Browsing BI Open by Author "Somyk, Kateryna"
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Testing for predictive power of price/rent ratio for determining house prices in OECD countries
Buzynnyk, Anastasiia; Somyk, Kateryna (Master thesis, 2018)We study the predictability of price and rent changes by rent-to-price ratio for 20 OECD countries over the period 1970 to 2017. To investigate the relationship we used Vector Error-Correction Model (VECM) and ...