Housing Loan Rates and Other Interest Rates Cover Image

Oprocentowanie kredytów na nieruchomości mieszkaniowe na tle innych stóp procentowych
Housing Loan Rates and Other Interest Rates

Author(s): Krzysztof Drachal
Subject(s): Economy, Financial Markets
Published by: Fundacja Uniwersytetu Ekonomicznego w Krakowie
Keywords: cointegration;housing loan rates;interest rates

Summary/Abstract: The article presents the development of housing loan rates between 2004 and 2013. The monthly data were taken. The methodology is based on cointegration analysis with the help of the Engle-Granger method. Selected interest rates cointegration is studied. It was found out that only some of the analyzed rates are cointegrated. It is only partially consistent with the previously known results from other economies. However, some of the results show significantly different behavior.

  • Issue Year: 2014
  • Issue No: 89
  • Page Range: 55-60
  • Page Count: 6
  • Language: Polish