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2017 | 18 | 1 | 143-156
Article title

THE LONG TERM MODELING OF RESIDENTIAL PROPERTY PRICES IN POLAND

Content
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Languages of publication
EN
Abstracts
EN
The main purpose of this article is to describe a dependence between prices of flats and index of creditworthiness in Poland. In the empirical part of this paper the author tests mentioned relations according to Engle-Granger's procedure. Moreover the long time relation had been verified by Johansen's procedure and a VAR model. This case leads to the examination and estimation cointegration with testing lags between very important variables on real estate market in Poland. The database used in the research contains monthly observations from the middle of 2010 to the beginning of 2014.
Contributors
  • Faculty of Management, Warsaw University, Poland
References
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  • Syczewska E. (1999) Analiza relacji długookresowych: estymacja i weryfikacja. Szkoła Główna Handlowa.
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Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.desklight-f2254f78-7f5f-4a3f-8f10-b0ad5791e6d4
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