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Price Causality between Adjacent Housing Markets within a Metropolitan Area: A Case Study

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  • Ling He
  • Robert Winder

Abstract

Executive Summary. Using quarterly housing price data, this study investigates the price relationships and the price causality between three adjacent housing markets in the Hampton Roads region in Virginia. The results of the cointegration tests indicate stable long-run equilibrium price relationships between the adjacent housing markets. The results of the Geweke causality tests further suggest a bidirectional price causality between two adjacent housing markets that share similarities in changes in per capita income and single-family building permits.

Suggested Citation

  • Ling He & Robert Winder, 1999. "Price Causality between Adjacent Housing Markets within a Metropolitan Area: A Case Study," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 5(1), pages 47-58, January.
    • Handle: RePEc:taf:repmxx:v:5:y:1999:i:1:p:47-58
    DOI: 10.1080/10835547.1999.12089566
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