Modelling for the Index of Residential Property Prices in Poland (Modelowanie indeksu cen nieruchomosci mieszkaniowych w Polsce)

Rafal Zbyrowski ()
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Rafal Zbyrowski: Wydzial Zarzadzania, Uniwersytet Warszawski

Research Reports, 2016, vol. 2, issue 22, 108-118

Abstract: The main purpose of this article is to describe a dependence between prices of flats and index of creditworthiness in Poland. In the empirical part of this paper, the author tests mentioned relations according to Engle-Granger’s procedure. Moreover, the long time relation was verified by Johansen’s procedure and a VAR model. This case leads to the examination and estimation cointegration with testing lags between very important variables on the real estate market in Poland. The database used in the research contains monthly observations from the middle of 2010 to the begining of 2014.

Keywords: econometric modeling; VAR; real estate; residential real estate (search for similar items in EconPapers)
JEL-codes: G50 R3 R30 (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:sgm:resrep:v:2:i:22:y:2016:p:108-118

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