Forecasting US Commercial Property Price Indexes Using Dynamic Factor Models-Reference-Cited by-同舟云学术

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Forecasting US Commercial Property Price Indexes Using Dynamic Factor Models

Published:2021-12-09 Issue: Volume: Page:1-27
ISSN:0896-5803
Container-title:Journal of Real Estate Research
language:en
Short-container-title:Journal of Real Estate Research

Author:

van de Minne Alex¹,Francke Marc²³^ORCID,Geltner David⁴

Affiliation:

1. Department of Finance, School of Business, University of Connecticut, Storrs, CT, USA

2. Finance Group, Amsterdam Business School, University of Amsterdam, Amsterdam, The Netherlands

3. Ortec Finance, Amsterdam, The Netherlands

4. Center for Real Estate, Massachusetts Institute of Technology, Cambridge, MA, USA

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/08965803.2020.1840802

Reference41 articles.

1. Bayesian Dynamic Factor Models and Portfolio Allocation

2. Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem

3. Determining the Number of Factors in Approximate Factor Models

4. Identification and Bayesian Estimation of Dynamic Factor Models

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1. Combining machine learning and econometrics: Application to commercial real estate prices;Real Estate Economics;2024-03-25

2. Investment and Capital Improvements in Commercial Real Estate: The Case of REITs;The Journal of Real Estate Finance and Economics;2023-10-11

3. Estimating Census Tract House Price Indexes: A New Spatial Dynamic Factor Approach;The Journal of Real Estate Finance and Economics;2023-07-05

4. An analysis of the determinants of office real estate price modelling in Nigeria: using a Delphi approach;Property Management;2022-04-06

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