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Paper eres2001_223:
Assessing Indicators of Real Estate Activity

id eres2001_223
authors Matysiak, George A.; Tsolacos Sotiris
year 2001
title Assessing Indicators of Real Estate Activity
source 8th European Real Estate Society Conference (26-29 June 2001) Alicante, Spain
summary The present study reports the results of assessing a number of indicator series that are considered to provide timely and pertinent information about real estate activity. It examines whether these indicators can trace changes in the path of real estate activity individually, or through alternative combinations or through an overall index. The individual series considered are real macro-economic and monetary components together with real estate data. Real estate activity is measured by reference to rental growth, which reflects the underlying balance between demand and supply of space. Non-parametric analysis and econometric techniques are deployed to investigate the potential advance in forecasting by using the selected indicator series. Formal statistical criteria are applied to evaluate the out of sample forecast performance. The analysis is completed with an outline of the implications of this work for investment decision making.
series ERES:conference
discussion No discussions. Post discussion ...
ratings
session Modelling and Forecasting Rents and Capital Values
last changed 2009/07/10 18:07
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