-
2
-
-
84936220056
-
Cointegration and tests of present value models
-
Campbell, J. and R. Shiller. 1987. Cointegration and Tests of Present Value Models. Journal of Political Economy 95(5): 1062-1088.
-
(1987)
Journal of Political Economy
, vol.95
, Issue.5
, pp. 1062-1088
-
-
Campbell, J.1
Shiller, R.2
-
3
-
-
85036258669
-
Distribution of the estimates for autoregressive time series with a unit root
-
Dickey, D. and W. Fuller. 1979. Distribution of the Estimates for Autoregressive Time Series with a Unit Root. Journal of American Statistical Association 74: 427-431.
-
(1979)
Journal of American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.1
Fuller, W.2
-
4
-
-
0000472488
-
Likelihood ratio statistics for autoregressive time series with a unit root
-
_. 1981. Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root. Econometrica 49(4): 1057-1072.
-
(1981)
Econometrica
, vol.49
, Issue.4
, pp. 1057-1072
-
-
-
6
-
-
0000013567
-
Co-integration and error correction: Representation, estimation, and testing
-
Engle, R. and C. Granger. 1987. Co-integration and Error Correction: Representation, Estimation, and Testing. Econometrica 35(2): 251-275.
-
(1987)
Econometrica
, vol.35
, Issue.2
, pp. 251-275
-
-
Engle, R.1
Granger, C.2
-
7
-
-
45949119851
-
Forecasting and testing in a co-integrated system
-
Engle, R. and B.S. Yoo. 1987. Forecasting and Testing in a Co-integrated System. Journal of Econometrics 35: 143-159.
-
(1987)
Journal of Econometrics
, vol.35
, pp. 143-159
-
-
Engle, R.1
Yoo, B.S.2
-
9
-
-
0000091158
-
Money, income, prices and interest rates
-
Friedman, B. and K. Kuttner. 1993. Money, Income, Prices and Interest Rates. American Economic Review 82:3, 472-492.
-
(1993)
American Economic Review
, vol.82
, pp. 3
-
-
Friedman, B.1
Kuttner, K.2
-
10
-
-
49049127476
-
Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence
-
Geweke, J., R. Meese and W. Dent. 1983. Comparing Alternative Tests of Causality in Temporal Systems: Analytic Results and Experimental Evidence, Journal of Econometrics 21:161-194.
-
(1983)
Journal of Econometrics
, vol.21
, pp. 161-194
-
-
Geweke, J.1
Meese, R.2
Dent, W.3
-
11
-
-
84984018031
-
Bias in appraisal based returns
-
Geltner, D. 1989. Bias in Appraisal Based Returns. AREUEA Journal 17(3): 338-352.
-
(1989)
AREUEA Journal
, vol.17
, Issue.3
, pp. 338-352
-
-
Geltner, D.1
-
12
-
-
84984051803
-
Return risk and cash flow risk with long-term riskless leases in commercial real estate
-
_. 1990. Return Risk and Cash Flow Risk with Long-Term Riskless Leases in Commercial Real Estate. AREUEA Journal 14(4): 377-402.
-
(1990)
AREUEA Journal
, vol.14
, Issue.4
, pp. 377-402
-
-
-
13
-
-
0001035486
-
Smoothing in appraisal based returns
-
_. 1991. Smoothing in Appraisal Based Returns. Journal of Real Estate Finance and Economics 4(3): 327-345.
-
(1991)
Journal of Real Estate Finance and Economics
, vol.4
, Issue.3
, pp. 327-345
-
-
-
14
-
-
0000351727
-
Investigating causal relations by econometric models and cross spectral methods
-
Granger, C.W.J. 1969. Investigating Causal Relations by Econometric Models and Cross Spectral Methods, Econometrica 37: 424-438.
-
(1969)
Econometrica
, vol.37
, pp. 424-438
-
-
Granger, C.W.J.1
-
15
-
-
84984075180
-
Derivation of cost of capital and equity rates from market data
-
Guntermann, K. and R. Smith. 1987. Derivation of Cost of Capital and Equity Rates from Market Data. AREUEA Journal 15(2): 98-109.
-
(1987)
AREUEA Journal
, vol.15
, Issue.2
, pp. 98-109
-
-
Guntermann, K.1
Smith, R.2
-
16
-
-
84984080802
-
What does the stock market tell us about real estate returns
-
Gyourko, J. and D. Keim. 1992. What Does the Stock Market Tell Us about Real Estate Returns. AREUEA Journal 20(3): 457-486.
-
(1992)
Areuea Journal
, vol.20
, Issue.3
, pp. 457-486
-
-
Gyourko, J.1
Keim, D.2
-
17
-
-
0000155749
-
A stochastic life cycle model of aggregate consumption
-
Hall, R. 1978. A Stochastic Life Cycle Model of Aggregate Consumption. Journal of Political Economy 86: 971-987.
-
(1978)
Journal of Political Economy
, vol.86
, pp. 971-987
-
-
Hall, R.1
-
18
-
-
0003410290
-
-
Princeton University Press: Princeton, N.J.
-
Hamilton J. D. 1994. Time Series Analysis. Princeton University Press: Princeton, N.J.
-
(1994)
Time Series Analysis
-
-
Hamilton, J.D.1
-
19
-
-
84983965352
-
Diversification categories in investment real estate
-
Hartzell, D., J. Hekman and M. Miles. 1986. Diversification Categories in Investment Real Estate. AREUEA Journal 14(2): 230-254.
-
(1986)
Areuea Journal
, vol.14
, Issue.2
, pp. 230-254
-
-
Hartzell, D.1
Hekman, J.2
Miles, M.3
-
20
-
-
84983978753
-
Real estate returns and inflation
-
_. 1987. Real Estate Returns and Inflation. AREUEA Journal 15(1): 617-637.
-
(1987)
AREUEA Journal
, vol.15
, Issue.1
, pp. 617-637
-
-
-
22
-
-
0001982122
-
Unit roots and granger causality in the EMS interest rates: The german dominance hypothesis revisited
-
Hassapis, C., N. Pittis and K. Prodromidis. 1999. Unit Roots and Granger Causality in the EMS Interest Rates: the German Dominance Hypothesis Revisited. Journal of International Money and Finance 18: 47-73.
-
(1999)
Journal of International Money and Finance
, vol.18
, pp. 47-73
-
-
Hassapis, C.1
Pittis, N.2
Prodromidis, K.3
-
24
-
-
0000414772
-
The predictability of returns on equity reits and their co-movement with other assets
-
Liu, C. and J. Mei. 1992. The Predictability of Returns on Equity REITs and Their Co-movement with Other Assets. Journal of Real Estate Finance and Economics 5(4): 401-418.
-
(1992)
Journal of Real Estate Finance and Economics
, vol.5
, Issue.4
, pp. 401-418
-
-
Liu, C.1
Mei, J.2
-
25
-
-
0000685160
-
The integration of the real estate market and the stock market: Some preliminary evidence
-
Liu, C., D. Hartzell, W. Grieg, and T. Grissom. 1990. The Integration of the Real Estate Market and the Stock Market: Some Preliminary Evidence. Journal of Real Estate Finance and Economics 3(3): 261-282.
-
(1990)
Journal of Real Estate Finance and Economics
, vol.3
, Issue.3
, pp. 261-282
-
-
Liu, C.1
Hartzell, D.2
Grieg, W.3
Grissom, T.4
-
26
-
-
0002833799
-
Return properties of equity reits, common stocks, and commercial real estate: A comparison
-
Myer, F.C.N. and J.R. Webb. 1993. Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison. Journal of Real Estate Research 8(1): 87-106.
-
(1993)
Journal of Real Estate Research
, vol.8
, Issue.1
, pp. 87-106
-
-
Myer, F.C.N.1
Webb, J.R.2
-
27
-
-
49049143455
-
Trends and random walks in macroeconomic time series: Some evidence and implications
-
Nelson, C. and C. Plosser. 1982. Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications. Journal of Monetary Economics 10: 130-162.
-
(1982)
Journal of Monetary Economics
, vol.10
, pp. 130-162
-
-
Nelson, C.1
Plosser, C.2
-
29
-
-
0031286983
-
Using nonlinear tests to examine integration between real estate and stock markets
-
Okunev, J. and P. Wilson. 1997. Using Nonlinear Tests to Examine Integration between Real Estate and Stock Markets. Real Estate Economics 25(3): 487-505.
-
(1997)
Real Estate Economics
, vol.25
, Issue.3
, pp. 487-505
-
-
Okunev, J.1
Wilson, P.2
-
30
-
-
33646790699
-
Nonstationarity and level shifts with an application to purchasing power parity
-
Perron, P. and T. Vogelsang. 1992. Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. Journal of Business and Economic Statistics 10(3): 301-320.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, Issue.3
, pp. 301-320
-
-
Perron, P.1
Vogelsang, T.2
-
31
-
-
0000308535
-
Time series regression with a unit root
-
Phillips, P. 1987. Time Series Regression with a Unit Root. Econometrica 55: 277-301.
-
(1987)
Econometrica
, vol.55
, pp. 277-301
-
-
Phillips, P.1
-
32
-
-
0000784320
-
Asymptotic properties of residual based tests for cointegration
-
Phillips P. and S. Ouliaris. 1990. Asymptotic Properties of Residual Based Tests for Cointegration. Econometrica 58: 165-191.
-
(1990)
Econometrica
, vol.58
, pp. 165-191
-
-
Phillips, P.1
Ouliaris, S.2
-
33
-
-
77956888124
-
Testing for a unit root in time series regression
-
Phillips, P. and P. Perron. 1988. Testing for a Unit Root in Time Series Regression. Biometrika 75(2): 335-346.
-
(1988)
Biometrika
, vol.75
, Issue.2
, pp. 335-346
-
-
Phillips, P.1
Perron, P.2
-
35
-
-
0039074854
-
Option based prediction of commercial mortgage defaults
-
Shilton, L. and J. Teall. 1994. Option Based Prediction of Commercial Mortgage Defaults. Journal of Real Estate Research 9(2): 219-236.
-
(1994)
Journal of Real Estate Research
, vol.9
, Issue.2
, pp. 219-236
-
-
Shilton, L.1
Teall, J.2
-
36
-
-
0040853109
-
Commercial loan underwriting and option valuation
-
Shilton, L. and J. R. Webb. 1989. Commercial Loan Underwriting and Option Valuation. Journal of Real Estate Research 4(1): 1-12.
-
(1989)
Journal of Real Estate Research
, vol.4
, Issue.1
, pp. 1-12
-
-
Shilton, L.1
Webb, J.R.2
-
37
-
-
0000997472
-
Macroeconomics and reality
-
Sims, C. 1980. Macroeconomics and Reality. Econometrica 48: 1-49.
-
(1980)
Econometrica
, vol.48
, pp. 1-49
-
-
Sims, C.1
-
38
-
-
0000048080
-
Vector autoregressions and causality
-
Toda, H. and C. B. Phillips. 1993. Vector Autoregressions and Causality. Econometrica 61: 1367-1393.
-
(1993)
Econometrica
, vol.61
, pp. 1367-1393
-
-
Toda, H.1
Phillips, C.B.2
|