Eres : Digital Library : Works

Paper eres2014_1:
Univariate Time-Series Modelling of UK Farmland Prices

id eres2014_1
authors Jadevicius, Arvydas; Diane Martin
year 2014
title Univariate Time-Series Modelling of UK Farmland Prices
source 21st Annual European Real Estate Society Conference in Bucharest, Romania
summary This research employs univariate time series modelling approach to assess the dynamics of UK farmland prices. The RICS/RAU Farmland Price Index for England and Wales is selected as a dependent variable. The techniques used include Single Exponential Smoothing, Holtís Linear Trend and ARMA models. Regardless of the limitations attached to a univariate time-series modelling approach, the estimates suggest that UK farmland prices are forecastable. These results could be employed by property market participants to gauge the future direction of UK farmland prices in the short-term.
series ERES:conference
more &slot=2630
discussion No discussions. Post discussion ...
session G : Market Research, Analysis & Forecasting
last changed 2014/10/21 21:51
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