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Modelling Real Esate Capitalisation Rates Using an Error Correction Model

Author

Listed:
  • Bryan D. Macgregor
  • Patric H. Hendershott

Abstract

ERES:conference

Suggested Citation

  • Bryan D. Macgregor & Patric H. Hendershott, 2002. "Modelling Real Esate Capitalisation Rates Using an Error Correction Model," ERES eres2002_194, European Real Estate Society (ERES).
    • Handle: RePEc:arz:wpaper:eres2002_194
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    File URL: https://eres.architexturez.net/doc/oai-eres-id-eres2002-194
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    Cited by:

    1. Kim Hin David Ho & Satyanarain Rengarajan, 2017. "Industrial Real Estate Market Dynamics in Singapore: A VAR Approach," International Real Estate Review, Global Social Science Institute, vol. 20(4), pages 417-450.

    More about this item

    JEL classification:

    • R3 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location

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