Structural and Vector Autoregressive Approaches to Modelling Real Estate and Property Stock Prices in Singapore
Ong Seow Eng
(School of Building and Estate Management, National
University of Singapore)
3884
Abstract
Although studies have been conducted in the USA to test if property‐related investment vehicles are an alternative for direct real estate investment, there has been little research in Singapore. Tests the existence of a relationship between property stocks and real estate prices. Postulates a theoretical construct to analyse property stock and real estate prices, and reports on methodology and findings before drawing implications.
Keywords
Citation
Seow Eng, O. (1994), "Structural and Vector Autoregressive Approaches to Modelling Real Estate and Property Stock Prices in Singapore", Journal of Property Finance, Vol. 5 No. 4, pp. 4-18. https://doi.org/10.1108/09588689410080257
Publisher
:MCB UP Ltd
Copyright © 1994, MCB UP Limited