..., Zhuhai, Fuzhou, Suzhou and Dongguan, during the period of June 2010 to May 2019. Design/methodology/approach The authors approach this issue in both time and frequency domains, latter of which is facilitated through wavelet analysis and by exploring both linear and nonlinear causality under...

...S. Belgin Akçay; Cagin Karul; Mert Akyuz Purpose The purpose of this study is to examine whether there is a causal relationship between mortgage credit and house prices in Turkey. Design/methodology/approach Granger causality test, Toda–Yamamoto causality test, Fourier Granger causality test...

... Quarter 2. It further explores the causal relations between house price volatility and its determinants. The study used autoregressive conditional heteroskedastic and generalized autoregressive conditional heteroskedastic models to test for volatility. The vector error correction model was used...

... analyses, causality testing and volatility modelling are undertaken in extended forms which synthesise and extend approaches within the housing, economics and finance literatures. The various modelling and testing techniques are supplemented via the use of alternative variable transformations to evaluate...

... with restricted geographical space to which this demand can spread. Causal pathways were subsequently mapped for each suburb string identifying price transmission pathways and confirming support that while the standard Ripple Effect does not exist at an inter-suburban level, it is still possible to predict price...