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Keywords: Vector error correction model
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Journal Articles
International Journal of Housing Markets and Analysis (2023) 16 (4): 792–811.
Published: 17 May 2022
...Xiaojie Xu; Yun Zhang Purpose This study aims to investigate dynamic relationships among residential housing price indices of ten major Chinese cities for the years 2005–2021. Design/methodology/approach Using monthly data, this study uses vector error correction modeling and the directed...
Journal Articles
International Journal of Housing Markets and Analysis (2018) 11 (3): 498–519.
Published: 12 April 2018
...Peter Öhman; Darush Yazdanfar Purpose The purpose of this study is to investigate the Granger causal link between bank lending and housing prices. Design/methodology/approach Several econometric methods, including Granger causality tests based on a vector error correction model, were applied...

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