Zobrazeno 1 - 10
of 27
pro vyhledávání: '"William D. Larson"'
Publikováno v:
Review of Finance. 27:581-618
This article provides a comprehensive history of default risk for newly originated home mortgages in the USA over the past quarter century. The loan-level source data include the entire guarantee book for Fannie Mae and Freddie Mac. We track many loa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a3ebe7bbb2dd10193cda516c223cf729
https://doi.org/10.1093/rof/rfac034
https://doi.org/10.1093/rof/rfac034
Publikováno v:
Journal of Monetary Economics. 118:413-431
Data from millions of appraisals in 2012-2019 are used to estimate residential land prices, the share of house value attributable to land, and related statistics down to the census-tract level for areas that include the vast majority of U.S. populati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::36134e002bf28e7e269bef1f85168de1
https://doi.org/10.1016/j.jmoneco.2020.12.005
https://doi.org/10.1016/j.jmoneco.2020.12.005
Autor:
William D. Larson, Daniel Broxterman
Publikováno v:
Journal of Regional Science. 60:677-711
Bartik's (1991, 1993) approach to identifying shocks in demand to regional economies has been used extensively for nearly 30 years. We chronicle the development of Bartik‐type shift‐share instruments and examine the empirical performance of alter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f51f038dd6a563cc0c7f61b9d8d59d8
https://doi.org/10.1111/jors.12481
https://doi.org/10.1111/jors.12481
Autor:
William D. Larson, Tara M. Sinclair
Publikováno v:
International Journal of Forecasting
Near-term forecasts, also called nowcasts, are most challenging but also most important when the economy experiences an abrupt change. In this paper, we explore the performance of models with different information sets and data structures in order to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8fedce7cc95a8946848532cb499cd848
https://pubmed.ncbi.nlm.nih.gov/35185232
https://pubmed.ncbi.nlm.nih.gov/35185232
Publikováno v:
Financial Analysts Journal. 75:32-47
In 2008, the US mortgage market collapsed under a lack of transparency, incorrect pricing, and underestimated risk. Price indexes, however, could help investment managers monitor assets that are heterogeneous or infrequently traded. Responding to nee
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::def4c0ce76c0b25e35074c2d045fbc4a
https://doi.org/10.1080/0015198x.2018.1547051
https://doi.org/10.1080/0015198x.2018.1547051
Publikováno v:
Real Estate Economics. 47:365-398
We construct the first large-scale panel of annual house price indices for cities, counties, 3-digit ZIP codes, and 5-digit ZIP codes in the United States from 1975 through 2015 using source data with nearly 100 million transactions. Appreciation rat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::88801fefd75b075923067d6f382b7f75
https://doi.org/10.1111/1540-6229.12233
https://doi.org/10.1111/1540-6229.12233
Autor:
William D. Larson, Weihua Zhao
Publikováno v:
Real Estate Economics. 48:808-849
We develop a model of a monocentric, oil-exporting city. The model predicts a “twist” (rotation combined with a level shift) of the house price gradient with an oil price change due to the combined producer price and transportation cost effects.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e1090969b595d7a17dfb4773d9da308a
https://doi.org/10.1111/1540-6229.12227
https://doi.org/10.1111/1540-6229.12227
Publikováno v:
The Journal of Real Estate Finance and Economics. 58:201-222
Mortgage credit risk measurement hinges on the choice of a house price stress path, which is used to project loan losses and determine financial capital requirements. House price paths are commonly constructed at national or state levels and shock sc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a24da8bb6f50f70724874008947808ea
https://doi.org/10.1007/s11146-017-9643-y
https://doi.org/10.1007/s11146-017-9643-y
Autor:
Christopher C. Sampson, William D. Larson, Joseph Fargione, Oliver E. J. Wing, Timm Kroeger, Paul D. Bates, Kris A. Johnson, Andrew M. Smith
Publikováno v:
Johnson, K A, Wing, O E J, Bates, P D, Fargione, J, Kroeger, T, Larson, W D, Sampson, C C & Smith, A M 2019, ' A Benefit-Cost analysis of floodplain land acquisition for U.S. flood-damage reduction ', Nature Sustainability, vol. 3, pp. 56-62 . https://doi.org/10.1038/s41893-019-0437-5
Flooding is the costliest form of natural disaster and impacts are expected to increase, in part, due to exposure of new development to flooding. However, these costs could be reduced through the acquisition and conservation of natural land in floodp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1d5491ac711d68cbed2e54bdb1901449
https://research-information.bris.ac.uk/ws/files/214924372/Johnson_et_al_2019_Nature_Sustainability.pdf
https://research-information.bris.ac.uk/ws/files/214924372/Johnson_et_al_2019_Nature_Sustainability.pdf
Autor:
Weihua Zhao, William D. Larson
Publikováno v:
Economic Inquiry. 55:714-735
A primary motivation of telework policy is to reduce energy consumption and greenhouse gas emissions. Using a numerical simulation of the standard urban model, we show telework causes sprawl, calling into question the idea that telework decreases ene
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::03c51b5ed159ef95e30f0c03b62cefcd
https://doi.org/10.1111/ecin.12399
https://doi.org/10.1111/ecin.12399