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Tag: commercial-real-estate
15 items with this tag.
Apr 13, 2026
Anticipated changes in monetary policy regime are a first-order driver of CRE cap rates and CRE-collateralized mortgage spreads
commercial-real-estate
cap-rate
monetary-policy
regime-switching
mortgage
Apr 13, 2026
Adding commercial real estate prices to a joint estimation sharpens monetary policy regime identification
commercial-real-estate
monetary-policy
regime-switching
identification
asset-pricing
Apr 13, 2026
CRE cap rate boom-bust cycles are driven primarily by risk premia shifts, not by expected rent growth changes
commercial-real-estate
risk-premia
cap-rates
regulation
boom-bust
Apr 13, 2026
CRE Cap Rate Decomposition
commercial-real-estate
asset-pricing
cap-rates
present-value
risk-premia
Apr 13, 2026
Markov-Switching Rational Expectations CRE Pricing
commercial-real-estate
markov-switching
rational-expectations
asset-pricing
dsge
monetary-policy
Apr 13, 2026
2026 U.S. Real Estate Market Outlook
commercial-real-estate
market-outlook
cap-rates
investment-volume
industry-report
Apr 13, 2026
Cap Rate: Please Explain!
commercial-real-estate
cap-rates
NCREIF
data-definitions
practitioner
Apr 13, 2026
Expected Returns and Expected Growth in Rents of Commercial Real Estate
commercial-real-estate
cap-rates
predictability
expected-returns
rent-growth
present-value
Campbell-Shiller
Apr 13, 2026
A 54-Dimensional Constrained Stochastic Optimization Benchmark from Regime-Switching Asset Pricing
optimization-benchmark
constrained-mle
regime-switching
derivative-free-optimization
multi-fidelity
particle-filter
rational-expectations
commercial-real-estate
Apr 13, 2026
Macro Fundamentals & Commercial Real Estate Price Dynamics
commercial-real-estate
markov-switching
asset-pricing
no-arbitrage
dsge
monetary-policy
wage-rigidity
exponential-quadratic
riccati
Apr 13, 2026
The Other (Commercial) Real Estate Boom and Bust: The Effects of Risk Premia and Regulatory Capital Arbitrage
commercial-real-estate
risk-premia
regulation
cap-rates
CMBS
error-correction
boom-bust
Apr 13, 2026
SitusAMC Real Estate Report 2Q 2025
commercial-real-estate
cap-rates
RERC
survey-data
required-returns
industry-report
Apr 13, 2026
david-leather
commercial-real-estate
asset-pricing
regime-switching
monetary-policy
dsge
mjls
term-structure
Apr 13, 2026
jacob-sagi
commercial-real-estate
asset-pricing
regime-switching
term-structure
monetary-policy
oil-pricing
real-estate
Apr 13, 2026
Commercial Real Estate Pricing with Regime-Switching Macro Dynamics
commercial-real-estate
asset-pricing
regime-switching
no-arbitrage
cap-rates