UK commercial property investment: time-series characteristics and modelling strategies

Author:

Ball Michael,Grilli Maurizio

Publisher

Informa UK Limited

Subject

Urban Studies,Geography, Planning and Development

Reference8 articles.

1. Ball, M. (1996) Housing and Construction: A Troubled Relationship, Policy Press, Bristol.

2. Canova, F. (1993) Detrending and business cycle facts. Centre for Economic Research Discussion Paper (782), London.

3. Harvey, A.C. (1989) Forecasting, Structural Time Series Models and the Kalman Filter, Cambridge University Press, Cambridge.

4. Hickman, B.G. (1973) What became of the building cycle? Nations and Households in Economic Growth: Essays in Honor of Moses Abramovitz, David, P. and Reder, M. (eds) Academic Press, New York, p. 383.

5. Key, T., MacGregor, B., Nanthakumaran, N. and Zaresh, F. (1995) Understanding the Property Cycle. Main Report: Economic Cycles and Property Cycles, Royal Institute of Chartered Surveyors, London.

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