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A univariate model for the S&P 500 futures real estate market and its ability to predict real construction activity in the United States

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authorProfile.id.code202116231es_CO
dc.contributor.advisorPrado, Melissa
dc.contributor.advisorTaborda Ríos, Rodrigo
dc.contributor.authorSalcedo Sánchez, Elkin Julián
dc.contributor.id71772568es_CO
dc.contributor.jurySommer Ribeiro, Gonçalo
dc.contributor.juryPereira, João
dc.contributor.researchgroupSocial Sciences DataLabes_CO
dc.date.accessioned2023-04-17T13:24:31Z
dc.date.available2023-04-17T13:24:31Z
dc.date.issued2023-01-11
dc.descriptionA Work Project, presented as part of the requirements for the Award of a Master's degree in Finance from the Nova School of Business and Economics and Universidad de los Andes
dc.description.abstractThis 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.
dc.description.degreelevelMaestríaes_CO
dc.description.degreenameMagíster Internacional en Finanzases_CO
dc.description.researchareaFundação para a Ciência e a Tecnologiaes_CO
dc.description.sponsorshipThis work used infrastructure and resources funded by Fundação para a Ciência e a Tecnologia (UID/ECO/00124/2013, UID/ECO/00124/2019 and Social Sciences DataLab, Project 22209), POR Lisboa (LISBOA-01-0145-FEDER-007722 and Social Sciences DataLab, Project 22209) and POR Norte (Social Sciences DataLab, Project 22209).es_CO
dc.format.extent30 paginases_CO
dc.format.mimetypeapplication/pdfes_CO
dc.identifier.instnameinstname:Universidad de los Andeses_CO
dc.identifier.reponamereponame:Repositorio Institucional Sénecaes_CO
dc.identifier.repourlrepourl:https://repositorio.uniandes.edu.co/es_CO
dc.identifier.urihttps://hdl.handle.net/1992/66185
dc.language.isoenges_CO
dc.publisherUniversidad de los Andeses_CO
dc.publisher.facultyFacultad de Administraciónes_CO
dc.publisher.programMaestría Internacional en Finanzases_CO
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dc.rights.accessrightsinfo:eu-repo/semantics/openAccessspa
dc.rights.coarhttp://purl.org/coar/access_right/c_abf2spa
dc.rights.licenseAl consultar y hacer uso de este recurso, está aceptando las condiciones de uso establecidas por los autores.spa
dc.rights.urihttp://creativecommons.org/licenses/by-nd/4.0/*
dc.subject.keywordS&P 500 futures
dc.subject.keywordReal estate
dc.subject.keywordARCH
dc.subject.keywordGARCH
dc.subject.keywordRegression
dc.subject.keywordUnited States
dc.subject.themesAdministraciónes_CO
dc.titleA univariate model for the S&P 500 futures real estate market and its ability to predict real construction activity in the United States
dc.title.alternativeUn modelo univariado para el mercado inmobiliario de futuros del S&P 500 y su capacidad para predecir la actividad real de construcción en los Estados Unidos
dc.typeTrabajo de grado - Maestríaes_CO
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