Real Estate Modelling and Forecasting Hardcover 9 doc

... Tokyo 200 120 100 80 60 60 40 20 0 −20 −40 −60 40 20 0 1Q93 197 1 197 4 197 7 198 0 198 3 198 6 198 9 199 2 199 5 199 8 2001 2004 2007 1Q96 1Q 99 1Q02 3Q03 3Q06 1Q05 3Q94 3Q97 3Q00 0 1Q78 1Q80 1Q82 1Q84 1Q86 1Q88 1Q90 1Q92 1Q94 1Q96 1Q98 1Q00 1Q02 1Q04 1Q06 Figure ... −3.7 −2.0 199 3 5.8 −0.1 −2.5 −0.1 199 4 3.4 2.0 −0.7 2.0 199 5 −0.7 −2.0 0.8 2.1 199 6 −2.5 7.3 2.6 2.6 199 7...

Ngày tải lên: 20/06/2014, 20:20

... Times real estate indices and derive a series that starts in January 196 9 and ends in February 199 9. For Australia, they take the Listed Property Trust Index from January 197 3 to February 199 9. ... SBIC 1,1 −1 .94 −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....

Ngày tải lên: 20/06/2014, 20:20

... Investment and Finance 21(3), 212–32. McCue, T. E., and Kling, J. L. ( 199 4) Real estate returns and the macroeconomy: some empirical evidence from real estate investment trust data, 197 2– 199 1, Journal of ... 251–7 securitised real estate 258 9, 282, 344–5, 385 shocks 2 39, 352–6, 361, 3 69 73, 378 sign predictions 288 9, 299 , 301 significance level 59 64, 95 –101, 124...

Ngày tải lên: 20/06/2014, 20:20

... 74.3 199 5 91 8 108.3 847.6 93 .1 9. 9 1,051.1 104.7 96 .7 199 6 93 3 110.5 844.3 95 .0 9. 8 1,046 .9 106.4 96 .3 199 7 878 112.7 7 79. 1 96 .9 9.1 96 5 .9 100.1 88 .9 199 8 727 111.0 655.0 95 .5 7.6 811.5 82 .9 74.7 199 9 ... two and five. 26 Real Estate Modelling and Forecasting Table 2.2 Property sales by district 199 6 199 7 199 8 199 9 2000 2001 2002 2003...

Ngày tải lên: 21/06/2014, 00:20

... (yoy%) 20 15 10 5 −5 −10 −1 −2 −3 −15 −20 −25 197 9 198 1 198 3 198 5 198 7 198 9 199 1 199 3 199 5 199 7 199 9 2001 2003 2005 197 9 198 1 198 3 198 5 198 7 198 9 199 1 199 3 199 5 199 7 199 9 2001 2003 2005 0 (a) Real office rents (b) Employment ... and adding ˆα will 84 Real Estate Modelling and Forecasting 20 (yoy %) Actual Fitted (%) 15 10 5 0 197 9 1...

Ngày tải lên: 21/06/2014, 07:20

... B Fitted Actual Fitted 30 20 10 −10 −20 −30 0 198 2 198 4 198 6 198 8 199 0 199 2 199 4 199 6 199 8 2000 2002 2004 2006 198 1 198 3 198 5 198 7 198 9 199 1 199 3 199 5 199 7 199 9 2001 2003 2005 2007 (%) (%) 30 Model A Model B 20 10 −10 −20 0 198 1 198 3 198 5 198 7 198 9 199 1 199 3 199 5 199 7 199 9 2001 2003 2005 2007 (%) Figure ... 203 30 20 10 −10 −20 −30 0 A...

Ngày tải lên: 21/06/2014, 07:20

... the National Institute of Economic and Social Research (NIESR) until 4Q98. They use the 3Q96 NIESR forecast for 199 6H2, the 1Q97 for 199 7H1 and the 3Q97 for 199 7H2. For the remaining three periods ... the United Kingdom and Australia and assess the improvement over 292 Real Estate Modelling and Forecasting employment at lags 1 and 3), new construction lagged five period...

Ngày tải lên: 21/06/2014, 07:20

... 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 re...

Ngày tải lên: 20/06/2014, 20:20

... (yoy%) 20 15 10 5 −5 −10 −1 −2 −3 −15 −20 −25 197 9 198 1 198 3 198 5 198 7 198 9 199 1 199 3 199 5 199 7 199 9 2001 2003 2005 197 9 198 1 198 3 198 5 198 7 198 9 199 1 199 3 199 5 199 7 199 9 2001 2003 2005 0 (a) Real office rents (b) Employment ... with respect to (w.r.t.) ˆα and ˆ β, to find the values of α and β that minimise the residual sum of squares to give...

Ngày tải lên: 20/06/2014, 20:20

... %) (euros) (index) (%) (%)(%) (%) 0 198 0 198 1 198 3 198 5 198 7 198 9 199 1 199 3 199 5 199 7 199 9 2001 2003 2005 2007 198 1 198 3 198 5 198 7 198 9 199 1 199 3 199 5 199 7 199 9 2001 2003 2005 2007 198 1 198 3 198 5 198 7 198 9 199 1 199 3 199 5 199 7 199 9 2001 2003 2005 2007 198 3 198 6 198 9 199 2 199 5 199 8 2001 2004 2007 198 0 198 3 198 6 198...

Ngày tải lên: 20/06/2014, 20:20