for 60% of property price change, thus providing empirical evidence of the role of expectations and bubbles in the local property market. 2008-09-24T07:47:37Z 2008-09-24T07:47:37Z 1999 1999 Final Year Project (FYP) http://hdl.handle.net/10356/10796 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::General::Economic and business aspects
spellingShingle DRNTU::Business::General::Economic and business aspects
Chia, Swee Kuen.
Wong, Daniel Chun Yap.
Bubbles in the Singapore property market : an econometric prospective.
description In this paper, we attempted to model dynamic movement in prices, borrowing an earlier model on the US market, using both fundamental variables as prescribed by general urban economic theories as well as expectations modeled as dynamic adjustments. The dynamic component performed well as expected, accounting for 60% of property price change, thus providing empirical evidence of the role of expectations and bubbles in the local property market.
author2 Li, Michael Zhi-Feng
author_facet Li, Michael Zhi-Feng
Chia, Swee Kuen.
Wong, Daniel Chun Yap.
format Final Year Project
author Chia, Swee Kuen.
Wong, Daniel Chun Yap.
author_sort Chia, Swee Kuen.
title Bubbles in the Singapore property market : an econometric prospective.
title_short Bubbles in the Singapore property market : an econometric prospective.
title_full Bubbles in the Singapore property market : an econometric prospective.
title_fullStr Bubbles in the Singapore property market : an econometric prospective.
title_full_unstemmed Bubbles in the Singapore property market : an econometric prospective.
title_sort bubbles in the singapore property market : an econometric prospective.
publishDate 2008
url http://hdl.handle.net/10356/10796
_version_ 1770565130418913280

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