dgs10

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kschmitt0 / interest-rates

Vector autoregression (VAR) forecasts of commercial real estate cap rates using the 10-year Treasury yield and federal funds rate, built in R and Quarto.

real-estate r time-series forecasting interest-rates vector-autoregression quarto ffr cap-rate commercial-real-estate var-model dgs10

Updated Oct 19, 2026

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