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Modelling for the Index of Residential Property Prices in Poland (Modelowanie indeksu cen nieruchomosci mieszkaniowych w Polsce)

Author

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  • Rafal Zbyrowski

    (Wydzial Zarzadzania, Uniwersytet Warszawski)

Abstract

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 was 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 the real estate market in Poland. The database used in the research contains monthly observations from the middle of 2010 to the begining of 2014.

Suggested Citation

  • Rafal Zbyrowski, 2016. "Modelling for the Index of Residential Property Prices in Poland (Modelowanie indeksu cen nieruchomosci mieszkaniowych w Polsce)," Research Reports, University of Warsaw, Faculty of Management, vol. 2(22), pages 108-118.
    • Handle: RePEc:sgm:resrep:v:2:i:22:y:2016:p:108-118
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    File URL: http://www.sim.wz.uw.edu.pl/sites/default/files/artykuly/zbyrowski.pdf
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    More about this item

    Keywords

    econometric modeling; VAR; real estate; residential real estate;
    All these keywords.

    JEL classification:

    • G50 - Financial Economics - - Household Finance - - - General
    • R30 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - General
    • R3 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location

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