Al consultar y hacer uso de este recurso, está aceptando las condiciones de uso establecidas por los autores.Prado, MelissaTaborda Ríos, RodrigoSalcedo Sánchez, Elkin Julián2023-04-172023-04-172023-01-11https://hdl.handle.net/1992/66185A 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 AndesThis 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.30 paginasapplication/pdfengA univariate model for the S&P 500 futures real estate market and its ability to predict real construction activity in the United StatesUn 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 UnidosTrabajo de grado - MaestríaS&P 500 futuresReal estateARCHGARCHRegressionUnited Statesinstname:Universidad de los Andesreponame:Repositorio Institucional Sénecarepourl:https://repositorio.uniandes.edu.co/info:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Administración