Zobrazeno 1 - 10
of 44
pro vyhledávání: '"Marc Francke"'
Autor:
Marc Francke, Alex Van de Minne
Publikováno v:
SSRN Electronic Journal.
Autor:
Marc Francke, Alex Van de Minne
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Journal of Real Estate Research, 44(1), 29-55. American Real Estate Society
The general purpose of a dynamic factor model (DFM) is to summarize a large number of time series into a few common factors. Here we explore a number of DFM specifications applied to 80 granular, non-overlapping indexes of commercial property prices
Autor:
Marc Francke, Alex Van de Minne
Publikováno v:
Real Estate Economics, 50(5), 1257-1281. Wiley-Blackwell
We present a mixed frequency repeat sales model for commercial real estate, taking into account changes in net operating income between the date of buying and selling the property. Moreover, we relate monthly private market index asset returns to lag
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0838d33a15ad24443375fa66e731027a
https://dare.uva.nl/personal/pure/en/publications/daily-appraisal-of-commercial-real-estate-a-new-mixed-frequency-approach(16e1b102-9730-48d2-9fe8-64a945035718).html
https://dare.uva.nl/personal/pure/en/publications/daily-appraisal-of-commercial-real-estate-a-new-mixed-frequency-approach(16e1b102-9730-48d2-9fe8-64a945035718).html
Publikováno v:
SSRN Electronic Journal.
Autor:
Marc Francke, Alex Van de Minne
Publikováno v:
Real Estate Economics, 49(4), 1315-1339. Wiley-Blackwell
This paper studies unobserved heterogeneity in hedonic price models, arising from missing property and locational characteristics. Specifically, commercial real estate is very heterogeneous, and data on detailed property characteristics are often lac
Autor:
Matthijs Korevaar, Marc Francke
Publikováno v:
Journal of Urban Economics, 123:103333. Academic Press Inc.
Journal of Urban Economics. Academic Press
Journal of Urban Economics. Academic Press
How do pandemics affect urban housing markets? This paper studies historical outbreaks of the plague in 17th-century Amsterdam and cholera in 19th-century Paris to answer this question. Based on micro-level transaction data, we show outbreaks resulte
Publikováno v:
Journal of Real Estate Finance and Economics, 60(4), 514-553. Springer Netherlands
Springer US
Springer US
Repeat-sales indexes are the most widely used type of transaction based property price indexes. However, such indexes are particularly prone to revision. When a new period of transaction data becomes available and is used to update the repeat-sales m
Autor:
Martijn Dröes, Marc Francke
Publikováno v:
Journal of Real Estate Finance and Economics, 57(4), 618-646. Springer Netherlands
This paper examines what determines the correlation between prices and turnover in European housing markets. Using a panel vector autoregressive model, we find that there is a particularly strong feedback mechanism between prices and turnover. Moment