A Behavioral Explanation to Spatial Dependencies in Commercial Real Estate Asset Prices

In this study we provide a behavioral explanation for spatial dependence in commercial property asset pricing. We analyze nearly 6000 hotel transactions in the US between 2001 and 2016 applying temporal spatial autoregression with autoregressive error (T-SARAR) models to test the behavioral explanat...

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Bibliographic Details
Published inIDEAS Working Paper Series from RePEc
Main Authors Das, Prashant, Sinha, Parmanand, Freybote, Julia, Fuess, Roland
Format Paper
LanguageEnglish
Published St. Louis Federal Reserve Bank of St. Louis 01.01.2019
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