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Índice de Preços para Imóveis Corporativos em São Paulo: Uma Análise Comparativa com Regressão Linear e Random Forest

Author

Listed:
  • Rodger Campos

Abstract

Índices de preços imobiliários são ferramentas essenciais para avaliação de risco, formulação de políticas econômicas e gestão de portfólios. Países desenvolvidos contam com uma diversidade de índices consolidados, ao passo que países em desenvolvimento, como Brasil, carecem de transparências nos dados, especialmente no segmento comercial. Neste artigo são apresentadas duas estratégias empíricas de estimação de índices de preços (regressão linear e random forest). Os resultados encontrados apontam que o índice calculado por regressão linear apresentou maior acurácia, volatilidade condizente com o mercado imobiliário e revisão do índice menos suscetível à desvios. Análises de heterogeneidade apresentam evidência de ciclos distintos quando se considera a segmentação dos ativos.

Suggested Citation

  • Rodger Campos, 2025. "Índice de Preços para Imóveis Corporativos em São Paulo: Uma Análise Comparativa com Regressão Linear e Random Forest," TD NEREUS 15-2025, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS).
    • Handle: RePEc:ris:nereus:021816
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    JEL classification:

    • R33 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Nonagricultural and Nonresidential Real Estate Markets
    • C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
    • C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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