| Description |
1 online resource (xiii, 171 pages) : illustrations |
| Contents |
Part PART I Preliminaries -- chapter 1 Background -- chapter 2 Real estate and the economy: preliminary statistics -- chapter 3 Theories of dynamics -- part PART II The dynamic behaviour of economic and financial time series -- chapter 4 Trends, cycles and persistence -- chapter 5 A unified representation of economic fluctuations and dynamics -- part PART III The dynamic behaviour of real estate -- chapter 6 Recapturing market information from appraisal-based real estate indices -- chapter 7 Real estate's response to shocks -- chapter 8 Price discovery and study of real estate market efficiency -- chapter 9 Cyclical fluctuations in the real estate market -- chapter 10 Summary |
| Summary |
"This book provides an economic and econometric analysis of real estate investment and real estate market behaviour. The author examines fluctuations in the real estate business to reveal the mechanisms governing the interaction between real estate and other sectors of the economy." |
|
"Addressing new developments in financial and economic research, the workings of the real estate market are analysed through theory and the use of econometric models, with real cases demonstrating the applications. The methodology and theoretical developments in the book are universal to the professions of economics, econometrics and finance, but it is the first time that many of them have been applied to real estate research, particularly in book-length format |
|
The author draws upon literature of the business cycle, the efficient market hypothesis and rational expectations, while applying and discussing econometric methods that include those used for investigating trends and cycles, decomposition of trends and cycles, common trends and common cycles, and univariate and multivariate shock persistence profiles." "This book should prove to be valuable reading for financial economists and econometricians, real estate researchers and doctoral students and researchers working in finance with a focus on financial markets."--Jacket |
| Bibliography |
Includes bibliographical references (pages 149-163) and indexes |
| Notes |
English |
|
Print version record |
| Subject |
Real estate investment -- Great Britain -- Econometric models
|
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Commercial real estate -- Great Britain -- Econometric models
|
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Real estate business -- Great Britain -- Econometric models
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Business cycles -- Great Britain -- Econometric models
|
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BUSINESS & ECONOMICS -- Investments & Securities -- Real Estate.
|
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Business cycles -- Econometric models
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Real estate investment -- Econometric models
|
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Great Britain
|
| Form |
Electronic book
|
| LC no. |
00047057 |
| ISBN |
0203164393 |
|
9780203164396 |
|
9786610254149 |
|
6610254141 |
|
9780415241816 |
|
0415241812 |
|
9781134548774 |
|
113454877X |
|
9781134548729 |
|
1134548729 |
|
9781134548767 |
|
1134548761 |
|
9781138968219 |
|
1138968218 |
|
