A price-at-risk approach for the German commercial real estate market
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More about this item
Keywords
Commercial Real Estate; Quantile Regression; Growth-at-Risk; Germany;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- G01 - Financial Economics - - General - - - Financial Crises
- R33 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Nonagricultural and Nonresidential Real Estate Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2025-01-13 (Risk Management)
- NEP-URE-2025-01-13 (Urban and Real Estate Economics)
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