Browsing by Author Padli, Jaharudin

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  • long-run_relation_dynamic_interactions_between_housing_stock_prices_thailand_mansor.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H.; Padli, Jaharudin; Abdul Hamid, Baharom (2009)

  • Economists recognise that macroeconomic and financial variables have an impact on housing prices. In this study, we focus on the relationship between housing prices and stock prices in Thailand using quarterly data from the first quarter (Q1) of 1995 till the last quarter (Q4) of 2006. The analysis is conducted within a multivariate setting that incorporates the Stock Exchange of Thailand Composite Index and housing prices, the real gross domestic product and the consumer price index. In this paper, the autoregressive distributive lags (ARDL) cointegration test is applied to examine the variables' long-run relationships. We then employ the ARDL, DOLS and ML approaches to estimate the ...

Browsing by Author Padli, Jaharudin

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 5 to 5 of 5
  • long-run_relation_dynamic_interactions_between_housing_stock_prices_thailand_mansor.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H.; Padli, Jaharudin; Abdul Hamid, Baharom (2009)

  • Economists recognise that macroeconomic and financial variables have an impact on housing prices. In this study, we focus on the relationship between housing prices and stock prices in Thailand using quarterly data from the first quarter (Q1) of 1995 till the last quarter (Q4) of 2006. The analysis is conducted within a multivariate setting that incorporates the Stock Exchange of Thailand Composite Index and housing prices, the real gross domestic product and the consumer price index. In this paper, the autoregressive distributive lags (ARDL) cointegration test is applied to examine the variables' long-run relationships. We then employ the ARDL, DOLS and ML approaches to estimate the ...