TY - JOUR
T1 - Dynamic relationship between house prices in Malaysia's major economic regions and Singapore house prices
AU - Fereidouni, Hassan Gholipour
AU - Al-Mulali, Usama
AU - Lee, Janice Y. M.
AU - Mohammed, Abdul Hakim
PY - 2016
Y1 - 2016
N2 - 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.
AB - 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.
KW - Singapore
KW - housing
KW - multivariate analysis
KW - prices
UR - https://hdl.handle.net/1959.7/uws:56265
U2 - 10.1080/00343404.2014.928408
DO - 10.1080/00343404.2014.928408
M3 - Article
SN - 0034-3404
VL - 50
SP - 657
EP - 670
JO - Regional Studies
JF - Regional Studies
IS - 4
ER -