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Orientador(es)
Resumo(s)
This study examines the important role of real estate investments in protecting against inflation
in a dynamic economic environment with changing monetary policies and the ongoing risk of
rising prices. The research, supported by a comparative methodology that includes Brazil, the
EU, and the UK, explores the complex relationship between central bank strategies, real estate
sectors, and inflation dynamics. The study aims to identify indexes that can minimise expected
deficits by utilising linear regression and advanced statistical models like Markov-Switching
Vector Model, thus following the recent approach in the literature but within a new context,
specifically in Brazil. Through examination of many structural characteristics in real estate
investment funds and the efficacy of different investment indexes, the objective is to offer
thorough perspectives that enable investors and policymakers to make well-informed choices
in a difficult and unpredictable economic environment.
Descrição
Palavras-chave
Real Estate finance Inflation hedging Markov-switching Vecm Real Estate indexes
