Real Estate Modelling and Forecasting Hardcover 8 potx

... building in real estate 5 1.5 What do we model and forecast in real estate? 6 1.6 Model categorisation for real estate forecasting 8 1.7 Why real estate forecasting? 9 1 .8 Econometrics in real estate, ... techniques to real data and problems in real estate. 2 Real Estate Modelling and Forecasting 1.1 Motivation for this book The complexity of the...

Ngày tải lên: 20/06/2014, 20:20

... B Fitted Actual Fitted 30 20 10 −10 −20 −30 0 1 982 1 984 1 986 1 988 1990 1992 1994 1996 19 98 2000 2002 2004 2006 1 981 1 983 1 985 1 987 1 989 1991 1993 1995 1997 1999 2001 2003 2005 2007 (%) (%) 30 Model A Model B 20 10 −10 −20 0 1 981 1 983 1 985 1 987 1 989 1991 1993 1995 1997 1999 2001 2003 2005 2007 (%) Figure ... 203 30 20 10 −10 −20 −30 0 Actual (a) Actual and fitte...

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... Tokyo 200 120 100 80 60 60 40 20 0 −20 −40 −60 40 20 0 1Q93 1971 1974 1977 1 980 1 983 1 986 1 989 1992 1995 19 98 2001 2004 2007 1Q96 1Q99 1Q02 3Q03 3Q06 1Q05 3Q94 3Q97 3Q00 0 1Q 78 1Q80 1Q82 1Q84 1Q86 1Q 88 1Q90 1Q92 1Q94 1Q96 1Q 98 1Q00 1Q02 1Q04 1Q06 Figure 3 .8 Series ... interval 68 Real Estate Modelling and Forecasting 1,200 1,000 80 0 600 400 (a) Index of US in...

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... %) (euros) (index) (%) (%)(%) (%) 0 1 980 1 981 1 983 1 985 1 987 1 989 1991 1993 1995 1997 1999 2001 2003 2005 2007 1 981 1 983 1 985 1 987 1 989 1991 1993 1995 1997 1999 2001 2003 2005 2007 1 981 1 983 1 985 1 987 1 989 1991 1993 1995 1997 1999 2001 2003 2005 2007 1 983 1 986 1 989 1992 1995 19 98 2001 2004 2007 1 980 1 983 1 986 1 989 1992 1995 19 98 2001 2004 2007...

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... Tokyo 200 120 100 80 60 60 40 20 0 −20 −40 −60 40 20 0 1Q93 1971 1974 1977 1 980 1 983 1 986 1 989 1992 1995 19 98 2001 2004 2007 1Q96 1Q99 1Q02 3Q03 3Q06 1Q05 3Q94 3Q97 3Q00 0 1Q 78 1Q80 1Q82 1Q84 1Q86 1Q 88 1Q90 1Q92 1Q94 1Q96 1Q 98 1Q00 1Q02 1Q04 1Q06 Figure ... independent random series, the statistical 68 Real Estate Modelling and Forecasting 1,200 1,000 80 0 600 4...

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... regression analysis 81 25 (yoy%) (yoy%) 20 15 10 5 −5 −10 −1 −2 −3 −15 −20 −25 1979 1 981 1 983 1 985 1 987 1 989 1991 1993 1995 1997 1999 2001 2003 2005 1979 1 981 1 983 1 985 1 987 1 989 1991 1993 1995 1997 1999 2001 2003 2005 0 (a) ... proportionate impact of 82 Real Estate Modelling and Forecasting 8 6 4 2 0 0 Real rents (yoy %) Employment in FBS (yoy %) 10 20 3...

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... %) (euros) (index) (%) (%)(%) (%) 0 1 980 1 981 1 983 1 985 1 987 1 989 1991 1993 1995 1997 1999 2001 2003 2005 2007 1 981 1 983 1 985 1 987 1 989 1991 1993 1995 1997 1999 2001 2003 2005 2007 1 981 1 983 1 985 1 987 1 989 1991 1993 1995 1997 1999 2001 2003 2005 2007 1 983 1 986 1 989 1992 1995 19 98 2001 2004 2007 1 980 1 983 1 986 1 989 1992 1995 19 98 2001 2004 2007...

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... −1 .87 1,2 −1.95 −1 .85 1,3 −1. 98 −1 .89 1,4 −1.97 −1 .83 2,1 −1.92 −1 .83 2,2 −1.92 −1 .80 2,3 −1.95 −1 .81 2,4 −1.93 −1.77 3,1 −1.97 −1 .85 3,2 −1.95 −1 .81 3,3 −2. 18 −2.02 3,4 −2.15 −1.96 4,1 −1. 98 ... 123456 789 101112 Figure 8. 9 Autocorrelation and partial autocorrelation functions for cap rates 1.5 1.0 (%) 0.5 0.0 2Q 78 2Q80 2Q82 2Q84 2Q86 2Q 88 2Q90 2Q92 2Q94 2Q96...

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... regression to be close to zero, since the explained and explanatory 384 Real Estate Modelling and Forecasting international movements in capital in the real estate markets should lead to greater linkages ... Engle–Yoo and Johansen. The first and third of these procedures are considered in some detail in the following sections. 370 Real Estate Modelling and Forecas...

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... %) 1Q07 85 .5 156.4 0 .8 0 .83 2Q07 87 .5 157.2 0 .8 2.34 3Q07 89 .1 1 58. 2 1.0 1 .83 4Q07 89 .7 159.2 −2.95 1.0 0.67 1Q 08 90.1 160.0 −2. 98 0 .8 0.440 0.49 2Q 08 90.3 160 .8 −3.34 0 .8 0.115 0.13 3Q 08 90.9 ... EU t−2 −0.13 −0.13 0.00 0. 08 −0.02 −1 .83 −1. 78 EU t−3 0.13 0.13 0.12 1.77 1 .84 1. 68 Critical 5% −1.94 −2 .88 −3.43 −1.94 −2 .88 −3.43 416 Real Estate...

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