This study introduces an integrated vector error correction and directed acyclic graph method for investigating contemporaneous causalities with application to regional scrap steel prices in east, north, south, central, northeast, and southwest China. We use daily data and combine the Peter and...

Purpose This study aims to investigate dynamic relationships among residential housing price indices of ten major Chinese cities for the years 2005–2021. Design/methodology/approach Using monthly data, this study uses vector error correction modeling and the directed acyclic graph for...