Eres : Digital Library : Works

Paper eres2015_90:
Identifying lag relationships in the office market with a turning point method during the Global Financial Crisis

id eres2015_90
authors Horváth, Áron; Gábor Révész
year 2015
title Identifying lag relationships in the office market with a turning point method during the Global Financial Crisis
source 22nd Annual European Real Estate Society Conference in Istanbul, Turkey
summary Lead-lag relationships among office market indicators are essential to discover for both theoretical and practical reasons. This paper identifies an approximately one year lag between office market yield and new supply; a somewhat shorter distance of rents and yields is revealed. According to the concluded calculations, vacancy and take-up respond swifter to external shocks. We use the crisis as an identifier, and detect reactions of turning points of the time series in a worldwide database provided by DTZ.
keywords office market, forecasting, global financial crisis, lead-lag relationship, global database
series ERES:conference
type paper session
email horvathar@gmail.com
content file.pptx (3,431,635 bytes)
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ratings
session Market Research, Analysis & Forecasting
last changed 2015/07/08 18:06
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