Empirical results: Rent forecasting

  • Alexander Bönner

This chapter presents the empirical results on rent forecasts in the German office market. Therefore, I examine the general appropriateness and performance of the different models for the above-mentioned nine cities in the one to five-year period. The examination is conducted for the univariate ARIMA and GARCH models in subchapter 5.1 as well as for the multivariate regression model in subchapter 5.2. Furthermore, in subchapter 5.3, the results are compared and interpreted and thus used to detect individual characteristics of the cities. Additionally, in subchapter 5.4, an investigation on long-run models is conducted. The chapter concludes with subchapter 5.5.


Forecast Model GARCH Model ARIMA Model Forecast Horizon Economic Fundamental 
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© Gabler | GWV Fachverlage GmbH 2009

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  • Alexander Bönner

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