-
1
-
-
0000501656
-
Information theory and the extension of the maximum likelihood principle
-
B.N. Petrov and F. Caski, editors. Budapest
-
Akaike, H. 1973. Information Theory and the Extension of the Maximum Likelihood Principle. B.N. Petrov and F. Caski, editors. Proceedings of the 2nd International Symposium on Information Theory. Budapest: 267-281.
-
(1973)
Proceedings of the 2nd International Symposium on Information Theory
, pp. 267-281
-
-
Akaike, H.1
-
3
-
-
0033417655
-
The long-run elasticity of new housing supply in the United States: Empirical evidence from 1950 to 1994
-
Blackley, D.M. 1999. The Long-Run Elasticity of New Housing Supply in the United States: Empirical Evidence from 1950 to 1994. Journal of Real Estate Finance and Economics 18: 25-42.
-
(1999)
Journal of Real Estate Finance and Economics
, vol.18
, pp. 25-42
-
-
Blackley, D.M.1
-
4
-
-
0011370221
-
Real estate returns and inflation: An added variable approach
-
Bond, M.T. and M.J. Seiler. 1998. Real Estate Returns and Inflation: An Added Variable Approach. Journal of Real Estate Research 15: 327-338.
-
(1998)
Journal of Real Estate Research
, vol.15
, pp. 327-338
-
-
Bond, M.T.1
Seiler, M.J.2
-
7
-
-
0011342029
-
A theorem on interest rate differentials, risk and anticipated inflation
-
Carrington, S. and R. Crouch. 1987. A Theorem on Interest Rate Differentials, Risk and Anticipated Inflation. Applied Economics 19: 1675-1683.
-
(1987)
Applied Economics
, vol.19
, pp. 1675-1683
-
-
Carrington, S.1
Crouch, R.2
-
8
-
-
0001827552
-
The behavior of home buyers in boom and post-boom markets
-
Sept./Oct.
-
Case, K.E. and R.J. Shiller. 1988. The Behavior of Home Buyers in Boom and Post-Boom Markets. New England Economic Review (Sept./Oct.): 45-56.
-
(1988)
New England Economic Review
, pp. 45-56
-
-
Case, K.E.1
Shiller, R.J.2
-
11
-
-
0011293359
-
Making money in the housing market: Is there a sure-fire system?
-
Federal Reserve Bank of Philadelphia (March/April)
-
Crone, T.M. 1995. Making Money in the Housing Market: Is There a Sure-Fire System? Business Review, Federal Reserve Bank of Philadelphia (March/April): 19.
-
(1995)
Business Review
, pp. 19
-
-
Crone, T.M.1
-
12
-
-
84985819440
-
The financial and tax effects of monetary policy on interest rates
-
Darby, M.A. 1975. The Financial and Tax Effects of Monetary Policy on Interest Rates. Economic Inquiry 13: 266-276.
-
(1975)
Economic Inquiry
, vol.13
, pp. 266-276
-
-
Darby, M.A.1
-
13
-
-
0019682536
-
Several tests for model specification in the presence of alternative hypothesis
-
Davidson, R. and MacKinnon, J. 1981. Several Tests for Model Specification in the Presence of Alternative Hypothesis. Econometrica 49:781-793.
-
(1981)
Econometrica
, vol.49
, pp. 781-793
-
-
Davidson, R.1
MacKinnon, J.2
-
14
-
-
0001742911
-
A neural network analysis of the effect of age on housing values
-
Do, A.Q. and G. Grudnitski. 1993. A Neural Network Analysis of the Effect of Age on Housing Values. Journal of Real Estate Research 8: 253-264.
-
(1993)
Journal of Real Estate Research
, vol.8
, pp. 253-264
-
-
Do, A.Q.1
Grudnitski, G.2
-
15
-
-
0011293014
-
Determinants of the rate of return for non-residential real estate, inflation expectations and market adjustment lags
-
Dokko, Y., R.H. Edelstein, M. Power and E.S. Urdang. 1991. Determinants of the Rate of Return for Non-residential Real Estate, Inflation Expectations and Market Adjustment Lags. Journal of the American Real Estate and Urban Economics Association 19: 52-69.
-
(1991)
Journal of the American Real Estate and Urban Economics Association
, vol.19
, pp. 52-69
-
-
Dokko, Y.1
Edelstein, R.H.2
Power, M.3
Urdang, E.S.4
-
16
-
-
84925976535
-
Inflation, housing costs, and the consumer price index
-
Dougherty, A. and R. Van Order. 1982. Inflation, Housing Costs, and the Consumer Price Index. American Economic Review 72: 154-164.
-
(1982)
American Economic Review
, vol.72
, pp. 154-164
-
-
Dougherty, A.1
Van Order, R.2
-
20
-
-
21844511257
-
Hedging portfolios with real assets
-
Froot, K.A. 1995. Hedging Portfolios with Real Assets. Journal of Portfolio Management 21: 60-77.
-
(1995)
Journal of Portfolio Management
, vol.21
, pp. 60-77
-
-
Froot, K.A.1
-
21
-
-
84986792205
-
An introduction to long-memory time series models and fractional differencing
-
Granger, C.W.J. and R. Joyeux. 1980. An Introduction to Long-Memory Time Series Models and Fractional Differencing. Journal of Time Series Analysis 1:15-29.
-
(1980)
Journal of Time Series Analysis
, vol.1
, pp. 15-29
-
-
Granger, C.W.J.1
Joyeux, R.2
-
22
-
-
0011299105
-
Inflation hedging versus inflation protection in the U.S. and the U.K
-
Hamelink, F., M. Hoesli and B. MacGregor. 1997. Inflation Hedging versus Inflation Protection in the U.S. and the U.K. Real Estate Finance 14: 63-73.
-
(1997)
Real Estate Finance
, vol.14
, pp. 63-73
-
-
Hamelink, F.1
Hoesli, M.2
MacGregor, B.3
-
25
-
-
0000900645
-
Serial correlation as a convenient simplification not a nuisance: A comment on a study of the demand for money by the bank of England
-
Hendry, D. and G. Mizon. 1978. Serial Correlation as a Convenient Simplification Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England. Economic Journal 88: 349-363.
-
(1978)
Economic Journal
, vol.88
, pp. 349-363
-
-
Hendry, D.1
Mizon, G.2
-
28
-
-
0011347753
-
Long-run relations in a well-defined statistical model for the data generating process: Cointegration analysis of the PPP and UIP relations between Denmark and Germany
-
J. Gruber, editor. Springer Verlag: Berlin, Germany
-
Juselius, K. 1991. Long-Run Relations in a Well-Defined Statistical Model for the Data Generating Process: Cointegration Analysis of the PPP and UIP Relations Between Denmark and Germany. J. Gruber, editor. Econometric Decision Models: New Methods of Modeling and Applications. Springer Verlag: Berlin, Germany.
-
(1991)
Econometric Decision Models: New Methods of Modeling and Applications
-
-
Juselius, K.1
-
29
-
-
0000631230
-
International evidence on real estate securities as an inflation hedge
-
Liu, C.H., D.J. Hartzell and M.E. Hoesli. 1997. International Evidence on Real Estate Securities as an Inflation Hedge. Real Estate Economics 25: 193-221.
-
(1997)
Real Estate Economics
, vol.25
, pp. 193-221
-
-
Liu, C.H.1
Hartzell, D.J.2
Hoesli, M.E.3
-
30
-
-
0347263322
-
Econometric policy evaluation: A critique
-
K. Brunner and A. Meltzer, editors. North Holland Press: Amsterdam, The Netherlands
-
Lucas, R.E., Jr. 1976. Econometric Policy Evaluation: A Critique. K. Brunner and A. Meltzer, editors. Phillips Curve and the Labor Market. North Holland Press: Amsterdam, The Netherlands.
-
(1976)
Phillips Curve and the Labor Market
-
-
Lucas, R.E.1
-
31
-
-
0011372926
-
Is commercial real estate an inflation hedge
-
Miles, M. and J. Mahoney. 1997. Is Commercial Real Estate an Inflation Hedge. Real Estate Finance 13: 31-45.
-
(1997)
Real Estate Finance
, vol.13
, pp. 31-45
-
-
Miles, M.1
Mahoney, J.2
-
32
-
-
0011328724
-
The inflation-hedging characteristics of australian commercial property: 1984-1995
-
Newell, G. 1996. The Inflation-Hedging Characteristics of Australian Commercial Property: 1984-1995. Journal of Property Finance 7: 6-20.
-
(1996)
Journal of Property Finance
, vol.7
, pp. 6-20
-
-
Newell, G.1
-
34
-
-
0003471140
-
An autoregressive distributed lag modelling approach to cointegration analysis
-
S. Strom, A. Holly, and P. Diamond, editors. Cambridge University Press: Cambridge, U.K.
-
Pesaran, M.H. and Y. Shin. 1995. An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis. S. Strom, A. Holly, and P. Diamond, editors. Centennial Volume of Rangar Frisch. Cambridge University Press: Cambridge, U.K.
-
(1995)
Centennial Volume of Rangar Frisch
-
-
Pesaran, M.H.1
Shin, Y.2
-
37
-
-
0002402756
-
Wages and prices in the UK: A study in econometric methodology
-
P. Hart, G. Mills, and J. Whittaker, editors. Butterworths: London, England
-
Sargan, J. 1964. Wages and Prices in the UK: A Study in Econometric Methodology. P. Hart, G. Mills, and J. Whittaker, editors. Econometric Analysis for National Planning. Butterworths: London, England.
-
(1964)
Econometric Analysis for National Planning
-
-
Sargan, J.1
-
38
-
-
0000120766
-
Estimating the dimension of a model
-
Schwarz, G. 1978. Estimating the Dimension of a Model. Annals of Statistics 6:461-464.
-
(1978)
Annals of Statistics
, vol.6
, pp. 461-464
-
-
Schwarz, G.1
-
40
-
-
0000997472
-
Macroeconomics and reality
-
Sims, C. 1980. Macroeconomics and Reality. Econometrica 48: 1-48.
-
(1980)
Econometrica
, vol.48
, pp. 1-48
-
-
Sims, C.1
-
42
-
-
0002558522
-
Are stocks overtaking real estate in household productivity?
-
Federal Reserve Bank of New York (April)
-
Tracy, J., H. Schneider and S. Chan. 1999. Are Stocks Overtaking Real Estate in Household Productivity? Current Issues in Economics and Finance. Federal Reserve Bank of New York (April): 1-6.
-
(1999)
Current Issues in Economics and Finance
, pp. 1-6
-
-
Tracy, J.1
Schneider, H.2
Chan, S.3
-
43
-
-
0011328253
-
On the exclusion of real estate from the market portfolio
-
Webb, J.R. 1990. On the Exclusion of Real Estate from the Market Portfolio. Journal of Portfolio Management 16: 78-84.
-
(1990)
Journal of Portfolio Management
, vol.16
, pp. 78-84
-
-
Webb, J.R.1
|