Title
Forecasting Models for the German Office Market,Used
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Product Description The applicability and performance of ARIMA, GARCH and multivariate regression models are analyzed and city as well as forecasting horizonspecific patterns are determined and interpreted by Alexander Bnner. Univariate rent forecasting models generally outperform multivariate rent forecasting regression models in the short run. In the long run, multivariate regression models dominate. From the Back Cover In every market with free floating prices, all market participants are interested in the future developments of these prices. However, there is an evident research gap for forecasting models for the German office market. Alexander Bnner closes this gap by focusing on an empirical investigation of several rent and total yield forecasting models for nine major German cities. The applicability and performance of ARIMA, GARCH and multivariate regression models are analyzed and city as well as forecasting horizonspecific patterns are determined and interpreted. Univariate rent forecasting models generally outperform multivariate rent forecasting regression models in the short run. In the long run, multivariate regression models dominate. However, one must bear in mind that in some cities one model permanently outperforms the other. Eventually, the rent level is mainly determined by its economic fundamentals, which is also demonstrated for the total yield examination. About the Author Dr. Alexander Bnner promovierte bei Prof. Dr. Pascal Gantenbein am Schweizerischen Institut fr Banken und Finanzen an der Universitt St. Gallen (Schweiz). Er ist als wissenschaftlicher Assistent am Lehrstuhl fr Finanzwirtschaft der St. Gallen bei Prof. Dr. Dr. h.c. Klaus Spremann ttig.
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