Real estate illiquidity and returns : a time-varying regional perspective
Year of publication: |
2023
|
---|---|
Authors: | Ellington, Michael ; Fu, Xi ; Zhu, Yunyi |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 1, p. 58-72
|
Subject: | Forecasting | Liquidity | Network connections | Real estate | Time-varying parameter VAR | Schätzung | Estimation | VAR-Modell | VAR model | Kapitaleinkommen | Capital income | Liquidität | Immobilienmarkt | Real estate market | Prognoseverfahren | Forecasting model | Immobilienpreis | Real estate price | Immobilienfonds | Real estate fund | Immobilien | Immobilienwirtschaft | Real estate industry |
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