Chang, Tsangyao; Wei, Yu-Chen; Lu, Yang-Cheng - In: Economics Bulletin 3 (2007) 45, pp. 1-11
This note studies the long-run relationship between real estate and stock markets in the Taiwan context over the 1986Q3 to 2006Q4 period, using standard cointegration test of Johansen and Juselius (1990) and that of Engle-Granger (1987) as well as the fractional cointegration test of Geweke and...
