Öhman, Peter; Yazdanfar, Darush - In: International Journal of Housing Markets and Analysis 11 (2018) 3, pp. 498-519
Purpose: The purpose of this study is to investigate the Granger causal link between bank lending and housing prices. Design/methodology/approach: Several econometric methods, including Granger causality tests based on a vector error correction model, were applied to analyse monthly time series...