Identification of Cause-and-Effect Relationships in the Real Estate Market Using the VAR Model and the Granger Test

The real estate market, as an open, complex and dynamic system, responds to changes in the environment of economic, legal or social conditions, although the pace and direction of these changes depends on the level of inertia of this system. At the same time, this market stimulates the market environ...

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Bibliographic Details
Main Authors: Cellmer Radosław, Bełej Mirosław, Cichulska Aneta
Format: Article
Language:English
Published: Sciendo 2019-12-01
Series:Real Estate Management and Valuation
Subjects:
var
c10
e31
e37
r32
Online Access:https://doi.org/10.2478/remav-2019-0038