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Three essays on real estate finance

Liu, Xiaolong - 2010

Persistent link: https://www.econbiz.de/10008658933

Spatial aggregation, spatial dependence and predictability in the UK housing market

Meen, Geoffrey - 1995

Persistent link: https://www.econbiz.de/10000909424

The estimation gain in the usage of fractional integration to forecast a vacancy houses level series

Amorin, Anderson Luis Walker; Souza, Adriano Mendonça de; … - In: The empirical economics letters : a monthly … 14 (2015) 1, pp. 25-32

Persistent link: https://www.econbiz.de/10011311313

Collateral, output growth, mortgage spread volatility and subsidies in Colombia

López, Martha; Sarmiento Gómez, Eduardo - 2024

Persistent link: https://www.econbiz.de/10015145548

Hysteresis in Labor Markets? Evidence from Professional Long-Term Forecasts

Bluedorn, John Christopher - 2019

We explore the long-term impact of economic booms on labor market outcomes using a novel approach based on revisions to professional forecasts over the past 30 years for 34 advanced economies. We find that when employment rises unexpectedly, forecasters typically raise their long-term forecasts...

Persistent link: https://www.econbiz.de/10012868467

Value at risk forecasts by extreme value models in a conditional duration framework

Herrera, Rodrigo; Schipp, Bernhard - In: Journal of empirical finance 23 (2013), pp. 33-47

Persistent link: https://www.econbiz.de/10010221789

Modeling and forecasting persistent financial durations

Zikes, Filip; Baruník, Jozef; Shenai, Nikhil - 2015

This paper introduces the Markov-Switching Multifractal Duration (MSMD) model by adapting the MSM stochastic volatility … model of Calvet and Fisher (2004) to the duration setting. Although the MSMD process is exponential ß-mixing as we show in … asymptotic normality for general MSMD specifications. We show that the Whittle estimation is a computationally simple and fast …

Persistent link: https://www.econbiz.de/10010499581

Predicting house prices using multiple listings data

Dubin, Robin A. - In: The journal of real estate finance and economics 17 (1998) 1, pp. 35-59

Persistent link: https://www.econbiz.de/10001245845

Predicting housing value : a comparison of multiple regression analysis and artificial neural networks

Nguyen, Nghiep; Cripps, Al - In: The journal of real estate research 22 (2001) 3, pp. 313-336

Persistent link: https://www.econbiz.de/10001625332

Forecasting the Prices and Rents for Flats in Large German Cities

Kholodilin, Konstantin; Mense, Andreas - 2012

In this paper, we make multi-step forecasts of the monthly growth rates of the prices and rents for flats in 26 largest German cities. Given the small time dimension, the forecasts are done in a panel-data format. In addition, we use panel models that account for spatial dependence between the...

Persistent link: https://www.econbiz.de/10014040904