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Property indices : Extrapolation of the IPD Japan Capital Growth Index

The aim of this work is to extrapolate the IPD Japan Capital Growth index series historically back to the early 1980’s. Using existing, long-running, macro-economic and property-related time series as inputs, we will try to set up a statistical model which can extrapolate the existing eight-year track record back for as many years as statistically significant. Our aim is to set up a model which allows us to produce a historical real estate capital growth series going back for 15 to 20 year.

Identiferoai:union.ndltd.org:UPSALLA1/oai:DiVA.org:kth-77013
Date January 2011
CreatorsVan Hoof, Bram
PublisherKTH, Bygg- och fastighetsekonomi
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, info:eu-repo/semantics/bachelorThesis, text
Formatapplication/pdf
Rightsinfo:eu-repo/semantics/openAccess

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