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The dynamics of liquidity in commercial property markets : revisiting supply and demand indexes in real estate

Dijk, Dorinth van; Geltner, David; Minne, Alex M. van de - In: The journal of real estate finance and economics 64 (2022) 3, pp. 327-360

Persistent link: https://www.econbiz.de/10013170452

Micro-geographic property price and rent indices

Ahlfeldt, Gabriel M.; Heblich, Stephan; Seidel, Tobias - 2021

Persistent link: https://www.econbiz.de/10012596778

Micro-geographic property price and rent indices

Ahlfeldt, Gabriel M.; Heblich, Stephan; Seidel, Tobias - 2021

We develop a programming algorithm that predicts a balanced-panel mix-adjusted house price index for arbitrary spatial …

Persistent link: https://www.econbiz.de/10012597680

On indexing commercial real estate properties and portfolios

Boudry, Walter I.; Coulson, N. Edward; Kallberg, Jarl G.; … - In: The journal of real estate finance and economics 47 (2013) 4, pp. 617-639

Persistent link: https://www.econbiz.de/10010249837

The hierarchical repeat sales model for granular commercial real estate and residential price indices

Francke, Marc K.; Minne, Alex van de - In: The journal of real estate finance and economics 55 (2017) 4, pp. 511-532

Persistent link: https://www.econbiz.de/10011800740

Using revisions as a measure of price index quality in repeat-sales models

Minne, Alex van de; Francke, Marc; Geltner, David; … - In: The journal of real estate finance and economics 60 (2020) 4, pp. 514-553

Persistent link: https://www.econbiz.de/10012226696

Micro-geographic property price and rent indices

Ahlfeldt, Gabriel M.; Heblich, Stephan; Seidel, Tobias - In: Regional science & urban economics 98 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014230100

Commercial and residential mortgage defaults : spatial dependence with frailty

Babii, Andrii; Chen, Xi; Ghysels, Eric - In: Journal of econometrics 212 (2019) 1, pp. 47-77

Persistent link: https://www.econbiz.de/10012303871

Commercial and Residential Mortgage Defaults : Spatial Dependence with Frailty

Babii, Andrii; Chen, Xi; Ghysels, Eric - 2021

We investigate the spatial dependence between commercial and residential mortgage defaults. A new class of observation-driven frailty factor models is introduced to do so. The idea of dynamic parameters embedded in the class of GAS models is utilized to estimate dynamic models of default risk...

Persistent link: https://www.econbiz.de/10013236566

The relationship of liquid money and selected price indices in the USA

Černohorský, Jan - In: International journal of monetary economics and finance … 14 (2021) 1, pp. 69-90

Persistent link: https://www.econbiz.de/10012515378