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This study focused on testing the existence of an apartment price bubble in Hanoi (Vietnam) and on determining the factors that affected it in the period between 2010 and 2021. Using the fundamental factor approach, the authors applied VAR regression using time series data. Specifically, we used the ADF unit test to test the stationarity of the variables based on the following criteria: AIC (Akaike information criterion); LR (likelihood ratio); FPE (final prediction error); HQ (Hanan–Quinn information criterion); and Schwarz (SC) to find the optimal lag (Lag) for the model. We also applied the Granger causality test to determine the correlation between the economic variables that appeared in the model with the PR index. We present the results of the research model through the push–response function and the variance decomposition to consider and evaluate the impact of the PR index shock on itself and the other variables. The literature in this field includes many studies tha

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