Analyzing Time Series and Cross Section Rent Data: An Illustration Using US Retail Data

Bryan Duncan MacGregor, Patric Henry Hendershott, Maarten Jennen

    Research output: Contribution to conferencePaper

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    Abstract

    Real estate research has a long and extensive history of analyzing rent dynamics. Due to data constraints, the retail market has been the least researched segment and, more generally, regional panels of data have been rarely analyzed. In this paper, we analyze rent dynamics at the Metropolitan Statistical Area (MSA) level by applying an error correction model, covering almost three decades of retail rent data for the 13 largest MSAs of the United States. We feature the joint analysis of time series and cross section space market data.
    Original languageEnglish
    Publication statusPublished - 2010

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