---
title: Real Estate Stock Inflation Resilience
url: https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-17-y-2024-i-12-p-530-d-1527108/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:530-:d:1527108
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F17%2F12%2F530%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A17%3Ay%3A2024%3Ai%3A12%3Ap%3A530-%3Ad%3A1527108
featured: 2024-11-27
citations: unknown
topic: Macro-Finance & Rates
---


# Real Estate Stock Inflation Resilience

The Fama-French seven-factor model effectively estimates returns on Indonesian property and real estate stocks, which can hedge inflation and interest rates.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F17%2F12%2F530%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A17%3Ay%3A2024%3Ai%3A12%3Ap%3A530-%3Ad%3A1527108
- Identifier: RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:530-:d:1527108
- Released: 2024-11-27
- First featured: Quant Letter No. 76 (2024-11-27): https://www.ml-quant.com/issues/2024-11-27/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates

## Related

- [Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model](https://www.ml-quant.com/papers/arxiv/2409.18760/): A new economic model, featuring housing markets and synthetic populations, has been created for all 38 OECD countries, surpassing previous models and providing a basis for future research.
- [Dollarized Economies in Latin America. An Inflationary Analysis of Pre, During and Post Pandemic](https://www.ml-quant.com/papers/arxiv/2501.12358/): The paper suggests that dollarization in Latin American countries can guard against inflation, but domestic policies and government action are more crucial for economic stability.
- [Who's at Risk? Effects of Inflation on Unemployment Risk](https://www.ml-quant.com/papers/arxiv/2505.05757/): Inflation driven by supply increases unemployment risks for vulnerable workers, emphasizing the need for inflation control for fair labor market growth.
- [An Interpretable Machine Learning Approach in Predicting Inflation Using Payments System Data: A Case Study of Indonesia](https://www.ml-quant.com/papers/arxiv/2506.10369/): A study shows machine learning algorithms, particularly the Extreme Gradient Boosting model, are more effective than traditional methods in predicting Indonesia's inflation.
- [Beware of Large Shocks! A Non-Parametric Structural Inflation Model](https://www.ml-quant.com/papers/ssrn/5244264/): The study introduces a Bayesian machine learning model for inflation that reacts strongly to large shocks.
- [Forecasting China’s Inflation Rate: Evidence from Machine Learning Methods](https://www.ml-quant.com/papers/ssrn/4781171/): Eight machine learning models, notably the gradient boost decision tree and forecast combination model, excel in predicting China's inflation rate over the autoregressive benchmark.
