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Evaluating risks in the French office market with new sources of data on commercial property prices

In: Data needs and Statistics compilation for macroprudential analysis

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  • Edwige Burdeau

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  • Edwige Burdeau, 2017. "Evaluating risks in the French office market with new sources of data on commercial property prices," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:46-10
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    1. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    2. Peter Reinhard Hansen, 2005. "Granger's representation theorem: A closed-form expression for I(1) processes," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 23-38, March.
    3. Henrik Hansen & Søren Johansen, 1999. "Some tests for parameter constancy in cointegrated VAR-models," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 306-333.
    4. Wheaton, William C & Torto, Raymond G & Evans, Peter, 1997. "The Cyclic Behavior of the Greater London Office Market," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 77-92, July.
    5. repec:arz:wpaper:eres2010-063 is not listed on IDEAS
    6. Steven Devaney & Roberto Martinez Diaz, 2010. "Transaction Based Indices For The Uk Commercial Property Market: Exploration And Evaluation Using Ipd Data," ERES eres2010_063, European Real Estate Society (ERES).
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