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RePEcAsset Pricing & Factors

Commercial Real Estate Uncertainty

A new uncertainty index for commercial real estate predicts prices and construction spending and accounts for 46 percent of spending forecast errors, outperforming existing uncertainty measures.

Featured in No. 138 on 6 Nov 2026 · 4 days after release

Real estate uncertainty indices (REU, CREU, MU, FU) from 1993-2025 at 3-quarter forecast horizon.
Figure 1: REU, CREU, MU, and FU from 1993Q4 to 2025Q4, h = 3
Released
2 Nov 2026
First featured
No. 138 · 6 Nov 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
2 of 5
Identifier
RePEc:bav:wpaper:252_dietl_nguyen.rdf
Authors
Vanessa Dietl and Gabriel Lee

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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