Forecasting Dynamic Investment Timing under the Cyclic Behavior in Real Estate
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References listed on IDEAS
- Jim Clayton, 1996. "Rational Expectations, Market Fundamentals and Housing Price Volatility," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 24(4), pages 441-470.
- Karl E. Case & Robert J. Shiller, 2003. "Is There a Bubble in the Housing Market?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 34(2), pages 299-362.
- Dennis R. Capozza & Patric H. Hendershott & Charlotte Mack & Christopher J. Mayer, 2002. "Determinants of Real House Price Dynamics," NBER Working Papers 9262, National Bureau of Economic Research, Inc.
- Witold Witkiewicz, 2002. "The Use of the HP-filter in Constructing Real Estate Cycle Indicators," Journal of Real Estate Research, American Real Estate Society, vol. 23(1/2), pages 65-88.
- John M. Clapp & Carmelo Giaccotto, 2002. "Evaluating House Price Forecasts," Journal of Real Estate Research, American Real Estate Society, vol. 24(1), pages 1-26.
- Glenn R. Mueller, 1999. "Real Estate Rental Growth Rates at Different Points in the Physical Market Cycle," Journal of Real Estate Research, American Real Estate Society, vol. 18(1), pages 131-150.
- Stephen A. Pyhrr & Waldo L. Born & James R. Webb, 1990. "Development of a Dynamic Investment Strategy under Alternative Inflation Cycle Scenarios," Journal of Real Estate Research, American Real Estate Society, vol. 5(2), pages 177-194.
- Gordon W. Crawford & Michael C. Fratantoni, 2003. "Assessing the Forecasting Performance of Regime-Switching, ARIMA and GARCH Models of House Prices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 31(2), pages 223-243, June.
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KeywordsReal estate investment; Real estate cycle; residential housing futures contract; Real estate risk hedging;
- L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
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