Forecasting us commercial property price indexes using dynamic factor models
Year of publication: |
2022
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Authors: | Minne, Alex van de ; Francke, Marc ; Geltner, David |
Published in: |
Journal of real estate research : JRER ; a publication of the American Real Estate Society. - London [u.a.] : Taylor & Francis, ISSN 2691-1175, ZDB-ID 2037318-1. - Vol. 44.2022, 1, p. 29-55
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Subject: | Asset price dynamics | co-movement | EM algorithm | state space model | Prognoseverfahren | Forecasting model | Immobilienpreis | Real estate price | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Gewerbeimmobilien | Commercial real estate | Faktorenanalyse | Factor analysis | CAPM |
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