Analysing the property-gilts yield differential

Chris Gardiner and John Henneberry

Applied Economics Letters, 1995, vol. 2, issue 1, 12-15

Abstract: Forecast rather than actual values of variables are used in an analysis of the property-gilts yield gap to mimic more closely the investor's decision-making environment. The estimated equations combine parsimony with a high level of explanatory power. The yield gap is found to vary simultaneously in all regions. This is attributed to the dominance of an aspatial influence: inflation.

Date: 1995
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DOI: 10.1080/135048595357726

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