Forecasting real estate returns using financial spreads

Journal of Property Research

Volumn 18, Issue 3, 2001, Pages 235-248

  Brooks, Chris ^a   Tsolacos, Sotiris ^a  

^a UNIVERSITY OF READING   (United Kingdom)

Author keywords

Forecasting; Real estate returns; Spreads; Time series models; Vector autoregressions

Indexed keywords

FORECASTING METHOD; HOUSING MARKET; STOCK MARKET; TIME SERIES ANALYSIS; TRANSACTION COST;

EID: 0035560658     PISSN: 09599916     EISSN: None     Source Type: Journal    
DOI: 10.1080/09599910110060037     Document Type: Article

References (18)

1. A new look at the statistical model identification
2. The trading profitability of forecasts of the gilt-equity yield ratio
3. The impact of economic and financial factors on UK property performance
4. Stock returns and the term structure
5. Risk and return on real estate: Evidence from equity REITs
6. Financial investment opportunities and the macroeconomy
7. Are financial spreads useful indicators of future inflation and output growth in EU countries?
8. The term structure as a predictor of real economic activity
9. Economic evaluation of commodity price forecasting models
10. The term structure spread and future changes in long and short rates in the G7 countries
11. Economic forecast evaluation: Profit versus the conventional error measures
12. The information content of the gilt-equity yield ratio
13. Economic risk factors and commercial real estate returns
14. The predictability of returns on equity REITs and their co-movement with other assets
15. Real estate returns and the macroeconomy: Some empirical evidence from real estate investment trust data, 1972-1991