Forecasting Models of Retail Rents
Dados Bibliográficos
| ID | 4139364 |
|---|---|
| Autores | Chris Brooks (0009-0003-4507-357X, University of Reading, autor correspondente), Sotiris Tsolaco (Jones Lang LaSalle, 22 Hanover Square, London W1A 2BN, England), Sotiris Tsolacos (0000-0001-5771-212X, Jones Lang LaSalle, 22 Hanover Square, London W1A 2BN, England, autor correspondente) |
| Ano | 2000 |
| Volume | 32 |
| Fascículo | 10 |
| Páginas | 1825-1839 |
| Data de publicação | 2000-10-01 |
| Peer Reviewed | Sim |
| Open Access | Sim |
| Tipo | ARTICLE |
| Periódico | Environment and Planning A Economy and Space (JOURNAL) |
| Identificadores do periódico | ISSN: 0308-518X • E-ISSN: 1472-3409 |
| Editora | SAGE Publications Inc (PUBLISHER) |
| DOI | 10.1068/a3332 |
| OpenAlex | W2023047851 |
| Idioma | EN |
| Citações recebidas | 3 |
| Referências citadas | 21 |
The authors model retail rents in the United Kingdom with use of vector-autoregressive and time-series models. Two retail rent series are used, compiled by LaSalle Investment Management and CB Hillier Parker, and the emphasis is on forecasting. The results suggest that the use of the vector-autoregression and time-series models in this paper can pick up important features of the data that are useful for forecasting purposes. The relative forecasting performance of the models appears to be subject to the length of the forecast time-horizon. The results also show that the variables which were appropriate for inclusion in the vector-autoregression systems differ between the two rent series, suggesting that the structure of optimal models for predicting retail rents could be specific to the rent index used. Ex ante forecasts from our time-series suggest that both LaSalle Investment Management and CB Hillier Parker real retail rents will exhibit an annual growth rate above their long-term mean
Autoregressive integrated moving average · Autoregressive model · Econometrics · Economic rent · Economics · Ex-ante · Macroeconomics · Microeconomics · STAR model · Statistics · Time series · Vector autoregression · Computer Science · Economics of Agriculture and Food Markets · Housing Market and Economics · Mathematics · Monetary Policy and Economic Impact
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
Macroeconomics and Reality
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
Vector Autoregressions and Reality
Forecasting With Bayesian Vector Autoregressions—Five Years of Experience
| Obras citantes distintas | 3 |
|---|---|
| Citações por ano | 0,15 |
| Intervalo de citações | 2006 - 2025 (20) |
| Velocidade de citação | recent |
| Altamente citado | Não |
| Tipos de citação | Neutras: 3 |