Granger causality among house price and macroeconomic variables in Victoria

Pacific Rim Property Research Journal

Volumn 13, Issue 2, 2007, Pages 234-256

  Luo, Zhenqiang ^a   Liu, Chunlu ^a   Picken, David ^a  

^a DEAKIN UNIVERSITY   (Australia)

Author keywords

Cointegration; Granger causality; House price index; Unit root; Vector error correction

Indexed keywords

EID: 79959652374     PISSN: 14445921     EISSN: None     Source Type: Journal    
DOI: 10.1080/14445921.2007.11104232     Document Type: Article

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