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Record W4415839586 · doi:10.12928/jampe.v2i1.6696

Modelling the Drivers of Housing Price using Autoregressive Distributed Lag – Error Correction Model (ARDL-ECM) in Indonesia

2023· article· W4415839586 on OpenAlexaboutno aff
Bagaskara Bagaskara

Bibliographic record

VenueJAMPE (Journal of Asset Management and Public Economy) · 2023
Typearticle
Language
FieldEconomics, Econometrics and Finance
TopicEconomic Growth and Fiscal Policies
Canadian institutionsnot available
Fundersnot available
KeywordsUnemploymentInterest rateLoanAutoregressive modelDistributed lagQuarter (Canadian coin)Real interest rateLagMonetary policy

Abstract

fetched live from OpenAlex

This study aims to design a model tand to estimate the effect of market fundamentals (macroeconomic drivers) on housing prices in Indonesia. The identification of macroeconomic drivers helps the government utilize these macroeconomic indicators to control housing prices in accordance with the current situation. Therefore, the contribution of this study is to analyse how is the housing price in Indonesia. The analytical tool used in this study is the Autoregressive Distributed Lag-Error Correction Model (ARDL-ECM). The variables used in this study are the residential housing price index, real loan interest rates, and the unemployment rate with the observation period starting in the first quarter of 2010 - fourth quarter of 2019. The process of establishing the ARDL-ECM was carried out through a series of tests on research data. Based on the ARDL-ECM estimation results, it was found that in the short-term real loan interest rates had a negative and significant effect on housing prices, while in the long-term real loan interest rates and unemployment rates had a negative and significant effect on housing prices. These results indicate that real interest rates and unemployment rates as macroeconomic drivers can affect housing prices so that they can be utilized by policy makers, specifically through monetary policy (interest rates) and fiscal policy (unemployment rate).

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.037
Threshold uncertainty score0.074

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0020.001
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.055
GPT teacher head0.238
Teacher spread0.183 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2023
Admission routes1
Has abstractyes

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