Trabajo de grado - Maestría
A univariate model for the S&P 500 futures real estate market and its ability to predict real construction activity in the United States
Fecha
2023-01-11Registro en:
instname:Universidad de los Andes
reponame:Repositorio Institucional Séneca
Autor
Salcedo Sánchez, Elkin Julián
Institución
Resumen
This paper examines the ability of a univariate model to predict real construction activity in
the United States using the S&P 500 futures real estate market as a proxy. A time-series
model is constructed using its historical prices and identify a significant relationship between
the proposed variables. By incorporating other economic and financial indicators, the model
can be used to accurately forecast future construction activity. The results of this study
provide useful information for investors and policymakers to better understand the dynamics
of the real estate market in the United States and predict forthcoming construction activity.