1. Prologue -- 1.1 Objective of the Study -- 1.2 Survey of the Study -- 2. Vector Stochastic Processes -- 2.1 Discrete-Time, Stationary Vector Stochastic Processes -- 2.2 Nonstationary Processes -- 2.3 Vector Autoregressive Moving Average Processes -- 2.4 Estimation -- 2.5 Model Specification --...

Purpose – The purpose of this paper is to examine the nature of Singapore's private housing market with respect to its price movement using time series models. Design/methodology/approach – This paper analyses the price dynamics in the Singapore private housing market using the integrated...