-
2
-
-
84983920881
-
New evidence on home prices from Freddie Mac repeat sales
-
Abraham Jesse M., Schauman William S. New evidence on home prices from Freddie Mac repeat sales. Real Estate Economics 1991, 19:333-352.
-
(1991)
Real Estate Economics
, vol.19
, pp. 333-352
-
-
Abraham, J.M.1
Schauman, W.S.2
-
3
-
-
84881598316
-
House prices and monetary policy: across-country study. International Finance Discussion Paper 841, Board of Governors of the Federal Reserve System.
-
Ahearne, Allan, Ammer, John, Doyle, Brian, Kole, Linda, Martin, Robert
-
Ahearne, Allan, Ammer, John, Doyle, Brian, Kole, Linda, Martin, Robert, 2005. House prices and monetary policy: across-country study. International Finance Discussion Paper 841, Board of Governors of the Federal Reserve System.
-
(2005)
-
-
-
4
-
-
0000305808
-
Exactly median-unbiased estimation of first order autoregressive unit root models
-
Andrews D.W.K. Exactly median-unbiased estimation of first order autoregressive unit root models. Econometrica 1993, 61:139-165.
-
(1993)
Econometrica
, vol.61
, pp. 139-165
-
-
Andrews, D.W.K.1
-
6
-
-
7544240561
-
House prices, consumption, and monetary policy: afinancial accelerator approach
-
Aoki Kosuke, Proudman James, Vlieghe Gertjan House prices, consumption, and monetary policy: afinancial accelerator approach. Journal of Financial Intermediation 2004, 13:414-435.
-
(2004)
Journal of Financial Intermediation
, vol.13
, pp. 414-435
-
-
Aoki, K.1
Proudman, J.2
Vlieghe, G.3
-
8
-
-
0038463332
-
Term structure of interest rates with regime shifts
-
Bansal Ravi, Zhou Hao Term structure of interest rates with regime shifts. The Journal of Finance 2002, 57:1997-2043.
-
(2002)
The Journal of Finance
, vol.57
, pp. 1997-2043
-
-
Bansal, R.1
Zhou, H.2
-
9
-
-
77953863122
-
Outstanding debt and the household portfolio
-
Becker T., Shabani R. Outstanding debt and the household portfolio. Review of Financial Studies 2010, 23:2900-2934.
-
(2010)
Review of Financial Studies
, vol.23
, pp. 2900-2934
-
-
Becker, T.1
Shabani, R.2
-
10
-
-
84881603717
-
-
Financial innovation, the discovery of risk, and the U.S. credit crisis. NBER Working Paper 16020.
-
Boz, Emine, Mendoza, Enrique G., 2010. Financial innovation, the discovery of risk, and the U.S. credit crisis. NBER Working Paper 16020.
-
(2010)
-
-
Boz, E.1
Mendoza, E.G.2
-
11
-
-
0035560658
-
Forecasting real estate returns using financial spreads
-
Brooks Chris, Tsolacos Sotiris Forecasting real estate returns using financial spreads. Journal of Property Research 2001, 18:235-248.
-
(2001)
Journal of Property Research
, vol.18
, pp. 235-248
-
-
Brooks, C.1
Tsolacos, S.2
-
12
-
-
0141671708
-
International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks
-
Brooks Chris, Tsolacos Sotiris International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks. Journal of Property Research 2003, 20:133-155.
-
(2003)
Journal of Property Research
, vol.20
, pp. 133-155
-
-
Brooks, C.1
Tsolacos, S.2
-
13
-
-
0039622544
-
Liquidity and liquidation: evidence from real estate investment trusts
-
Brown David T. Liquidity and liquidation: evidence from real estate investment trusts. The Journal of Finance 2000, 55:469-485.
-
(2000)
The Journal of Finance
, vol.55
, pp. 469-485
-
-
Brown, D.T.1
-
14
-
-
0031256332
-
Forecasting UK house prices: a time varying coefficient approach
-
Brown Jane P., Song Haiyan, McGillivray Alan Forecasting UK house prices: a time varying coefficient approach. Economic Modelling 1997, 14:529-548.
-
(1997)
Economic Modelling
, vol.14
, pp. 529-548
-
-
Brown, J.P.1
Song, H.2
McGillivray, A.3
-
15
-
-
84881584853
-
-
OFHEO house price indexes: HPI technical description. Discussion paper Office of Federal Housing Enterprise Oversight, Washington, DC.
-
Calhoun, Charles A., 1996. OFHEO house price indexes: HPI technical description. Discussion paper Office of Federal Housing Enterprise Oversight, Washington, DC.
-
(1996)
-
-
Calhoun, C.A.1
-
16
-
-
67651207306
-
What moves housing markets: a variance decomposition of the price-rent ratio
-
Campbell Davis, Davis Morris, Gallin Joshua, Martin Robert What moves housing markets: a variance decomposition of the price-rent ratio. Journal of Urban Economics 2009, 66:90-102.
-
(2009)
Journal of Urban Economics
, vol.66
, pp. 90-102
-
-
Campbell, D.1
Davis, M.2
Gallin, J.3
Martin, R.4
-
17
-
-
34247117773
-
How do house prices affect consumption? evidence from micro data
-
Campbell J., Cocco J. How do house prices affect consumption? evidence from micro data. Journal of Monetary Economics 2007, 54:591-621.
-
(2007)
Journal of Monetary Economics
, vol.54
, pp. 591-621
-
-
Campbell, J.1
Cocco, J.2
-
18
-
-
0000433727
-
A variance decomposition for stock returns
-
Campbell J.Y. A variance decomposition for stock returns. Economic Journal 1991, 101:157-179.
-
(1991)
Economic Journal
, vol.101
, pp. 157-179
-
-
Campbell, J.Y.1
-
21
-
-
0000007521
-
The dividend-price ratio and expectations of future dividends and discount factors
-
Campbell John Y., Shiller Robert J. The dividend-price ratio and expectations of future dividends and discount factors. Review of Financial Studies 1988, 1:195-228.
-
(1988)
Review of Financial Studies
, vol.1
, pp. 195-228
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
22
-
-
49449084242
-
Predicting excess stock returns out of sample: can anything beat the historical average?
-
Campbell John Y., Thompson Samuel B. Predicting excess stock returns out of sample: can anything beat the historical average?. Review of Financial Studies 2008, 21:1509-1531.
-
(2008)
Review of Financial Studies
, vol.21
, pp. 1509-1531
-
-
Campbell, J.Y.1
Thompson, S.B.2
-
24
-
-
0027089227
-
Specification and estimation of hedonic housing prices models
-
Can A. Specification and estimation of hedonic housing prices models. Regional Science and Urban Economics 1992, 22:453-474.
-
(1992)
Regional Science and Urban Economics
, vol.22
, pp. 453-474
-
-
Can, A.1
-
25
-
-
84881580422
-
-
Caplin, Andrew, Chopra, Sumit, Leahy, John, LeCun, Yahn, Trivikraman Thampy Machine learning and the spatial structure of house prices and housing returns. Working Paper.
-
Caplin, Andrew, Chopra, Sumit, Leahy, John, LeCun, Yahn, Trivikraman Thampy, 2008. Machine learning and the spatial structure of house prices and housing returns. Working Paper.
-
(2008)
-
-
-
26
-
-
1842591235
-
An anatomy of price dynamics in illiquidmarkets: analysis and evidence from local housing markets
-
Capozza Dennis R., Hendershott Patric H., Mack Charlotte An anatomy of price dynamics in illiquidmarkets: analysis and evidence from local housing markets. Real Estate Economics 2004, 32:1-32.
-
(2004)
Real Estate Economics
, vol.32
, pp. 1-32
-
-
Capozza, D.R.1
Hendershott, P.H.2
Mack, C.3
-
27
-
-
0002437348
-
Expectations, efficiency, and euphoria in the housing market
-
Capozza D.R., Seguin P. Expectations, efficiency, and euphoria in the housing market. Regional Science and Urban Economics 1996, 26:369-386.
-
(1996)
Regional Science and Urban Economics
, vol.26
, pp. 369-386
-
-
Capozza, D.R.1
Seguin, P.2
-
29
-
-
0043131432
-
Do states respond differently to changes in monetary policy?
-
Carlino Gerard A., DeFina Robert H. Do states respond differently to changes in monetary policy?. Business Review 1999, 17-27.
-
(1999)
Business Review
, pp. 17-27
-
-
Carlino, G.A.1
DeFina, R.H.2
-
30
-
-
84983925192
-
On choosing among house price index methodologies
-
Case Bradford, Pollakowski Henry, Wachter Susan On choosing among house price index methodologies. AREUEA Journal 1991, 19:286-307.
-
(1991)
AREUEA Journal
, vol.19
, pp. 286-307
-
-
Case, B.1
Pollakowski, H.2
Wachter, S.3
-
32
-
-
46649109703
-
The value of land in the United States: 1975-2005
-
Lincoln Institute of Land Policy, G. Ingram, Y.-H. Hong (Eds.)
-
Case Karl E. The value of land in the United States: 1975-2005. Land Policies and Their Outcomes 2007, Lincoln Institute of Land Policy. G. Ingram, Y.-H. Hong (Eds.).
-
(2007)
Land Policies and Their Outcomes
-
-
Case, K.E.1
-
33
-
-
21244446232
-
Comparing wealth effects: the stock market versus the housing market
-
Case Karl E., Quigley J.M., Shiller R. Comparing wealth effects: the stock market versus the housing market. Advances in Macroeconomics 2005, 5:1.
-
(2005)
Advances in Macroeconomics
, vol.5
, pp. 1
-
-
Case, K.E.1
Quigley, J.M.2
Shiller, R.3
-
34
-
-
84881599839
-
-
Wealth effects revisited 1978-2009. NBER Working Paper, No. 16848.
-
Case, Karl E., Quigley, J.M., Shiller, R., 2011. Wealth effects revisited 1978-2009. NBER Working Paper, No. 16848.
-
(2011)
-
-
Case, K.E.1
Quigley, J.M.2
Shiller, R.3
-
35
-
-
0002905632
-
Prices of single-family homes since 1970: new indexes for four cities
-
Case Karl E., Shiller Robert J. Prices of single-family homes since 1970: new indexes for four cities. New England Economic Review 1987, 46-56.
-
(1987)
New England Economic Review
, pp. 46-56
-
-
Case, K.E.1
Shiller, R.J.2
-
36
-
-
0024569535
-
The efficiency of the market for single-family homes
-
Case Karl E., Shiller Robert J. The efficiency of the market for single-family homes. The American Economic Review 1989, 1:125-137.
-
(1989)
The American Economic Review
, vol.1
, pp. 125-137
-
-
Case, K.E.1
Shiller, R.J.2
-
37
-
-
84983978498
-
Forecasting prices and excess returns in the housing market
-
Case Karl E., Shiller Robert J. Forecasting prices and excess returns in the housing market. Real Estate Economics 1990, 18:253-273.
-
(1990)
Real Estate Economics
, vol.18
, pp. 253-273
-
-
Case, K.E.1
Shiller, R.J.2
-
39
-
-
84974098166
-
Inference in models with nearly integrated regressors
-
Cavanagh C., Elliott G., Stock J. Inference in models with nearly integrated regressors. Econometric Theory 1995, 11:1131-1147.
-
(1995)
Econometric Theory
, vol.11
, pp. 1131-1147
-
-
Cavanagh, C.1
Elliott, G.2
Stock, J.3
-
40
-
-
33745292440
-
Revisiting the past and settling the score: index revision for house price derivatives
-
Clapham Eric, Englund Peter, Quigley John M., Redfearn Christian L. Revisiting the past and settling the score: index revision for house price derivatives. Real Estate Economics 2006, 34:275-302.
-
(2006)
Real Estate Economics
, vol.34
, pp. 275-302
-
-
Clapham, E.1
Englund, P.2
Quigley, J.M.3
Redfearn, C.L.4
-
41
-
-
1842434441
-
A semiparametric method for estimating local house price indices
-
Clapp John M. A semiparametric method for estimating local house price indices. Real Estate Economics 2004, 32:127-160.
-
(2004)
Real Estate Economics
, vol.32
, pp. 127-160
-
-
Clapp, J.M.1
-
42
-
-
0033426265
-
Revisions in repeat-sales price indexes: here today, gone tomorrow?
-
Clapp John M., Giaccotto Carmelo Revisions in repeat-sales price indexes: here today, gone tomorrow?. Real Estate Economics 1999, 27:79-104.
-
(1999)
Real Estate Economics
, vol.27
, pp. 79-104
-
-
Clapp, J.M.1
Giaccotto, C.2
-
44
-
-
84984075306
-
Housing price indices based on all transactions compared to repeat subsamples
-
Clapp John M., Tirtiroglu Dogan Housing price indices based on all transactions compared to repeat subsamples. Real Estate Economics 1991, 19:270-285.
-
(1991)
Real Estate Economics
, vol.19
, pp. 270-285
-
-
Clapp, J.M.1
Tirtiroglu, D.2
-
46
-
-
0042102886
-
Real estate securities and a filter-based, short-term trading strategy
-
Cooper Michael, Downs David H., Patterson Gary A. Real estate securities and a filter-based, short-term trading strategy. Journal of Real Estate Research 1999, 18:313-334.
-
(1999)
Journal of Real Estate Research
, vol.18
, pp. 313-334
-
-
Cooper, M.1
Downs, D.H.2
Patterson, G.A.3
-
47
-
-
14944346797
-
Assessing the forecasting performance of regime-switching. ARIMA and GARCH models of house prices
-
Crawford Gordon W., Fratantoni Michael C. Assessing the forecasting performance of regime-switching. ARIMA and GARCH models of house prices. Real Estate Economics 2003, 31:223-243.
-
(2003)
Real Estate Economics
, vol.31
, pp. 223-243
-
-
Crawford, G.W.1
Fratantoni, M.C.2
-
48
-
-
43449126496
-
The rent-price ratio for the aggregate stock of owner-occupied housing
-
Davis Morris, Lehnert Andreas, Martin Robert F. The rent-price ratio for the aggregate stock of owner-occupied housing. Review of Income and Wealth 2008, 54:279-284.
-
(2008)
Review of Income and Wealth
, vol.54
, pp. 279-284
-
-
Davis, M.1
Lehnert, A.2
Martin, R.F.3
-
49
-
-
36048982149
-
The price and quantity of residential land in the united states
-
Davis Morris A., Heathcote Jonathan The price and quantity of residential land in the united states. Journal of Monetary Economics 2007, 54:2595-2620.
-
(2007)
Journal of Monetary Economics
, vol.54
, pp. 2595-2620
-
-
Davis, M.A.1
Heathcote, J.2
-
50
-
-
34548829399
-
99 luftballons: monetary policy and the house price boom across US states
-
Del Negro Marco, Otrok Christopher 99 luftballons: monetary policy and the house price boom across US states. Journal of Monetary Economics 2007, 54:1962-1985.
-
(2007)
Journal of Monetary Economics
, vol.54
, pp. 1962-1985
-
-
Del Negro, M.1
Otrok, C.2
-
51
-
-
0003458266
-
Business cycles: durations, dynamics, and forecasting
-
Princeton University Press, Princeton, New Jersey
-
Diebold Francis X., Rudebusch Glenn D. Business cycles: durations, dynamics, and forecasting. Measuring Business Cycles: A Modern Perspective 1999, 117-143. Princeton University Press, Princeton, New Jersey.
-
(1999)
Measuring Business Cycles: A Modern Perspective
, pp. 117-143
-
-
Diebold, F.X.1
Rudebusch, G.D.2
-
52
-
-
0002825953
-
Housing market dynamics and the future of housing prices
-
DiPasquale Denise, Wheaton William C. Housing market dynamics and the future of housing prices. Journal of Urban Economics 1994, 35:1-27.
-
(1994)
Journal of Urban Economics
, vol.35
, pp. 1-27
-
-
DiPasquale, D.1
Wheaton, W.C.2
-
53
-
-
0004697410
-
A long run house price index: the herengracht index, 1628-1973
-
Eichholtz Piet A long run house price index: the herengracht index, 1628-1973. Real Estate Economics 1997, 25:175-192.
-
(1997)
Real Estate Economics
, vol.25
, pp. 175-192
-
-
Eichholtz, P.1
-
54
-
-
0000230606
-
Long swings in the dollar: are they in the data and do markets know it?
-
Engel Charles, Hamilton James D. Long swings in the dollar: are they in the data and do markets know it?. The American Economic Review 1990, 80:689-713.
-
(1990)
The American Economic Review
, vol.80
, pp. 689-713
-
-
Engel, C.1
Hamilton, J.D.2
-
55
-
-
0000013567
-
Co-integration and error-correction: representation, estimation, and testing
-
Engle Robert, Granger Cliff Co-integration and error-correction: representation, estimation, and testing. Econometrica 1987, 55:251-276.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.1
Granger, C.2
-
57
-
-
0000480869
-
Efficient capital markets: a review of theory and empirical work
-
Fama Eugene Efficient capital markets: a review of theory and empirical work. Journal of Finance 1970, 25:383-417.
-
(1970)
Journal of Finance
, vol.25
, pp. 383-417
-
-
Fama, E.1
-
58
-
-
84936823605
-
Permanent and temporary components of stock prices
-
Fama Eugene, French Kenneth Permanent and temporary components of stock prices. The Journal of Political Economy 1988, 96:246-273.
-
(1988)
The Journal of Political Economy
, vol.96
, pp. 246-273
-
-
Fama, E.1
French, K.2
-
60
-
-
84977707061
-
Stock returns, expected returns, and real activity
-
Fama Eugene F. Stock returns, expected returns, and real activity. The Journal of Finance 1990, 45:1089-1108.
-
(1990)
The Journal of Finance
, vol.45
, pp. 1089-1108
-
-
Fama, E.F.1
-
62
-
-
34250890715
-
Business conditions and expected returns on stocks and bonds
-
Fama Eugene F., French Kenneth R. Business conditions and expected returns on stocks and bonds. Journal of Financial Economics 1989, 25:23-49.
-
(1989)
Journal of Financial Economics
, vol.25
, pp. 23-49
-
-
Fama, E.F.1
French, K.R.2
-
63
-
-
84881595466
-
-
Favilukis, Jank, Kohn, David, Ludvigson, Sidney, Van Nieuwerburgh, Stijn International capital flows and house prices: theory and evidence. Housing and the financial crisis, NBER Book Series (chapter 8).
-
Favilukis, Jank, Kohn, David, Ludvigson, Sidney, Van Nieuwerburgh, Stijn, 2013. International capital flows and house prices: theory and evidence. Housing and the financial crisis, NBER Book Series (chapter 8).
-
(2013)
-
-
-
64
-
-
84881603158
-
Macroeconomic implications of housing wealth, housing finance, and limited risk-sharing in general equilibrium. NBER Working Paper.
-
Favilukis, Jank, Ludvigson, Sidney, Van Nieuwerburgh, Stijn
-
Favilukis, Jank, Ludvigson, Sidney, Van Nieuwerburgh, Stijn, 2011. Macroeconomic implications of housing wealth, housing finance, and limited risk-sharing in general equilibrium. NBER Working Paper.
-
(2011)
-
-
-
65
-
-
84881579899
-
-
Fisher, Jeffrey US Commercial real estate indices: the NCREIF property index. Discussion Paper BIS Papers No 21.
-
Fisher, Jeffrey, 2005. US Commercial real estate indices: the NCREIF property index. Discussion Paper BIS Papers No 21.
-
(2005)
-
-
-
66
-
-
33845796460
-
A quarterly transactions-based index of institutional real estate investment performance and movements in supply and demand
-
Fisher Jeff, Geltner David, Pollakowski Henry A quarterly transactions-based index of institutional real estate investment performance and movements in supply and demand. The Journal of Real Estate Finance and Economics 2007, 34:5-33.
-
(2007)
The Journal of Real Estate Finance and Economics
, vol.34
, pp. 5-33
-
-
Fisher, J.1
Geltner, D.2
Pollakowski, H.3
-
67
-
-
0038605950
-
Owner-occupied housing and the composition of the household portfolio
-
Flavin Marjorie, Yamashita Takashi Owner-occupied housing and the composition of the household portfolio. American Economic Review 2002, 92:345-362.
-
(2002)
American Economic Review
, vol.92
, pp. 345-362
-
-
Flavin, M.1
Yamashita, T.2
-
68
-
-
0042853657
-
Monetary policy, housing, and heterogeneous regional markets
-
Fratantoni Michael, Schuh Scott Monetary policy, housing, and heterogeneous regional markets. Journal of Money, Credit and Banking 2003, 35:557-589.
-
(2003)
Journal of Money, Credit and Banking
, vol.35
, pp. 557-589
-
-
Fratantoni, M.1
Schuh, S.2
-
70
-
-
57049143057
-
The long-run relationship between house prices and rents
-
Gallin J. The long-run relationship between house prices and rents. Real Estate Economics 2008, 36:635-668.
-
(2008)
Real Estate Economics
, vol.36
, pp. 635-668
-
-
Gallin, J.1
-
71
-
-
0030525596
-
An analysis of the real interest rate under regime shifts
-
Garcia Ren, Perron Pierre An analysis of the real interest rate under regime shifts. Review of Economics and Statistics 1996, 78:111-125.
-
(1996)
Review of Economics and Statistics
, vol.78
, pp. 111-125
-
-
Garcia, R.1
Perron, P.2
-
73
-
-
0013134393
-
Sample selection and biases in local house value indices
-
Gatzlaff Dean H., Haurin Donald R. Sample selection and biases in local house value indices. Journal of Urban Economics 1998, 43:199-222.
-
(1998)
Journal of Urban Economics
, vol.43
, pp. 199-222
-
-
Gatzlaff, D.H.1
Haurin, D.R.2
-
74
-
-
84984515270
-
Weak form tests of the efficiency of real estate investment markets
-
Gau George W. Weak form tests of the efficiency of real estate investment markets. Financial Review 1984, 19:301-320.
-
(1984)
Financial Review
, vol.19
, pp. 301-320
-
-
Gau, G.W.1
-
75
-
-
0002422932
-
Public information and abnormal returns in real estate investment
-
Gau George W. Public information and abnormal returns in real estate investment. Real Estate Economics 1985, 13:15-31.
-
(1985)
Real Estate Economics
, vol.13
, pp. 15-31
-
-
Gau, G.W.1
-
76
-
-
0039923018
-
The present value model wtih time-varying discount rates: implications for commercial property valuation and investment decisions
-
Geltner D., Mei J. The present value model wtih time-varying discount rates: implications for commercial property valuation and investment decisions. Journal of Real Estate Finance and Economics 1995, 11:119-135.
-
(1995)
Journal of Real Estate Finance and Economics
, vol.11
, pp. 119-135
-
-
Geltner, D.1
Mei, J.2
-
77
-
-
84881608206
-
-
Geltner, David, Pollakowski, Henry A Set of Indexes for Trading Commercial Real Estate Based on the Real Capital Analytics Transaction Prices Database, MIT/CREDL, available at-wp.pdf
-
Geltner, David, Pollakowski, Henry, 2007. A Set of Indexes for Trading Commercial Real Estate Based on the Real Capital Analytics Transaction Prices Database, MIT/CREDL, available at http://web.mit.edu/cre/research/credl/rca/MIT-RCA-wp.pdf.
-
(2007)
-
-
-
81
-
-
84983947135
-
Appraisal-based real estate returns under alternative market regimes
-
Giaccotto Carmelo, Clapp John Appraisal-based real estate returns under alternative market regimes. Real Estate Economics 1992, 20:1-24.
-
(1992)
Real Estate Economics
, vol.20
, pp. 1-24
-
-
Giaccotto, C.1
Clapp, J.2
-
83
-
-
0002105028
-
The accuracy of real estate indices: repeat sale estimators
-
Goetzmann William The accuracy of real estate indices: repeat sale estimators. Journal of Real Estate Finance and Economics 1992, 5:5-53.
-
(1992)
Journal of Real Estate Finance and Economics
, vol.5
, pp. 5-53
-
-
Goetzmann, W.1
-
85
-
-
21844499583
-
Non-temporal components of residential real estate appreciation
-
Goetzmann William N., Spiegel Matthew Non-temporal components of residential real estate appreciation. Review of Economics and Statistics 1995, 77:199-206.
-
(1995)
Review of Economics and Statistics
, vol.77
, pp. 199-206
-
-
Goetzmann, W.N.1
Spiegel, M.2
-
87
-
-
1942444547
-
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
-
Granger Clive W.J., Hyung Namwon Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns. Journal of Empirical Finance 2004, 11:399-421.
-
(2004)
Journal of Empirical Finance
, vol.11
, pp. 399-421
-
-
Granger, C.W.J.1
Hyung, N.2
-
88
-
-
0030242133
-
Modeling the conditional distribution of interest rates as a regimeswitching process
-
Gray Stephen F. Modeling the conditional distribution of interest rates as a regimeswitching process. Journal of Financial Economics 1996, 42:27-62.
-
(1996)
Journal of Financial Economics
, vol.42
, pp. 27-62
-
-
Gray, S.F.1
-
89
-
-
1642430371
-
The predictability of house prices
-
Gu Anthony Y. The predictability of house prices. Journal of Real Estate Research 2002, 24:213-233.
-
(2002)
Journal of Real Estate Research
, vol.24
, pp. 213-233
-
-
Gu, A.Y.1
-
90
-
-
41549128421
-
International asset allocation under regime switching, skew, and kurtosis preferences
-
Guidolin Massimo, Timmermann Allan International asset allocation under regime switching, skew, and kurtosis preferences. Review of Financial Studies 2008, 21:889-935.
-
(2008)
Review of Financial Studies
, vol.21
, pp. 889-935
-
-
Guidolin, M.1
Timmermann, A.2
-
92
-
-
0023471842
-
Efficiency of the market for residential real estate
-
Guntermann Karl L., Smith Richard L. Efficiency of the market for residential real estate. Land Economics 1987, 63:34-45.
-
(1987)
Land Economics
, vol.63
, pp. 34-45
-
-
Guntermann, K.L.1
Smith, R.L.2
-
93
-
-
0002618935
-
Local market and national components in house price appreciation
-
Gyourko Joseph, Voith Richard Local market and national components in house price appreciation. Journal of Urban Economics 1992, 32:52-69.
-
(1992)
Journal of Urban Economics
, vol.32
, pp. 52-69
-
-
Gyourko, J.1
Voith, R.2
-
94
-
-
34248474944
-
Choice of functional form for hedonic price equations
-
Halvorsen Robert, Pollakowski Henry O. Choice of functional form for hedonic price equations. Journal of Urban Economics 1981, 10:37-49.
-
(1981)
Journal of Urban Economics
, vol.10
, pp. 37-49
-
-
Halvorsen, R.1
Pollakowski, H.O.2
-
95
-
-
0007915662
-
Expected appreciation in urban housing markets
-
Hamilton Bruce W., Schwab Robert M. Expected appreciation in urban housing markets. Journal of Urban Economics 1985, 18:103-118.
-
(1985)
Journal of Urban Economics
, vol.18
, pp. 103-118
-
-
Hamilton, B.W.1
Schwab, R.M.2
-
96
-
-
0001342006
-
A new approach to the economic analysis of nonstationary time series and the business cycle
-
Hamilton James D. A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica 1989, 57:357-384.
-
(1989)
Econometrica
, vol.57
, pp. 357-384
-
-
Hamilton, J.D.1
-
97
-
-
0003410290
-
-
Princeton University Press, Princeton, New Jersey
-
Hamilton James D. Time Series Analysis 1994, Princeton University Press, Princeton, New Jersey.
-
(1994)
Time Series Analysis
-
-
Hamilton, J.D.1
-
98
-
-
55649091388
-
Daily monetary policy shocks and new home sales
-
Hamilton James D. Daily monetary policy shocks and new home sales. Journal of Monetary Economics 2008, 55:1171-1190.
-
(2008)
Journal of Monetary Economics
, vol.55
, pp. 1171-1190
-
-
Hamilton, J.D.1
-
99
-
-
0000125534
-
Sample selection bias as a specification error
-
Heckman James Sample selection bias as a specification error. Econometrica 1979, 47:153-161.
-
(1979)
Econometrica
, vol.47
, pp. 153-161
-
-
Heckman, J.1
-
100
-
-
84871631741
-
-
doi:10.1787/5kghzxpt6g6f-en, Hill, Robert Hedonic price indexes for housing. OECD Statistics Working Papers, 2011/01, OECD Publishing. Available at
-
Hill, Robert, 2011. Hedonic price indexes for housing. OECD Statistics Working Papers, 2011/01, OECD Publishing. Available at doi:10.1787/5kghzxpt6g6f-en.
-
(2011)
-
-
-
103
-
-
16244383505
-
Constructing price indexes across space and time: the case of the European union
-
Hill Robert J. Constructing price indexes across space and time: the case of the European union. The American Economic Review 2004, 94:1379-1410.
-
(2004)
The American Economic Review
, vol.94
, pp. 1379-1410
-
-
Hill, R.J.1
-
104
-
-
33645817313
-
Assessing high house prices: bubbles, fundamentals, and misperseptions
-
Himmelberg C., Mayer C., Sinai T. Assessing high house prices: bubbles, fundamentals, and misperseptions. Journal of Economic Perspectives 2005, 19:67-92.
-
(2005)
Journal of Economic Perspectives
, vol.19
, pp. 67-92
-
-
Himmelberg, C.1
Mayer, C.2
Sinai, T.3
-
105
-
-
0000695986
-
Towards idices of real estate value and return
-
Hoag J.W. Towards idices of real estate value and return. Journal of Finance 1980, 35:569-580.
-
(1980)
Journal of Finance
, vol.35
, pp. 569-580
-
-
Hoag, J.W.1
-
106
-
-
0000789996
-
Dividend yields and expected stock returns: alternative procedures for inference and measurement
-
Hodrick R.J. Dividend yields and expected stock returns: alternative procedures for inference and measurement. Review of Financial Studies 1992, 5:357-386.
-
(1992)
Review of Financial Studies
, vol.5
, pp. 357-386
-
-
Hodrick, R.J.1
-
107
-
-
30844433546
-
House prices, borrowing constraints, and monetary policy in the business cycle
-
Iacoviello Matteo House prices, borrowing constraints, and monetary policy in the business cycle. American Economic Review 2005, 95:739-764.
-
(2005)
American Economic Review
, vol.95
, pp. 739-764
-
-
Iacoviello, M.1
-
108
-
-
85017184115
-
Housing market spillovers: evidence from an estimated dsge model
-
Iacoviello Matteo, Neri Stefano Housing market spillovers: evidence from an estimated dsge model. American Economic Journal: Macroeconomics 2010, 2:125-164.
-
(2010)
American Economic Journal: Macroeconomics
, vol.2
, pp. 125-164
-
-
Iacoviello, M.1
Neri, S.2
-
110
-
-
77955140287
-
Predictive regressions: a present-value approach
-
Koijen Ralph, Binsbergen Van, Jules H. Predictive regressions: a present-value approach. Journal of Finance 2010, 65:1439-1471.
-
(2010)
Journal of Finance
, vol.65
, pp. 1439-1471
-
-
Koijen, R.1
Binsbergen, V.2
Jules, H.3
-
111
-
-
84881570666
-
-
Korteweg, Arthur, Sorensen, Morten Estimating loan-to-value and foreclosure behavior. NBER Working Paper No. 17882.
-
Korteweg, Arthur, Sorensen, Morten, 2011. Estimating loan-to-value and foreclosure behavior. NBER Working Paper No. 17882.
-
(2011)
-
-
-
112
-
-
21344431786
-
Serial correlation and seasonality in the real estate market
-
Kuo Chiong-Long Serial correlation and seasonality in the real estate market. The Journal of Real Estate Finance and Economics 1996, 12:139-162.
-
(1996)
The Journal of Real Estate Finance and Economics
, vol.12
, pp. 139-162
-
-
Kuo, C.-L.1
-
113
-
-
0033440210
-
Leverage and house-price dynamics in US Cities
-
Lamont Owen, Stein Jeremy Leverage and house-price dynamics in US Cities. RAND Journal of Economics 1999, 30:498-514.
-
(1999)
RAND Journal of Economics
, vol.30
, pp. 498-514
-
-
Lamont, O.1
Stein, J.2
-
114
-
-
0012462939
-
Consumption, aggregate wealth, and expected stock returns
-
Lettau Martin, Ludvigson Sydney Consumption, aggregate wealth, and expected stock returns. The Journal of Finance 2001, 56:815-849.
-
(2001)
The Journal of Finance
, vol.56
, pp. 815-849
-
-
Lettau, M.1
Ludvigson, S.2
-
116
-
-
0000580022
-
The predictability of REIT returns and market segmentation
-
Li Yuming, Wang Ko The predictability of REIT returns and market segmentation. Journal of Real Estate Research 1995, 10:471-482.
-
(1995)
Journal of Real Estate Research
, vol.10
, pp. 471-482
-
-
Li, Y.1
Wang, K.2
-
117
-
-
38249038928
-
An empirical test of the efficiency of the housing market
-
Linneman Peter An empirical test of the efficiency of the housing market. Journal of Urban Economics 1986, 20:140-154.
-
(1986)
Journal of Urban Economics
, vol.20
, pp. 140-154
-
-
Linneman, P.1
-
118
-
-
84983946063
-
The Impacts of Borrowing Constraints on Home ownership
-
Linneman Peter, Wachter Susan The Impacts of Borrowing Constraints on Home ownership. Real Estate Economics 1989, 17:389-402.
-
(1989)
Real Estate Economics
, vol.17
, pp. 389-402
-
-
Linneman, P.1
Wachter, S.2
-
119
-
-
0000414772
-
The predictability of returns on equity REITs and their co-movement with other assets
-
Liu Crocker H., Mei Jianping The predictability of returns on equity REITs and their co-movement with other assets. The Journal of Real Estate Finance and Economics 1992, 5:401-418.
-
(1992)
The Journal of Real Estate Finance and Economics
, vol.5
, pp. 401-418
-
-
Liu, C.H.1
Mei, J.2
-
120
-
-
0039995065
-
The predictability of international real estate markets, exchange rate risks, and diversification consequences
-
Liu C.H., Mei J. The predictability of international real estate markets, exchange rate risks, and diversification consequences. Real Estate Economics 1998, 26:3-39.
-
(1998)
Real Estate Economics
, vol.26
, pp. 3-39
-
-
Liu, C.H.1
Mei, J.2
-
121
-
-
19944401836
-
Housing collateral, consumption insurance, and risk premia: an empirical perspective
-
Lustig Hanno N., Van Nieuwerburgh G.Stijn Housing collateral, consumption insurance, and risk premia: an empirical perspective. The Journal of Finance 2005, 60:1167-1219.
-
(2005)
The Journal of Finance
, vol.60
, pp. 1167-1219
-
-
Lustig, H.N.1
Van Nieuwerburgh, G.S.2
-
122
-
-
60849096685
-
Real estate for the long term: the effect of return predictability on long-horizon allocations
-
MacKinnon Gregory H., Zaman Ashraf Al Real estate for the long term: the effect of return predictability on long-horizon allocations. Real Estate Economics 2009, 37:117-153.
-
(2009)
Real Estate Economics
, vol.37
, pp. 117-153
-
-
MacKinnon, G.H.1
Zaman, A.A.2
-
123
-
-
0025624730
-
Urban housing and financial markets: some international comparisons
-
Malpezzi S. Urban housing and financial markets: some international comparisons. Urban Studies 1990, 27:971-1022.
-
(1990)
Urban Studies
, vol.27
, pp. 971-1022
-
-
Malpezzi, S.1
-
124
-
-
0002894295
-
A simple error correction model of house prices
-
Malpezzi Stephen A simple error correction model of house prices. Journal of Housing Economics 1999, 8:27-62.
-
(1999)
Journal of Housing Economics
, vol.8
, pp. 27-62
-
-
Malpezzi, S.1
-
125
-
-
0024855726
-
The baby boom, the baby bust, and the housing market
-
Mankiw Gregory, Weil David The baby boom, the baby bust, and the housing market. Regional Science and Urban Economics 1989, 19:235-258.
-
(1989)
Regional Science and Urban Economics
, vol.19
, pp. 235-258
-
-
Mankiw, G.1
Weil, D.2
-
128
-
-
43949147692
-
Testing the present value relation for housing prices: should i leave my house in San Francisco?
-
Meese Richard, Wallace Nancy Testing the present value relation for housing prices: should i leave my house in San Francisco?. Journal of Urban Economics 1994, 35:245-266.
-
(1994)
Journal of Urban Economics
, vol.35
, pp. 245-266
-
-
Meese, R.1
Wallace, N.2
-
129
-
-
0031509268
-
The construction of residential housing price indices: a comparison of repeat-sales. Hedonic-regression, and hybrid approaches
-
Meese Richard A., Wallace Nancy E. The construction of residential housing price indices: a comparison of repeat-sales. Hedonic-regression, and hybrid approaches. The Journal of Real Estate Finance and Economics 1997, 14:51-73.
-
(1997)
The Journal of Real Estate Finance and Economics
, vol.14
, pp. 51-73
-
-
Meese, R.A.1
Wallace, N.E.2
-
130
-
-
0042210804
-
Price reversal, transaction costs, and arbitrage profits in the real estate securities market
-
Mei Jianping, Gao Bin Price reversal, transaction costs, and arbitrage profits in the real estate securities market. The Journal of Real Estate Finance and Economics 1995, 11:153-165.
-
(1995)
The Journal of Real Estate Finance and Economics
, vol.11
, pp. 153-165
-
-
Mei, J.1
Gao, B.2
-
132
-
-
0000808665
-
On the pricing of corporate debt: the risk structure of interest rates
-
Merton Robert On the pricing of corporate debt: the risk structure of interest rates. Journal of Finance 1974, 29:449-470.
-
(1974)
Journal of Finance
, vol.29
, pp. 449-470
-
-
Merton, R.1
-
133
-
-
72449151676
-
The consequences of mortgage credit expansion: evidence from the US mortgage default crisis
-
Mian Atif, Sufi Amir The consequences of mortgage credit expansion: evidence from the US mortgage default crisis. Quarterly Journal of Economics 2009, 124:1449-1496.
-
(2009)
Quarterly Journal of Economics
, vol.124
, pp. 1449-1496
-
-
Mian, A.1
Sufi, A.2
-
134
-
-
84860388805
-
House prices, home-equity-based borrowing, and the US household leverage crisis
-
Mian Atif, Sufi Amir House prices, home-equity-based borrowing, and the US household leverage crisis. American Economic Review 2011, 101:2132-2156.
-
(2011)
American Economic Review
, vol.101
, pp. 2132-2156
-
-
Mian, A.1
Sufi, A.2
-
135
-
-
0031411833
-
Booms and busts in the UK housing market
-
Muellbauer John, Murphy Anthony Booms and busts in the UK housing market. The Economic Journal 1997, 107:1701-1727.
-
(1997)
The Economic Journal
, vol.107
, pp. 1701-1727
-
-
Muellbauer, J.1
Murphy, A.2
-
136
-
-
66449117963
-
A Spatiotemporal autoregressive price index for the Paris office property market
-
Nappi-Choulet Pr Ingrid, Maury Tristan-Pierre A Spatiotemporal autoregressive price index for the Paris office property market. Real Estate Economics 2009, 37:305-340.
-
(2009)
Real Estate Economics
, vol.37
, pp. 305-340
-
-
Nappi-Choulet Pr, I.1
Maury, T.-P.2
-
138
-
-
0000706085
-
A simple positive semi-definite. Heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey Whitney K., West Kenneth D. A simple positive semi-definite. Heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica 1987, 55:703-708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
139
-
-
33645668121
-
Housing market dynamics: on the contribution of income shocks and credit constraints
-
Ortalo-Magn'e François, Rady Sven Housing market dynamics: on the contribution of income shocks and credit constraints. Review of Economic Studies 2006, 73:459-485.
-
(2006)
Review of Economic Studies
, vol.73
, pp. 459-485
-
-
Ortalo-Magn'e, F.1
Rady, S.2
-
140
-
-
0043136574
-
Spatiotemporal autoregressive models of neighborhood effects
-
Pace R., Ronald Barry Kelley, Clapp J., Rodriguez M. Spatiotemporal autoregressive models of neighborhood effects. Journal of Real Estate Finance and Economics 1998, 17:14-33.
-
(1998)
Journal of Real Estate Finance and Economics
, vol.17
, pp. 14-33
-
-
Pace, R.1
Ronald Barry, K.2
Clapp, J.3
Rodriguez, M.4
-
141
-
-
0010937599
-
A method for spatial-temporal forecasting with an application to real estate prices
-
Pace R., Ronald Barry K., Gilley O., Sirmans C.F. A method for spatial-temporal forecasting with an application to real estate prices. International Journal of Forecasting 2000, 16:229-246.
-
(2000)
International Journal of Forecasting
, vol.16
, pp. 229-246
-
-
Pace, R.1
Ronald Barry, K.2
Gilley, O.3
Sirmans, C.F.4
-
143
-
-
0040209430
-
Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities
-
Perez-Quiros Gabriel, Timmermann Allan Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities. Journal of Econometrics 2001, 103:259-306.
-
(2001)
Journal of Econometrics
, vol.103
, pp. 259-306
-
-
Perez-Quiros, G.1
Timmermann, A.2
-
144
-
-
84881577560
-
-
Return predictability under equilibrium constraints on the equity premium. UCSD Working Paper.
-
Pettenuzzo, D., Timmermann, A., Valkanov, R., 2011. Return predictability under equilibrium constraints on the equity premium. UCSD Working Paper.
-
(2011)
-
-
Pettenuzzo, D.1
Timmermann, A.2
Valkanov, R.3
-
145
-
-
33847179786
-
Housing, consumption and asset pricing
-
Piazzesi M., Schneider M., Tuzel S. Housing, consumption and asset pricing. Journal of Financial Economics 2007, 83:531-569.
-
(2007)
Journal of Financial Economics
, vol.83
, pp. 531-569
-
-
Piazzesi, M.1
Schneider, M.2
Tuzel, S.3
-
146
-
-
77956591463
-
Expected returns and expected growth in rents of commercial real estate
-
Plazzi Alberto, Torous Walter, Valkanov Rossen Expected returns and expected growth in rents of commercial real estate. Review of Financial Studies 2010, 23:3469-3519.
-
(2010)
Review of Financial Studies
, vol.23
, pp. 3469-3519
-
-
Plazzi, A.1
Torous, W.2
Valkanov, R.3
-
147
-
-
80053917884
-
Exploiting property characteristics in commercial real estate portfolio Allocation
-
Plazzi Alberto, Torous Walter, Valkanov Rossen Exploiting property characteristics in commercial real estate portfolio Allocation. Journal of Portfolio Management 2011, 35:39-50.
-
(2011)
Journal of Portfolio Management
, vol.35
, pp. 39-50
-
-
Plazzi, A.1
Torous, W.2
Valkanov, R.3
-
148
-
-
41449091138
-
Improving median housing price indexes through stratification
-
Prasad Nalini, Richards Anthony Improving median housing price indexes through stratification. Journal of Real Estate Research 2008, 30:45-72.
-
(2008)
Journal of Real Estate Research
, vol.30
, pp. 45-72
-
-
Prasad, N.1
Richards, A.2
-
149
-
-
0002866369
-
A simple hybrid model for estimating real estate price indexes
-
Quigley J.M. A simple hybrid model for estimating real estate price indexes. Journal of Housing Economics 1995, 4:1-12.
-
(1995)
Journal of Housing Economics
, vol.4
, pp. 1-12
-
-
Quigley, J.M.1
-
150
-
-
84881562789
-
-
Forecasting stock returns. To appear in: Timmermann, A., Elliott, G. (Eds.), Handbook of Economic Forecastin
-
Rapach, D., Zhou, G., 2013. Forecasting stock returns. To appear in: Timmermann, A., Elliott, G. (Eds.), Handbook of Economic Forecasting, vol. II.
-
(2013)
, vol.2
-
-
Rapach, D.1
Zhou, G.2
-
151
-
-
84983924438
-
A test of weak-form efficiency in residential real estate returns
-
Rayburn William, Devaney Michael, Evans Richard A test of weak-form efficiency in residential real estate returns. Real Estate Economics 1987, 15:220-233.
-
(1987)
Real Estate Economics
, vol.15
, pp. 220-233
-
-
Rayburn, W.1
Devaney, M.2
Evans, R.3
-
153
-
-
84983947231
-
Toward a model of the office building sector
-
Rosen Kenneth T. Toward a model of the office building sector. Real Estate Economics 1984, 12:261-269.
-
(1984)
Real Estate Economics
, vol.12
, pp. 261-269
-
-
Rosen, K.T.1
-
154
-
-
0001791734
-
Hedonic prices and implicit markets: product differentiation in pure competition
-
Rosen Sherwin Hedonic prices and implicit markets: product differentiation in pure competition. Journal of Political Economy 1974, 82:34-55.
-
(1974)
Journal of Political Economy
, vol.82
, pp. 34-55
-
-
Rosen, S.1
-
157
-
-
77956600723
-
The geographic determinants of housing supply
-
Saiz Albert The geographic determinants of housing supply. The Quarterly Journal of Economics 2010, 125:1253-1296.
-
(2010)
The Quarterly Journal of Economics
, vol.125
, pp. 1253-1296
-
-
Saiz, A.1
-
158
-
-
84881602835
-
Predictability and persistence of the price movements of the S&P/case-shiller house price indices
-
Schindler Felix Predictability and persistence of the price movements of the S&P/case-shiller house price indices. The Journal of Real Estate Finance and Economics 2011, 1-47.
-
(2011)
The Journal of Real Estate Finance and Economics
, pp. 1-47
-
-
Schindler, F.1
-
160
-
-
77954624643
-
Are securitized real estate returns more predictable than stock returns?
-
Serrano Camilo, Hoesli Martin Are securitized real estate returns more predictable than stock returns?. Journal of Real Estate Finance and Economics 2010, 41:170-192.
-
(2010)
Journal of Real Estate Finance and Economics
, vol.41
, pp. 170-192
-
-
Serrano, C.1
Hoesli, M.2
-
161
-
-
84881591176
-
-
Shiller, Robert Derivative markets for home prices. NBER Working Paper 13962.
-
Shiller, Robert, 2008. Derivative markets for home prices. NBER Working Paper 13962.
-
(2008)
-
-
-
162
-
-
33750907848
-
The value of housing characteristics: a meta analysis
-
Sirmans G., MacDonald Lynn, Macpherson David, Zietz Emily The value of housing characteristics: a meta analysis. The Journal of Real Estate Finance and Economics 2006, 33:215-240.
-
(2006)
The Journal of Real Estate Finance and Economics
, vol.33
, pp. 215-240
-
-
Sirmans, G.1
MacDonald, L.2
Macpherson, D.3
Zietz, E.4
-
163
-
-
3542997843
-
House prices and a flood event: an empirical investigation of market efficiency
-
Skantz Terrance R., Strickland Thomas H. House prices and a flood event: an empirical investigation of market efficiency. Journal of Real Estate Research 1987, 2:75-83.
-
(1987)
Journal of Real Estate Research
, vol.2
, pp. 75-83
-
-
Skantz, T.R.1
Strickland, T.H.2
-
164
-
-
0035540885
-
Housing return and construction cycles
-
Spiegel Matthew Housing return and construction cycles. Real Estate Economics 2001, 29:521-551.
-
(2001)
Real Estate Economics
, vol.29
, pp. 521-551
-
-
Spiegel, M.1
-
166
-
-
84881569587
-
-
Standard and Poor's S&P/case-shiller home price indices index methodology. Discussion paper. Standard and Poor's, New York. Available
-
Standard and Poor's, 2008. S&P/case-shiller home price indices index methodology. Discussion paper. Standard and Poor's, New York. Available at http://www.standardandpoors.com/home/en/us.
-
(2008)
-
-
-
167
-
-
0029507570
-
Prices and trading volume in the housing market: a model with down-payment effects
-
Stein Jeremy C. Prices and trading volume in the housing market: a model with down-payment effects. The Quarterly Journal of Economics 1995, 110:379-406.
-
(1995)
The Quarterly Journal of Economics
, vol.110
, pp. 379-406
-
-
Stein, J.C.1
-
168
-
-
1642430372
-
Momentum effects and mean reversion in real estate securities
-
Stevenson Simon Momentum effects and mean reversion in real estate securities. Journal of Real Estate Research 2002, 23:47-64.
-
(2002)
Journal of Real Estate Research
, vol.23
, pp. 47-64
-
-
Stevenson, S.1
-
169
-
-
33846101251
-
Handbook of economic forecasting
-
North-Holland
-
Timmermann A. Handbook of economic forecasting. Forecast Combinations 2006, 135-178. North-Holland.
-
(2006)
Forecast Combinations
, pp. 135-178
-
-
Timmermann, A.1
-
170
-
-
0037404245
-
Long-horizon regressions: theoretical results and applications
-
Valkanov Rossen Long-horizon regressions: theoretical results and applications. Journal of Financial Economics 2003, 68:201-232.
-
(2003)
Journal of Financial Economics
, vol.68
, pp. 201-232
-
-
Valkanov, R.1
-
173
-
-
0037814412
-
Hedonic-based price indexes for housing: theory, estimation, and index construction
-
Wallace Nancy E. Hedonic-based price indexes for housing: theory, estimation, and index construction. Economic Review 1996, 3:34-48.
-
(1996)
Economic Review
, vol.3
, pp. 34-48
-
-
Wallace, N.E.1
-
174
-
-
84881586922
-
-
Webb, Cary A discrete random walk model for price levels in real estate. Working Paper, Department of Mathematics, Chicago State University.
-
Webb, Cary, 1981a. A discrete random walk model for price levels in real estate. Working Paper, Department of Mathematics, Chicago State University.
-
(2008)
-
-
-
175
-
-
84881572134
-
-
Webb, Cary, The expected accuracy of a real estate price index. Working Paper, Department of Mathematics. Chicago State University.
-
Webb, Cary, 1981b. The expected accuracy of a real estate price index. Working Paper, Department of Mathematics. Chicago State University.
-
(1981)
-
-
-
176
-
-
84881597100
-
-
Webb, Cary, Trading activity and the variance of an index number. Working Paper, Department of Mathematics, Chicago State University.
-
Webb, Cary, 1981c. Trading activity and the variance of an index number. Working Paper, Department of Mathematics, Chicago State University.
-
(1981)
-
-
-
177
-
-
49449095257
-
A comprehensive look at the empirical performance of equity premium prediction
-
Welch Ivo, Goyal Amit A comprehensive look at the empirical performance of equity premium prediction. Review of Financial Studies 2008, 21:1455-1508.
-
(2008)
Review of Financial Studies
, vol.21
, pp. 1455-1508
-
-
Welch, I.1
Goyal, A.2
-
178
-
-
84881565700
-
Handbook of economic forecasting
-
North-Holland
-
West K.D. Handbook of economic forecasting. Forecast Evaluation 2006, 101-133. North-Holland.
-
(2006)
Forecast Evaluation
, pp. 101-133
-
-
West, K.D.1
-
179
-
-
84983965838
-
Vacany rates and the future of office rents
-
Wheaton William C., Torto Raymond Vacany rates and the future of office rents. AREUEA Journal 1988, 19:430-436.
-
(1988)
AREUEA Journal
, vol.19
, pp. 430-436
-
-
Wheaton, W.C.1
Torto, R.2
-
180
-
-
1842470921
-
Forecasting sales and price for existing single-family homes: a VAR model with error correction
-
Zhong-Guo Zhou Forecasting sales and price for existing single-family homes: a VAR model with error correction. Journal of Real Estate Research 1997, 14:155.
-
(1997)
Journal of Real Estate Research
, vol.14
, pp. 155
-
-
Zhong-Guo, Z.1
|