Property indices: Extrapolation of the IPD Japan Capital Growth Index
Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
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.
Place, publisher, year, edition, pages
2011. , 55 p.
IdentifiersURN: urn:nbn:se:kth:diva-77013OAI: oai:DiVA.org:kth-77013DiVA: diva2:491391
Subject / course
Degree of Master - Real Estate Development and Financial Services