<title>ABSTRACT</title> The main purpose of this study is to investigate whether there is a long-run relationship between macroeconomic indicators and property price index in Dubai. This paper uses the monthly data for the eight year period from January 2003 to December 2010. In order to identify long term...

Purpose – It is important to forecast index series to identify future rises, falls, and turning points in the property market. From the point of this necessity and importance, the main purpose of this paper is to forecast the future trends in Dubai housing market. Design/methodology/approach...