"As real estate forms a significant part of the asset portfolios of most investors and lenders, it is crucial that analysts and institutions employ sound techniques for modelling and forecasting the performance of real estate assets. Assuming only a basic understanding of econometrics, this book...

This paper looks at the application of economic and financial series in forecasting IPD monthly rental series. The approach follows that employed in classical business cycle work that seeks to decompose series into trend, cyclical and noise components and is the first time that it has been...

Purpose – German real estate markets used to show little transparency in the past. This has changed over the last 15 years. The purpose of this study therefore is to examine the current state of transparency. Design/methodology/approach – The study investigates and discusses the concept of...

Purpose – The purpose of this paper is to examine the variation and dispersion of prime retail yields in eight Asia‐Pacific centres. It seeks to provide empirical evidence on the significance of real estate and capital market influences as systematic drivers of retail yields in the sample of...

In this paper, we study bubble episodes in the United Kingdom private real estate sectors (Retail, O ces, Industrial) over the period December 1986 to April 2022. We use the backward supremum augmented Dickey Fuller (BSADF) approach of Phillips et al. (2015a,b) to identify bubbles and we...

Purpose – The question as to whether it is better to diversify a real estate portfolio within a property type across the regions or within a region across the property types is one of continuing interest for academics and practitioners alike. However, this study is somewhat different from the...

Purpose – This paper seeks to address the question of consistency, regarding the allocation of real estate in the mixed‐asset portfolio. Design/methodology/approach – To address the question of consistency the allocation of real estate in the mixed‐asset portfolio was calculated over...