Cointegration of matched home purchases and rental price indexes: Evidence from Singapore

Cointegration of matched home purchases and rental price indexes: Evidence from Singapore

This paper exploits the homogeneity feature of the Singapore private residential condominium market and constructs matched home purchase price and rental price series using the repeated sales method. These matched series allow us to conduct time series analysis to examine the long-term present value...

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Bibliographic Details
Main Authors: BALTAGI, Badi H., JING LI
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2015
Subjects:
Cointegration
Housing market
Market efficiency
Purchase and rental price
Singapore
Asian Studies
Economics
Real Estate
Urban Studies and Planning
Online Access:https://ink.library.smu.edu.sg/soe_research/1840
https://ink.library.smu.edu.sg/context/soe_research/article/2839/viewcontent/P_ID_52939_MarketEfficiency_090815_1.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/1840
https://ink.library.smu.edu.sg/context/soe_research/article/2839/viewcontent/P_ID_52939_MarketEfficiency_090815_1.pdf

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