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Real Estate Modelling and Forecasting

$127.00 (C)

  • Date Published: May 2010
  • availability: Available
  • format: Hardback
  • isbn: 9780521873390

$ 127.00 (C)

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About the Authors
  • As real estate forms a significant part of the asset portfolios of most investors and lenders, it is crucial that analysts and institutions employ sound techniques for modelling and forecasting the performance of real estate assets. Assuming no prior knowledge of econometrics, this book introduces and explains a broad range of quantitative techniques that are relevant for the analysis of real estate data. It includes numerous detailed examples, giving readers the confidence they need to estimate and interpret their own models. Throughout, the book emphasises how various statistical techniques may be used for forecasting and shows how forecasts can be evaluated. Written by a highly experienced teacher of econometrics and a senior real estate professional, both of whom are widely known for their research, Real Estate Modelling and Forecasting is the first book to provide a practical introduction to the econometric analysis of real estate for students and practitioners.

    • Covers full range of forecasting techniques
    • Includes detailed case studies to show how techniques are applied in research and in practice
    • Includes numerous worked examples with actual data available on companion website
    Read more

    Reviews & endorsements

    'This comprehensive text addresses the application of econometric modeling to real estate and has high value for both students and practitioners … The text is well written for both undergraduate and graduate students and is also well suited to real estate professionals with an interest in this area. The authors do an excellent job of illustrating the practical application of the concepts to real estate.' Journal of Real Estate Literature

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    Product details

    • Date Published: May 2010
    • format: Hardback
    • isbn: 9780521873390
    • length: 474 pages
    • dimensions: 251 x 195 x 32 mm
    • weight: 1.18kg
    • contains: 104 b/w illus. 89 tables
    • availability: Available
  • Table of Contents

    List of figures
    List of tables
    List of boxes
    1. Introduction
    2. Mathematical building blocks for real estate analysis
    3. Statistical tools for real estate analysis
    4. An overview of regression analysis
    5. Further issues in regression analysis
    6. Diagnostic testing
    7. Applications of regression analysis
    8. Time series models
    9. Forecasting evaluation
    10. Multi-equation structural models
    11. Vector autoregressive models
    12. Cointegration in real estate markets
    13. Real estate forecasting in practice
    14. The way forward for real estate modelling and forecasting

  • Instructors have used or reviewed this title for the following courses

    • Business Research
    • Forecasting and Modeling
    • Hospitality Industry Research
    • Quantitative Analysis for Real Estate
    • Risk and Portfolio Management
    • Undeterminded (tentatively 'Real Estate Investments')
  • Authors

    Chris Brooks, ICMA Centre, University of Reading
    Chris Brooks is Professor of Finance at the ICMA Centre, University of Reading, where he also obtained his PhD. He has published over sixty articles in leading academic and practitioner journals including the Journal of Business, the Journal of Banking and Finance, the Journal of Empirical Finance, the Review of Economics and Statistics and the Economic Journal. He is associate editor of a number of journals including the International Journal of Forecasting. He has also acted as consultant for various banks and professional bodies in the fields of finance, econometrics and real estate. He is the author of the bestselling textbook Introducing Econometrics for Finance (Cambridge, 2009), now in its second edition.

    Sotiris Tsolacos, Property and Portfolio Research
    Sotiris Tsolacos is Director of European Research at Property and Portfolio Research. He has previously held positions with Jones Lang LaSalle Research and the University of Reading, where he also obtained his PhD. He has carried out extensive research work on modelling and forecasting real estate markets with over forty papers published in major international real estate research and applied economics journals. He is also a regular commentator on topical themes in the real estate market, with numerous contributions to practitioner journals.

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