Dynamic Relationship between House Prices in Malaysia's Major Economic Regions and Singapore House Prices

被引：23

作者：

Fereidouni, Hassan Gholipour ^{[1
]}

Al-Mulali, Usama ^{[1
]}

Lee, Janice Y. M. ^{[1
]}

Mohammed, Abdul Hakim ^{[1
]}

机构：

[1] Univ Teknol Malaysia, Ctr Real Estate Studies, Fac Geoinformat & Real Estate, Johor Baharu 81310, Malaysia

来源：

REGIONAL STUDIES | 2016年 / 50卷 / 04期

关键词：

Regional house prices; Ripple effect; Fully modified ordinary least square (FMOLS); Granger causality; Malaysia; Singapore; (FMOLS); (Granger); Prix immobiliers regionaux; Effet d'entrainement; Methode d'estimation des moindres carres ordinaires modifies (FMOLS); Causalite de Granger; Malaysie; Singapour; Regionale Hauspreise; Welleneffekt; Voll modifizierte Kleinst-Quadrate-Methode (FMOLS); Granger-Kausalitat; Singapur; Precios de la vivienda regional; Efecto domino; Minimos cuadrados ordinarios completamente modificados; Causalidad de Granger; Malasia; C32; R21; UNIT-ROOT; TIME-SERIES; UK; COINTEGRATION; DIFFUSION; MODELS; INVESTMENTS; HYPOTHESIS; REGRESSION; REGIME;

D O I：

10.1080/00343404.2014.928408

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Fereidouni H. G., Al-Mulali U., Lee J. Y. M. and Mohammed A. H. Dynamic relationship between house prices in Malaysia's major economic regions and Singapore house prices, Regional Studies. The purpose of this study is to examine house price diffusion among Malaysia's major economic regions (Kuala Lumpur, Selangor, Pulau Pinang and Johor) and between each of these regions and neighbouring Singapore by using the quarterly data from 2000:Q1 to 2011:Q1. By applying multivariate co-integration approach, the results show the existence of ripple effects among Malaysia's major economic regions. Moreover, it is found that house price diffusion observed within a country can be extended across the border. Implications are offered along with the findings of this research.

引用

页码：657 / 670

页数：14

共 37 条

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