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.
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© 2009 Gabler | GWV Fachverlage GmbH
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Bönner, A. (2009). Empirical results: Rent forecasting. In: Forecasting Models for the German Office Market. Gabler. https://doi.org/10.1007/978-3-8349-9402-8_5
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DOI: https://doi.org/10.1007/978-3-8349-9402-8_5
Publisher Name: Gabler
Print ISBN: 978-3-8349-1525-2
Online ISBN: 978-3-8349-9402-8
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