Forecasting property market dynamics: Insights from the property cycle indicator
The present study replicates the movement of the property cycle in Malaysia and predicts the timing of significant changes in property market dynamics. Combining property-related variables and macroeconomic series, the property cycle indicator (PCI) was established in the same manner as the [1]. The...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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International Information Institute Ltd.
2016
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/13944/ http://ir.unimas.my/id/eprint/13944/1/Forecasting%20property%20market.docx |
| _version_ | 1848837531283488768 |
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| author | Puah, Chin-Hong Kuek, Tai Hock Mohammad Affendy, Arip Siew, Shirty Ling Wong |
| author_facet | Puah, Chin-Hong Kuek, Tai Hock Mohammad Affendy, Arip Siew, Shirty Ling Wong |
| author_sort | Puah, Chin-Hong |
| building | UNIMAS Institutional Repository |
| collection | Online Access |
| description | The present study replicates the movement of the property cycle in Malaysia and predicts the timing of significant changes in property market dynamics. Combining property-related variables and macroeconomic series, the property cycle indicator (PCI) was established in the same manner as the [1]. The constructed PCI consistently exhibits predictive ability and leading attributes of the Malaysian property market across the period of 1991-2013. The average lead time of 3.7 months makes the PCI a forward-looking means of predicting the near-term prospects of the evolving property market. In essence, the empirical finding demonstrates that the indicator-based approach offers a promising early signaling mechanism for property market forecasting |
| first_indexed | 2025-11-15T06:41:08Z |
| format | Article |
| id | unimas-13944 |
| institution | Universiti Malaysia Sarawak |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T06:41:08Z |
| publishDate | 2016 |
| publisher | International Information Institute Ltd. |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | unimas-139442017-02-17T01:14:24Z http://ir.unimas.my/id/eprint/13944/ Forecasting property market dynamics: Insights from the property cycle indicator Puah, Chin-Hong Kuek, Tai Hock Mohammad Affendy, Arip Siew, Shirty Ling Wong HB Economic Theory The present study replicates the movement of the property cycle in Malaysia and predicts the timing of significant changes in property market dynamics. Combining property-related variables and macroeconomic series, the property cycle indicator (PCI) was established in the same manner as the [1]. The constructed PCI consistently exhibits predictive ability and leading attributes of the Malaysian property market across the period of 1991-2013. The average lead time of 3.7 months makes the PCI a forward-looking means of predicting the near-term prospects of the evolving property market. In essence, the empirical finding demonstrates that the indicator-based approach offers a promising early signaling mechanism for property market forecasting International Information Institute Ltd. 2016-06 Article PeerReviewed text en http://ir.unimas.my/id/eprint/13944/1/Forecasting%20property%20market.docx Puah, Chin-Hong and Kuek, Tai Hock and Mohammad Affendy, Arip and Siew, Shirty Ling Wong (2016) Forecasting property market dynamics: Insights from the property cycle indicator. Information (Japan), 19. pp. 2225-2232. ISSN 1343-4500 https://www.scopus.com/inward/record.uri?eid=2-s2.0-84984791866&partnerID=40&md5=ba9de2f2466fa791d6108161540c72cf |
| spellingShingle | HB Economic Theory Puah, Chin-Hong Kuek, Tai Hock Mohammad Affendy, Arip Siew, Shirty Ling Wong Forecasting property market dynamics: Insights from the property cycle indicator |
| title | Forecasting property market dynamics: Insights from the property cycle indicator |
| title_full | Forecasting property market dynamics: Insights from the property cycle indicator |
| title_fullStr | Forecasting property market dynamics: Insights from the property cycle indicator |
| title_full_unstemmed | Forecasting property market dynamics: Insights from the property cycle indicator |
| title_short | Forecasting property market dynamics: Insights from the property cycle indicator |
| title_sort | forecasting property market dynamics: insights from the property cycle indicator |
| topic | HB Economic Theory |
| url | http://ir.unimas.my/id/eprint/13944/ http://ir.unimas.my/id/eprint/13944/ http://ir.unimas.my/id/eprint/13944/1/Forecasting%20property%20market.docx |