Ullah, Aman; Zhou, Zhong‐guo - In: Property Management 21 (2003) 1, pp. 8-24
multivariate vector autoregressive error correction (VAREC) model. It is first found that, in the USA, sales and the median sales … price of the existing single‐family homes and the 30‐year mortgage rate have unit roots, while the New York Stock Exchange … variables using Johansen’s approach. It is found that the price, mortgage rate, and stock returns affect sales. It is found that …