..., Granger causality test, correlation analysis, autoregressive distributed lag models and cointegration analysis using ARDL bounds testing. Findings The econometric modelling reveals that the housing price in Lithuania correlates with quarterly changes in the gross domestic product and approves...

...Alina Stundziene; Vaida Pilinkienė; Andrius Grybauskas Purpose This paper aims to identify the external factors that have the greatest impact on housing prices in Lithuania. Design/methodology/approach The econometric analysis includes stationarity test, Granger causality test, correlation...

... in establishing a dynamic interrelationship between macro variables and the Lithuanian housing market. Originality/value – Although the research focused on Lithuania, the findings extend to global housing market. ARIMA house price modelling provides insights for a spectrum of stakeholders. The use...