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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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2015
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| Subjects: | |
| 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 |