George Andrew Matysiak
Personal Details
First Name: | George |
Middle Name: | Andrew |
Last Name: | Matysiak |
Suffix: | |
RePEc Short-ID: | pma2790 |
| |
Affiliation
Uniwersytet Ekonomiczny w Krakowie
http://uek-krakow.academia.edu/Departments/Real_Estate_and_Investment_Economics/DocumentsPoland, Krakow
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- George A. Matysiak & Krzysztof Olszewski, 2019.
"A panel analysis of Polish regional cities: residential price convergence in the primary market,"
NBP Working Papers
316, Narodowy Bank Polski.
- Matysiak, George & Olszewski, Krzysztof, 2019. "A Panel Analysis of Polish Regional Cities Residential Price Convergence in the Primary Market," MPRA Paper 94660, University Library of Munich, Germany.
- Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk & Robert Leszczyński & Franz Fuerst & Wayne T. Lim & George A. Matysiak & Wojciech Doliński & María Jesús Bárcena & Patricia Me, 2014. "Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis, 2013, Volume 2," NBP Working Papers 182 Vol. 2, Narodowy Bank Polski.
- Franz Fuerst & Casper Hesp & George A. Matysiak, 2013. "The Financial Performance of Non-Listed Funds," ERES eres2013_277, European Real Estate Society (ERES).
- Kieran Farrelly & George A. Matysiak, 2013. "Performance Drivers of United Kingdom Unlisted Real Estate Funds," ERES eres2013_306, European Real Estate Society (ERES).
- Kieran Farrelly & George Matysiak, 2011. "Risk Decomposition of UK Unlisted Property Funds," ERES eres2011_258, European Real Estate Society (ERES).
- George Matysiak & Fotis Mouzakis, 2006. "Modelling Central And Eastern European Commercial Real Estate Markets:A Panel Data Approach," ERES eres2006_268, European Real Estate Society (ERES).
- Alan Gardner & George A. Matysiak, 2006.
"Systematic Property Risk: Quantifying Uk Property Betas 1983-2005,"
ERES
eres2006_197, European Real Estate Society (ERES).
- Alan Gardner & George Matysiak, 2006. "Systematic Property Risk: Quantifying UK Property Betas 1983-2005," Real Estate & Planning Working Papers rep-wp2006-13, Henley Business School, University of Reading.
- Robert Fourt & Alan Gardner & George A. Matysiak, 2006. "Capturing Uk Real Estate Volatility," ERES eres2006_192, European Real Estate Society (ERES).
- Alan Gardner & George A. Matysiak & Alexander Vaughan-Jones, 2006. "Property Size Effect: South East Uk Ofiices 1983-2005," ERES eres2006_198, European Real Estate Society (ERES).
- Alan Gardner & George Matysiak, 2005. "Holding Periods and Investment Performance: Analysing UK Office Returns 1983-2003," Real Estate & Planning Working Papers rep-wp2005-31, Henley Business School, University of Reading.
- Patrick McAllister & George A. Matysiak & Graeme Newell, 2005. "UK Real Estate Market Forecast Variation," ERES eres2005_253, European Real Estate Society (ERES).
- Alexandra Krystalogianni & George A. Matysiak, 2005. "International Real Estate Market Integration and Price Discovery: Evidence from Nonlinear Cointegration Analysis," ERES eres2005_232, European Real Estate Society (ERES).
- Alan Gardner & Gerald Eve & George A. Matysiak, 2005. "Holding Periods and Investment Performance: Analysing Office Returns," ERES eres2005_179, European Real Estate Society (ERES).
- Ewa Kucharska-Stasiak & George Matysiak, 2004.
"The transition of the Polish real estate market within a Central and Eastern European context,"
ERES
eres2004_170, European Real Estate Society (ERES).
- Ewa Kucharska-Stasiak & George Matysiak, 2004. "The Transition of the Polish Real Estate Market Within a Central and Eastern European Context," Real Estate & Planning Working Papers rep-wp2004-16, Henley Business School, University of Reading.
- Anthony Key & Matysiak George, 2004. "Transactions activity, liquidity and market behaviour in UK commercial property," ERES eres2004_165, European Real Estate Society (ERES).
- George Matysiak & Alexandra Krystalogianni, 2004. "Non-stationarity of REITs Betas in advancing and declining market conditions: a study of the European and U.S. markets," ERES eres2004_550, European Real Estate Society (ERES).
- Alexandra Krystaloyianni & George Matysiak & Sotiris Tsolacos, 2004. "Forecasting UK Real Estate Cycle Phases With Leading Indicators: A Probit Approach," Real Estate & Planning Working Papers rep-wp2004-15, Henley Business School, University of Reading.
- Neil Crosby & Devaney Steven & Matysiak George & McAllister Patrick, 2003.
"Valuation Accuracy: reconciling the timing of the valuation and sale,"
ERES
eres2003_140, European Real Estate Society (ERES).
- Neil Crosby & Steven Devaney & Tony Key & George Matysiak, 2003. "Valuation Accuracy: Reconciling the Timing of the Valuation and Sale," Real Estate & Planning Working Papers rep-wp2003-06, Henley Business School, University of Reading.
- Alexandra Krystalogianni & George A. Matysiak & Sotiris Tsolacos, 2002. "Tracking Property Performance Using Leading Indicators: A Prebit Approach," ERES eres2002_195, European Real Estate Society (ERES).
- Andrew E. Baum & George A. Matysiak, 1999. "Systems for Attributing Real Estate Portfolio Returns," ERES eres1999_120, European Real Estate Society (ERES).
- M. Hoesli & G. Matysiak & Bryan D. Macgregor & N. Nanthakumaran, 1996. "Property's Inflation Hedging Characteristics: A Cointegrating Vector Approach," ERES eres1996_146, European Real Estate Society (ERES).
- Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N., 1996.
"The Short Term Inflation Hedging Characteristics of UK Real Estate,"
Papers
96.15, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
- Hoesli, Martin & MacGregor, Bryan D. & Matysiak, George & Nanthakumaran, Nanda, 1997. "The Short-Term Inflation-Hedging Characteristics of U.K. Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 27-57, July.
Articles
- Alexandra Krystalogianni & George Matysiak & Sotiris Tsolacos, 2004. "Forecasting UK commercial real estate cycle phases with leading indicators: a probit approach," Applied Economics, Taylor & Francis Journals, vol. 36(20), pages 2347-2356.
- Brown, Gerald R & Matysiak, George A, 2000. "Sticky Valuations, Aggregation Effects, and Property Indices," The Journal of Real Estate Finance and Economics, Springer, vol. 20(1), pages 49-66, January.
- Patric H. Hendershott & Colin M. Lizieri & George A. Matysiak, 1999. "The Workings of the London Office Market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 27(2), pages 365-387, June.
- Gerald R. Brown & George A. Matysiak, 1998. "Valuation smoothing without temporal aggregation," Journal of Property Research, Taylor & Francis Journals, vol. 15(2), pages 89-103, January.
- Gerald R. Brown & George A. Matysiak & Mark Shepherd, 1998. "Valuation uncertainty and the Mallinson Report," Journal of Property Research, Taylor & Francis Journals, vol. 15(1), pages 1-13, January.
- Neil Crosby & Graeme Newell & George Matysiak & Nick French & Bill Rodney, 1997. "Client perception of property investment valuation reports in the UK," Journal of Property Research, Taylor & Francis Journals, vol. 14(1), pages 27-47, January.
- Peijie Wang & Colin Lizieri & George Matysiak, 1997. "Information asymmetry, long-run relationship and price discovery in property investment markets," The European Journal of Finance, Taylor & Francis Journals, vol. 3(3), pages 261-275.
- Hakfoort, Jacco & Matysiak, George, 1997. "Housing investment in the Netherlands," Economic Modelling, Elsevier, vol. 14(4), pages 501-516, October.
- Hoesli, Martin & MacGregor, Bryan D. & Matysiak, George & Nanthakumaran, Nanda, 1997.
"The Short-Term Inflation-Hedging Characteristics of U.K. Real Estate,"
The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 27-57, July.
- Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N., 1996. "The Short Term Inflation Hedging Characteristics of UK Real Estate," Papers 96.15, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
- Peijie Wang & George Matysiak, 1994. "How do UK regional commercial rents move?," Applied Economics Letters, Taylor & Francis Journals, vol. 1(1), pages 19-23.
Chapters
- Franz Fuerst & Wayne T Lim & George Matysiak, 2013. "Non-listed real estate funds: leverage and macroeconomic effects," Chapters from NBP Conference Publications, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski (ed.), Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis, 2013, chapter 13, pages 73-95, Narodowy Bank Polski.
Books
- Derry O'Brien & Thomas Westermann & Zbigniew Krysiak & Kazimierz Kirejczyk & Michael Lea & Florian Kajuth & Thomas A. Knetsch & Nicolas Pinkwart & Guenter Karl & Andrey Tumanov & Evgeniya Zhelezova & , 2013. "Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis, 2013," NBP Conference Publications, Narodowy Bank Polski, number 1 edited by Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- George A. Matysiak & Krzysztof Olszewski, 2019.
"A panel analysis of Polish regional cities: residential price convergence in the primary market,"
NBP Working Papers
316, Narodowy Bank Polski.
- Matysiak, George & Olszewski, Krzysztof, 2019. "A Panel Analysis of Polish Regional Cities Residential Price Convergence in the Primary Market," MPRA Paper 94660, University Library of Munich, Germany.
Cited by:
- Santiago, Renato & Fuinhas, José Alberto & Marques, António Cardoso, 2020. "An analysis of the energy intensity of Latin American and Caribbean countries: Empirical evidence on the role of public and private capital stock," Energy, Elsevier, vol. 211(C).
- Mateusz Tomal, 2022. "Testing for overall and cluster convergence of housing rents using robust methodology: evidence from Polish provincial capitals," Empirical Economics, Springer, vol. 62(4), pages 2023-2055, April.
- Doszyń Mariusz, 2023. "Integration and Cointegration of Apartment Prices on the Primary and Secondary Market in Szczecin in the Years 2006-2022," Real Estate Management and Valuation, Sciendo, vol. 31(4), pages 36-44, December.
- Rajesh Raj & Rath D.P., 2022. "House Price Convergence: Evidence from India [Convergence des prix des logements : le cas indien]," Working papers 893, Banque de France.
- Wisniewski, Radoslaw & Brzezicka, Justyna, 2020. "Translocality on the real estate market: A new extended approach," Land Use Policy, Elsevier, vol. 97(C).
- Kokot Sebastian, 2022. "Identification of Regularities in Relation Between Prices on Primary and Secondary Housing Market in Selected Cities in Poland," Real Estate Management and Valuation, Sciendo, vol. 30(3), pages 45-60, September.
- André, Christophe & Christou, Christina & Gupta, Rangan, 2024.
"Revisiting international house price convergence using house price level data,"
Economic Systems, Elsevier, vol. 48(2).
- Christophe Andre & Christina Christou & Rangan Gupta, 2022. "Revisiting International House Price Convergence Using House Price Level Data," Working Papers 202226, University of Pretoria, Department of Economics.
- Mateusz Tomal & Agata Gumieniak, 2020. "Agricultural Land Price Convergence: Evidence from Polish Provinces," Agriculture, MDPI, vol. 10(5), pages 1-20, May.
- Raj Rajesh & Deba Prasad Rath, 2023. "House price convergence: evidence from India," Asia-Pacific Journal of Regional Science, Springer, vol. 7(3), pages 721-747, September.
- Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk & Robert Leszczyński & Franz Fuerst & Wayne T. Lim & George A. Matysiak & Wojciech Doliński & María Jesús Bárcena & Patricia Me, 2014.
"Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis, 2013, Volume 2,"
NBP Working Papers
182 Vol. 2, Narodowy Bank Polski.
Cited by:
- Krzysztof Olszewski & Hanna Augustyniak & Jacek Laszek & Robert Leszczynski & Joanna Waszczuk, 2016.
"On the dynamics of the primary housing market and the forecasting of house prices,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41,
Bank for International Settlements.
- Augustyniak, Hanna & Leszczyński, Robert & Łaszek, Jacek & Olszewski, Krzysztof & Waszczuk, Joanna, 2014. "On the dynamics of the primary housing market and the forecasting of house prices," MPRA Paper 61015, University Library of Munich, Germany.
- Krzysztof Olszewski & Hanna Augustyniak & Jacek Laszek & Robert Leszczynski & Joanna Waszczuk, 2016.
"On the dynamics of the primary housing market and the forecasting of house prices,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41,
Bank for International Settlements.
- Alan Gardner & George A. Matysiak, 2006.
"Systematic Property Risk: Quantifying Uk Property Betas 1983-2005,"
ERES
eres2006_197, European Real Estate Society (ERES).
- Alan Gardner & George Matysiak, 2006. "Systematic Property Risk: Quantifying UK Property Betas 1983-2005," Real Estate & Planning Working Papers rep-wp2006-13, Henley Business School, University of Reading.
Cited by:
- Carsten Lausberg & Stephen Lee & Moritz Müller & Cay Oertel & Tobias Schultheiß, 2020. "Risk measures for direct real estate investments with non-normal or unknown return distributions," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 6(1), pages 3-27, April.
- Robert Fourt & Alan Gardner & George A. Matysiak, 2006.
"Capturing Uk Real Estate Volatility,"
ERES
eres2006_192, European Real Estate Society (ERES).
Cited by:
- Robert Fourt & Gianluca Marcato & Charles Ward, 2007.
"Real Option Pricing in Mixed-use Development Projects,"
Real Estate & Planning Working Papers
rep-wp2007-09, Henley Business School, University of Reading.
- Gianluca Marcato & Robert Fourt & Ch Ward & Robert Fourt & Charles Ward, 2007. "Real Option Pricing in Mixed-use Development Projects," ERES eres2007_223, European Real Estate Society (ERES).
- Robert Fourt & Gianluca Marcato & Charles Ward, 2007.
"Real Option Pricing in Mixed-use Development Projects,"
Real Estate & Planning Working Papers
rep-wp2007-09, Henley Business School, University of Reading.
- Alan Gardner & George Matysiak, 2005.
"Holding Periods and Investment Performance: Analysing UK Office Returns 1983-2003,"
Real Estate & Planning Working Papers
rep-wp2005-31, Henley Business School, University of Reading.
Cited by:
- Norman Hutchison & Patricia Fraser & Alastair Adair & Rahul Srivatsa, 2012. "Regime shifts in ex post UK commercial property risk premiums," Journal of Property Research, Taylor & Francis Journals, vol. 29(3), pages 247-269, April.
- Patrick McAllister & George A. Matysiak & Graeme Newell, 2005.
"UK Real Estate Market Forecast Variation,"
ERES
eres2005_253, European Real Estate Society (ERES).
Cited by:
- Arvydas Jadevicius & Brian Sloan & Andrew Brown, 2012. "Examination of property forecasting models - accuracy and its improvement through combination forecasting," ERES eres2012_082, European Real Estate Society (ERES).
- Ewa Kucharska-Stasiak & George Matysiak, 2004.
"The transition of the Polish real estate market within a Central and Eastern European context,"
ERES
eres2004_170, European Real Estate Society (ERES).
- Ewa Kucharska-Stasiak & George Matysiak, 2004. "The Transition of the Polish Real Estate Market Within a Central and Eastern European Context," Real Estate & Planning Working Papers rep-wp2004-16, Henley Business School, University of Reading.
Cited by:
- Ene Kolbre & Angelika Kallakmaa-Kapsta & Taavi Ojala, 2009. "Estonian Housing Market: Searching for Origins of the Boom," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 1(2).
- Alexandra Krystaloyianni & George Matysiak & Sotiris Tsolacos, 2004.
"Forecasting UK Real Estate Cycle Phases With Leading Indicators: A Probit Approach,"
Real Estate & Planning Working Papers
rep-wp2004-15, Henley Business School, University of Reading.
Cited by:
- Jinliang Li & Liang Lei, 2011. "Determinants and information of REIT pricing," Applied Economics Letters, Taylor & Francis Journals, vol. 18(15), pages 1501-1505.
- Dimitrios Papastamos & George Matysiak & Simon Stevenson, 2014. "A Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts," Real Estate & Planning Working Papers rep-wp2014-06, Henley Business School, University of Reading.
- Sarah Gelper & Aurelie Lemmens & Christophe Croux, 2007. "Consumer sentiment and consumer spending: decomposing the Granger causal relationship in the time domain," Applied Economics, Taylor & Francis Journals, vol. 39(1), pages 1-11.
- Kim Hin David Ho & Satyanarain Rengarajan, 2017. "Industrial Real Estate Market Dynamics in Singapore: A VAR Approach," International Real Estate Review, Global Social Science Institute, vol. 20(4), pages 417-450.
- Franz Fuerst, 2008.
"Office Rent Determinants: a Hedonic Panel Analysis,"
Real Estate & Planning Working Papers
rep-wp2008-12, Henley Business School, University of Reading.
- Fuerst, Franz, 2007. "Office Rent Determinants: A Hedonic Panel Analysis," MPRA Paper 11445, University Library of Munich, Germany.
- Chun-Chang Lee & Chih-Min Liang & Hsing-Jung Chou, 2013. "Identifying Taiwan real estate cycle turning points- An application of the multivariate Markov-switching autoregressive Model," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 3(2), pages 1-1.
- Evren Erdoğan Coşar, 2012. "Analysis of cyclical behaviour of investment expenditures for the Turkish economy," Applied Economics Letters, Taylor & Francis Journals, vol. 19(13), pages 1213-1221, September.
- Hyejung Moon & Jungick Lee, 2013. "Forecast evaluation of economic sentiment indicator for the Korean economy," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 180-190, Bank for International Settlements.
- Horváth, Áron & Sápi, Zoltán & Révész, Gábor, 2016. "Irodapiaci ciklusok jellemzése a hozam, a bérleti forgalom, az üresedés, a bérleti díjak és az új átadás alapján [Yields, take-up, vacancy, rents and new supply during office-market cycles]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 113-136.
- Gelper, S. & Lemmens, A. & Croux, C., 2007. "Consumer sentiment and consumer spending : Decomposing the granger causal relationship in the time domain," Other publications TiSEM 55ac7230-2985-41f1-a42c-7, Tilburg University, School of Economics and Management.
- Neil Crosby & Devaney Steven & Matysiak George & McAllister Patrick, 2003.
"Valuation Accuracy: reconciling the timing of the valuation and sale,"
ERES
eres2003_140, European Real Estate Society (ERES).
- Neil Crosby & Steven Devaney & Tony Key & George Matysiak, 2003. "Valuation Accuracy: Reconciling the Timing of the Valuation and Sale," Real Estate & Planning Working Papers rep-wp2003-06, Henley Business School, University of Reading.
Cited by:
- Chihiro Shimizu & Walter Erwin Diewert & Kiyohiko G. Nishimura & Tsutomu Watanabe, 2012.
"Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data,"
UTokyo Price Project Working Paper Series
004, University of Tokyo, Graduate School of Economics, revised Feb 2013.
- Chihiro Shimizu & W. Erwin Diewert & Kiyohiko G. Nishimura & Tsutomu Watanabe, 2015. "Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data," UTokyo Price Project Working Paper Series 048, University of Tokyo, Graduate School of Economics.
- Diewert, W. Erwin & Nishimura , Kiyohiko G. & Shimizu, Chihiro & Watanabe, Tsutomu, 2015. "Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data," Economics working papers erwin_diewert-2015-16, Vancouver School of Economics, revised 04 Aug 2015.
- C. Shimizu & W. E. Diewert & K. G. Nishimura & T. Watanabe, 2012. "Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data," CARF F-Series CARF-F-307, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Feb 2013.
- Chihiro Shimizu & W. Erwin Diewert & Kiyohiko G. Nishimura & Tsutomu Watanabe, 2015. "Estimating quality adjusted commercial property price indexes using Japanese REIT data," Journal of Property Research, Taylor & Francis Journals, vol. 32(3), pages 217-239, September.
- Kucharska-Stasiak Ewa, 2018. "15 Myths about Market Value," Real Estate Management and Valuation, Sciendo, vol. 26(3), pages 113-121, September.
- Steven Devaney & Roberto Martinez Diaz, 2011. "Transaction based indices for the UK commercial real estate market: an exploration using IPD transaction data," Journal of Property Research, Taylor & Francis Journals, vol. 28(4), pages 269-289, June.
- Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N., 1996.
"The Short Term Inflation Hedging Characteristics of UK Real Estate,"
Papers
96.15, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
- Hoesli, Martin & MacGregor, Bryan D. & Matysiak, George & Nanthakumaran, Nanda, 1997. "The Short-Term Inflation-Hedging Characteristics of U.K. Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 27-57, July.
Cited by:
- Raimond Maurer & Steffen Sebastian, 2000.
"Inflation Risk Analysis of European Real Estate Securities,"
ERES
eres2000_079, European Real Estate Society (ERES).
- Raimond Maurer & Steffen Sebastian, 2002. "Inflation Risk Analysis of European Real Estate Securities," Working Paper Series: Finance and Accounting 51, Department of Finance, Goethe University Frankfurt am Main.
- Maurer, Raimond & Sebastian, Steffen, 2000. "Inflation Risk Analysis of European Real Estate Securities," Sonderforschungsbereich 504 Publications 00-07, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Raimond Mauer & Steffen P. Sebastian, 2002. "Inflation Risk Analysis of European Real Estate Securities," Journal of Real Estate Research, American Real Estate Society, vol. 24(1), pages 47-78.
- Maurer, Raimond & Sebastian, Steffen, 2000. "Inflation risk analysis of European real estate securities," Papers 00-07, Sonderforschungsbreich 504.
- Chyi Lin Lee & Ming-Long Lee, 2012. "Do European real estate stocks hedge inflation? Evidence from developed and emerging markets," ERES eres2012_155, European Real Estate Society (ERES).
- Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2008. "The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 36(2), pages 183-206, February.
- NEIFAR, MALIKA & HACHICHA, Fatma, 2022. "GFH validity for Canada, UK, and Suisse stock markets: Evidence from univariate and panel ARDL models," MPRA Paper 114613, University Library of Munich, Germany.
- Huayi Yu & Yanfen Huang, 2016. "Regional heterogeneity and the trans-regional interaction of housing prices and inflation: Evidence from China’s 35 major cities," Urban Studies, Urban Studies Journal Limited, vol. 53(16), pages 3472-3492, December.
- Taderera, Marimo & Akinsomi, Omokolade, 2020. "Is commercial real estate a good hedge against inflation? Evidence from South Africa," Research in International Business and Finance, Elsevier, vol. 51(C).
- Gary John Rangel & Jason Wei Jian Ng, 2017. "Macroeconomic Drivers of Singapore Private Residential Prices: A Markov-Switching Approach," Capital Markets Review, Malaysian Finance Association, vol. 25(2), pages 15-31.
- Daniel Wurstbauer & Wolfgang Schäfers, 2015. "Inflation hedging and protection characteristics of infrastructure and real estate assets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 33(1), pages 19-44, February.
- Gwangheon Hong & Bong Lee, 2013. "Does Inflation Illusion Explain the Relation between REITs and Inflation?," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 123-151, July.
- K.W. Chau & Bryan D. MacGregor & Gregory M. Schwann, 2001. "Price discovery in the Hong Kong real estate market," Journal of Property Research, Taylor & Francis Journals, vol. 18(3), pages 187-216.
- Tsong-Yue Lai & Hin Man Mak & Ko Wang, 2001. "Asset Pricing Model with Short-Sale Restrictions: The Case of Asian Property Markets," International Real Estate Review, Global Social Science Institute, vol. 4(1), pages 43-56.
- Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2006. "The Inflation Hedging Characteristics of US and UK Investments:Â A Multi-Factor Error Correction Approach," Real Estate & Planning Working Papers rep-wp2006-01, Henley Business School, University of Reading.
- Wei-han Liu & Zhefang Zhou, 2009. "Inflation-hedging Behavior of a Securitized Real Estate Market," International Real Estate Review, Global Social Science Institute, vol. 12(3), pages 221-251.
- Stevenson, Simon, 2000.
"A Long-Term Analysis of Regional Housing Markets and Inflation,"
Journal of Housing Economics, Elsevier, vol. 9(1-2), pages 24-39, March.
- Simon Stevenson, 1999. "A Long Term Analysis of Regional Housing markets and Inflation," ERES eres1999_111, European Real Estate Society (ERES).
- Arnold, Stephan & Auer, Benjamin R., 2015. "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 187-214.
- Chang, Kuang-Liang, 2017. "Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 56-67.
- Mr. Shaun K. Roache & Alexander P. Attie, 2009. "Inflation Hedging for Long-Term Investors," IMF Working Papers 2009/090, International Monetary Fund.
Articles
- Alexandra Krystalogianni & George Matysiak & Sotiris Tsolacos, 2004.
"Forecasting UK commercial real estate cycle phases with leading indicators: a probit approach,"
Applied Economics, Taylor & Francis Journals, vol. 36(20), pages 2347-2356.
Cited by:
- Jinliang Li & Liang Lei, 2011. "Determinants and information of REIT pricing," Applied Economics Letters, Taylor & Francis Journals, vol. 18(15), pages 1501-1505.
- Dimitrios Papastamos & George Matysiak & Simon Stevenson, 2014. "A Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts," Real Estate & Planning Working Papers rep-wp2014-06, Henley Business School, University of Reading.
- Sarah Gelper & Aurelie Lemmens & Christophe Croux, 2007. "Consumer sentiment and consumer spending: decomposing the Granger causal relationship in the time domain," Applied Economics, Taylor & Francis Journals, vol. 39(1), pages 1-11.
- Kim Hin David Ho & Satyanarain Rengarajan, 2017. "Industrial Real Estate Market Dynamics in Singapore: A VAR Approach," International Real Estate Review, Global Social Science Institute, vol. 20(4), pages 417-450.
- Franz Fuerst, 2008.
"Office Rent Determinants: a Hedonic Panel Analysis,"
Real Estate & Planning Working Papers
rep-wp2008-12, Henley Business School, University of Reading.
- Fuerst, Franz, 2007. "Office Rent Determinants: A Hedonic Panel Analysis," MPRA Paper 11445, University Library of Munich, Germany.
- Chun-Chang Lee & Chih-Min Liang & Hsing-Jung Chou, 2013. "Identifying Taiwan real estate cycle turning points- An application of the multivariate Markov-switching autoregressive Model," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 3(2), pages 1-1.
- Evren Erdoğan Coşar, 2012. "Analysis of cyclical behaviour of investment expenditures for the Turkish economy," Applied Economics Letters, Taylor & Francis Journals, vol. 19(13), pages 1213-1221, September.
- Hyejung Moon & Jungick Lee, 2013. "Forecast evaluation of economic sentiment indicator for the Korean economy," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 180-190, Bank for International Settlements.
- Horváth, Áron & Sápi, Zoltán & Révész, Gábor, 2016. "Irodapiaci ciklusok jellemzése a hozam, a bérleti forgalom, az üresedés, a bérleti díjak és az új átadás alapján [Yields, take-up, vacancy, rents and new supply during office-market cycles]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 113-136.
- Gelper, S. & Lemmens, A. & Croux, C., 2007. "Consumer sentiment and consumer spending : Decomposing the granger causal relationship in the time domain," Other publications TiSEM 55ac7230-2985-41f1-a42c-7, Tilburg University, School of Economics and Management.
- Brown, Gerald R & Matysiak, George A, 2000.
"Sticky Valuations, Aggregation Effects, and Property Indices,"
The Journal of Real Estate Finance and Economics, Springer, vol. 20(1), pages 49-66, January.
Cited by:
- John Knight & Colin Lizieri & Stephen Satchell, 2005. "Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets," Real Estate & Planning Working Papers rep-wp2005-16, Henley Business School, University of Reading.
- Alan Gardner & George Matysiak, 2006.
"Systematic Property Risk: Quantifying UK Property Betas 1983-2005,"
Real Estate & Planning Working Papers
rep-wp2006-13, Henley Business School, University of Reading.
- Alan Gardner & George A. Matysiak, 2006. "Systematic Property Risk: Quantifying Uk Property Betas 1983-2005," ERES eres2006_197, European Real Estate Society (ERES).
- Alan Gardner & George Matysiak, 2005. "Holding Periods and Investment Performance: Analysing UK Office Returns 1983-2003," Real Estate & Planning Working Papers rep-wp2005-31, Henley Business School, University of Reading.
- Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004. "The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001," ESSEC Working Papers DR 04006, ESSEC Research Center, ESSEC Business School.
- Aliyu Bilkisu Adamu & Sani Habibu & Usman Hamza & Muhammad Hassan, 2018. "Ranking the Causative Factors of Mortgage Valuation Inaccuracy in Kaduna Metroplois," Real Estate Management and Valuation, Sciendo, vol. 26(3), pages 71-81, September.
- Mathieu Aubry & Roman Kräussl & Gustavo Manso & Christophe Spaenjers, 2023.
"Biased Auctioneers,"
Journal of Finance, American Finance Association, vol. 78(2), pages 795-833, April.
- Aubry, Mathieu & Kräussl, Roman & Manso, Gustavo & Spaenjers, Christophe, 2023. "Biased auctioneers," CFS Working Paper Series 692, Center for Financial Studies (CFS).
- Groh, Alexander P., 2004. "Risikoadjustierte Performance von Private Equity-Investitionen," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 21382, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Gerald R. Brown & George A. Matysiak, 1998. "Valuation smoothing without temporal aggregation," Journal of Property Research, Taylor & Francis Journals, vol. 15(2), pages 89-103, January.
- Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2005. "A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France)," ESSEC Working Papers DR 05002, ESSEC Research Center, ESSEC Business School.
- Douglas Hodgson & Barrett Slade & Keith Vorkink, 2006. "Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 32(2), pages 151-168, March.
- John Knight & Colin Lizieri & Stephen Satchell, 2005. "Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets1," Journal of Property Research, Taylor & Francis Journals, vol. 22(4), pages 309-323, December.
- Christian Weistroffer & Steffen Sebastian, 2015. "The German Open-End Fund Crisis – A Valuation Problem?," The Journal of Real Estate Finance and Economics, Springer, vol. 50(4), pages 517-548, May.
- M. Baroni & F. Barthélémy & M. Mokrane, 2004.
"Which Capital Growth Index for the Paris Residential Market?,"
THEMA Working Papers
2004-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Baroni, Michel & Barthelemy, Fabrice & Mokrane, Madhi, 2003. "Which Capital Growth Index for the Paris Residential Market?," ESSEC Working Papers DR 03002, ESSEC Research Center, ESSEC Business School.
- Simon Stevenson, 2000. "International Real Estate Diversification: Empirical Tests using Hedged Indices," Journal of Real Estate Research, American Real Estate Society, vol. 19(1), pages 105-131.
- Patric H. Hendershott & Colin M. Lizieri & George A. Matysiak, 1999.
"The Workings of the London Office Market,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 27(2), pages 365-387, June.
Cited by:
- Russell Chaplin, 1999. "The predictability of real office rents," Journal of Property Research, Taylor & Francis Journals, vol. 16(1), pages 21-49, January.
- Fuerst, Franz, 2006. "Predictable or Not? Forecasting Office Markets with a Simultaneous Equation Approach," MPRA Paper 5262, University Library of Munich, Germany.
- Patric H. Hendershott & Bryan D. MacGregor & Raymond Y.C. Tse, 2002.
"Estimation of the Rental Adjustment Process,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 30(2), pages 165-183.
- Patric H. Hendershott & Bryan D. Macgregor & Raymond Y.C. Tse, 2001. "Estimation of the Rental Adjustment Process," ERES eres2001_178, European Real Estate Society (ERES).
- Paul C. Cheshire & Christian A. L. Hilber, 2008.
"Office Space Supply Restrictions in Britain: The Political Economy of Market Revenge,"
Economic Journal, Royal Economic Society, vol. 118(529), pages 185-221, June.
- Paul C. Cheshire & Christian A.L. Hilber, 2008. "Office Space Supply Restrictions in Britain: The Political Economy of Market Revenge," Economic Journal, Royal Economic Society, vol. 118(529), pages 185-221, June.
- Paul Cheshire & Christian Hilber, 2007. "Office Space Supply Restrictions in Britain: The Political Economy of Market Revenge," ERES eres2007_119, European Real Estate Society (ERES).
- Cheshire, Paul & Hilber, Christian A. L., 2008. "Office space supply restrictions in Britain: the political economy of market revenge," LSE Research Online Documents on Economics 4372, London School of Economics and Political Science, LSE Library.
- Cheshire, Paul & Hilber, Christian A. L., 2007. "Office Space Supply Restrictions in Britain: The Political Economy of Market Revenge," MPRA Paper 5435, University Library of Munich, Germany.
- Cheshire, Paul & Hilber, Christian A. L., 2007. "Office space supply restrictions in Britain: the political economy of market revenge," LSE Research Online Documents on Economics 3203, London School of Economics and Political Science, LSE Library.
- John Whitley & Richard Windram, 2003. "A quantitative framework for commercial property and its relationship to the analysis of the financial stability of the corporate sector," Bank of England working papers 207, Bank of England.
- David Ho & Kwame Addae-Dapaah & John Glascock, 2015. "International Direct Real Estate Risk Premiums in a Multi-Factor Estimation Model," The Journal of Real Estate Finance and Economics, Springer, vol. 51(1), pages 52-85, July.
- Nowak Krzysztof, 2020. "Hidden Vacancy Rate as a Part of Office Market Dynamics in Selected Polish Cities," Real Estate Management and Valuation, Sciendo, vol. 28(1), pages 1-12, March.
- Franz Fuerst, 2004. "Forecasting the Manhattan office market with a simultaneous equation model," Urban/Regional 0410006, University Library of Munich, Germany.
- Patric H. Hendershott & Bryan D. MacGregor & Raymond Y.C. Tse, 2000. "Estimating the Rental Adjustment Process," NBER Working Papers 7912, National Bureau of Economic Research, Inc.
- Zeno Adams & Roland Füss, 2012. "Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process," The Journal of Real Estate Finance and Economics, Springer, vol. 44(4), pages 570-590, May.
- Neil Dunse & Chris Leishman & Craig Watkins, 2002. "Testing for the Existence of Office Sub-markets: A Comparison of Evidence from Two Cities," Urban Studies, Urban Studies Journal Limited, vol. 39(3), pages 483-506, March.
- Allison M. Orr & Colin Jones, 2003. "The Analysis and Prediction of Urban Office Rents," Urban Studies, Urban Studies Journal Limited, vol. 40(11), pages 2255-2284, October.
- Alain Coen & Benoît Lefebvre & Arnaud Simon, 2018. "International money supply and real estate risk premium: The case of the London office market," Post-Print hal-01778910, HAL.
- Colin Lizieri, 2008.
"International Financial Centres, Office Market Rents and Volatility,"
Real Estate & Planning Working Papers
rep-wp2008-03, Henley Business School, University of Reading.
- Colin Lizieri, 2008. "International Financial Centres, Office Market Rents And Volatility," ERES eres2008_197, European Real Estate Society (ERES).
- Chee Seng Cheong & Richard Gerlach & Simon Stevenson & Patrick J. Wilson & Ralf Zurbruegg, 2009. "Equity and fixed income markets as drivers of securitised real estate," Review of Financial Economics, John Wiley & Sons, vol. 18(2), pages 103-111, April.
- Brent W. Ambrose & Patric H. Hendershott & Malgorzata M. Klosek, 2000.
"Pricing Upward-Only Adjusting Leases,"
NBER Working Papers
7622, National Bureau of Economic Research, Inc.
- Ambrose, Brent W & Hendershott, Patric H & Klosek, Malgorzata, 2002. "Pricing Upward-Only Adjusting Leases," The Journal of Real Estate Finance and Economics, Springer, vol. 25(1), pages 33-49, July.
- Vanessa Gapriotti Nadalin, 2014.
"Residential Vacancy in City Center: The Case of São Paulo,"
Discussion Papers
1987a, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Vanessa Gapriotti Nadalin, 2015. "Residential Vacancy In City Center: The Case Of São Paulo," Discussion Papers 0201, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Jerome Coffinet & Etienne Kintzler, 2019. "Is the Office Market Overvalued? A Simple Framework Applied to France," International Real Estate Review, Global Social Science Institute, vol. 22(2), pages 275-306.
- Gunnelin, Åke & Söderberg, Bo, 2002. "Term Structures in the Office Rental Market in Stockholm," SIFR Research Report Series 6, Institute for Financial Research.
- Clapham, Eric & Gunnelin, Åke, 2003. "Rental Expectations and the Term Structure of Lease Rates," SIFR Research Report Series 16, Institute for Financial Research.
- Kim Hin David Ho & Satyanarain Rengarajan, 2017. "Industrial Real Estate Market Dynamics in Singapore: A VAR Approach," International Real Estate Review, Global Social Science Institute, vol. 20(4), pages 417-450.
- Andrew E. Baum & Colin Lizieri & Peter Scott, 1998.
"Ownership, Occupation and Risk. A View of the City of London Office Marker,"
ERES
eres1998_185, European Real Estate Society (ERES).
- Colin Lizieri & Andrew Baum & Peter Scott, 2000. "Ownership, Occupation and Risk: A View of the City of London Office Market," Urban Studies, Urban Studies Journal Limited, vol. 37(7), pages 1109-1129, June.
- Patric H. Hendershott & Bryan D. MacGregor, 2003. "Investor Rationality: Evidence from UK Property Capitalization Rates," NBER Working Papers 9894, National Bureau of Economic Research, Inc.
- Eddie Chi Man Hui & Ka Hung Yu, 2006. "Simulating Hong Kong’s Office Leasing Market via System Dynamics Modeling," International Real Estate Review, Global Social Science Institute, vol. 9(1), pages 23-43.
- Charles Ka Yui Leung & Patrick Wai Yin Cheung & Erica Jiajia Ding, 2008. "Intra-metropolitan Office Price and Trading Volume Dynamics: Evidence from Hong Kong," International Real Estate Review, Global Social Science Institute, vol. 11(2), pages 47-74.
- Vanessa Nadalin & Danilo Igliori, 2017. "Empty spaces in the crowd. Residential vacancy in São Paulo’s city centre," Urban Studies, Urban Studies Journal Limited, vol. 54(13), pages 3085-3100, October.
- Peter Englund & Åke Gunnelin & Patric H. Hendershott & Bo Söderberg, 2005.
"Adjustment in Property Space Markets: Estimates from the Stockholm Office Market,"
ERES
eres2005_166, European Real Estate Society (ERES).
- Peter Englund & Ake Gunnelin & Patric H. Hendershott & Bo Soderberg, 2005. "Adjustment in Property Space Markets: Estimates from the Stockholm Office Market," NBER Working Papers 11345, National Bureau of Economic Research, Inc.
- Barrett, Alan & Kearney, Ide & Goggin, Jean, 2008. "Quarterly Economic Commentary, Winter 2008," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC20084, march.
- Andrea Chegut & Piet Eichholtz & Paulo Rodrigues, 2013. "The London Commercial Property Price Index," The Journal of Real Estate Finance and Economics, Springer, vol. 47(4), pages 588-616, November.
- Coën, Alain & Lefebvre, Benoit & Simon, Arnaud, 2018. "International money supply and real estate risk premium: The case of the London office market," Journal of International Money and Finance, Elsevier, vol. 82(C), pages 120-140.
- Voigtländer, Michael & Schuster, Florian, 2019. "European office markets, user costs and speculative bubbles," IW-Reports 31/2019, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
- Franz Fuerst & Anna-Maija Grandy, "undated". ""Oft Expectation Fails": A Time-Series Analysis of Construction Starts in the London Office Market," Real Estate & Planning Working Papers rep-wp2010-13, Henley Business School, University of Reading.
- Cheong, Chee Seng & Gerlach, Richard & Stevenson, Simon & Wilson, Patrick J. & Zurbruegg, Ralf, 2009. "Equity and fixed income markets as drivers of securitised real estate," Review of Financial Economics, Elsevier, vol. 18(2), pages 103-111, April.
- Honglin Wang & Fan Yu & Yinggang Zhou, 2020. "Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(2), pages 633-665, June.
- Jaekyung Lee & Hyunwoo Kim & Hyungkyoo Kim, 2021. "Commercial Vacancy Prediction Using LSTM Neural Networks," Sustainability, MDPI, vol. 13(10), pages 1-17, May.
- Dirk Brounen & Maarten Jennen, 2009. "Local Office Rent Dynamics," The Journal of Real Estate Finance and Economics, Springer, vol. 39(4), pages 385-402, November.
- Dirk Brounen & Maarten Jennen, 2009. "Asymmetric Properties of Office Rent Adjustment," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 336-358, October.
- Arvydas Jadevicius & Brian Sloan & Andrew Brown, 2012. "Examination of property forecasting models - accuracy and its improvement through combination forecasting," ERES eres2012_082, European Real Estate Society (ERES).
- Jaroslaw Morawski, 2022. "Impact of working from home on European office rents and vacancy rates," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 8(2), pages 173-188, October.
- Patric H. Hendershott & Thomas G. Thibodeau & Halbert C. Smith, 2009. "Evolution of the American Real Estate and Urban Economics Association1," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(4), pages 559-598, December.
- Miyakoshi, Tatsuyoshi & Li, Kui-Wai & Shimada, Junji & Tsukuda, Yoshihiko, 2020. "The impact of quantitative easing and carry trade on the real estate market in Hong Kong," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 958-976.
- Füss, Roland & Ruf, Daniel, 2021. "Bank systemic risk exposure and office market interconnectedness," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Patric H. Hendershott & Robert J. Hendershott & Charles R. W. Ward, 2003. "Corporate Equity and Commercial Property Market 'Bubbles'," Urban Studies, Urban Studies Journal Limited, vol. 40(5-6), pages 993-1009, May.
- John McCartney, 2012. "Short and long-run rent adjustment in the Dublin office market," Journal of Property Research, Taylor & Francis Journals, vol. 29(3), pages 201-226, April.
- Richard Malle, 2010. "Un modèle à équations simultanées du cycle des bureaux en région parisienne," Économie et Prévision, Programme National Persée, vol. 194(3), pages 93-108.
- Sofia Dermisi, 2005. "Industry location patterns in metropolitan area office markets - Central Business Districts versus suburbs," Urban/Regional 0509007, University Library of Munich, Germany.
- Patric Hendershott & Colin Lizieri & Bryan MacGregor, 2010. "Asymmetric Adjustment in the City of London Office Market," The Journal of Real Estate Finance and Economics, Springer, vol. 41(1), pages 80-101, July.
- Catherine Jackson, 2001. "A Model of Spatial Patterns across Local Retail Property Markets in Great Britain," Urban Studies, Urban Studies Journal Limited, vol. 38(9), pages 1445-1471, August.
- Gerald R. Brown & George A. Matysiak, 1998.
"Valuation smoothing without temporal aggregation,"
Journal of Property Research, Taylor & Francis Journals, vol. 15(2), pages 89-103, January.
Cited by:
- Alan Gardner & George Matysiak, 2006.
"Systematic Property Risk: Quantifying UK Property Betas 1983-2005,"
Real Estate & Planning Working Papers
rep-wp2006-13, Henley Business School, University of Reading.
- Alan Gardner & George A. Matysiak, 2006. "Systematic Property Risk: Quantifying Uk Property Betas 1983-2005," ERES eres2006_197, European Real Estate Society (ERES).
- Alan Gardner & George Matysiak, 2005. "Holding Periods and Investment Performance: Analysing UK Office Returns 1983-2003," Real Estate & Planning Working Papers rep-wp2005-31, Henley Business School, University of Reading.
- David Ho & Kwame Addae-Dapaah & John Glascock, 2015. "International Direct Real Estate Risk Premiums in a Multi-Factor Estimation Model," The Journal of Real Estate Finance and Economics, Springer, vol. 51(1), pages 52-85, July.
- David Geltner & Bryan D. MacGregor & Gregory M. Schwann, 2003. "Appraisal Smoothing and Price Discovery in Real Estate Markets," Urban Studies, Urban Studies Journal Limited, vol. 40(5-6), pages 1047-1064, May.
- Alain Coen & Benoît Lefebvre & Arnaud Simon, 2018. "International money supply and real estate risk premium: The case of the London office market," Post-Print hal-01778910, HAL.
- J. Andrew Hansz, 2005. "Prior transaction price induced smoothing: testing and calibrating the Quan--Quigley model at the disaggregate level," Journal of Property Research, Taylor & Francis Journals, vol. 21(4), pages 321-336, April.
- Robert Edelstein & Daniel Quan, 2006. "How Does Appraisal Smoothing Bias Real Estate Returns Measurement?," The Journal of Real Estate Finance and Economics, Springer, vol. 32(1), pages 41-60, February.
- Nafeesa Yunus, 2009. "Increasing Convergence Between U.S. and International Securitized Property Markets: Evidence Based on Cointegration Tests," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 383-411, September.
- Coën, Alain & Lefebvre, Benoit & Simon, Arnaud, 2018. "International money supply and real estate risk premium: The case of the London office market," Journal of International Money and Finance, Elsevier, vol. 82(C), pages 120-140.
- Shaun A. Bond & Soosung Hwang & Gianluca Marcato, 2006. "An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle?," Real Estate & Planning Working Papers rep-wp2006-17, Henley Business School, University of Reading.
- Andreas Gohs, 2017. "Correction Procedures for Appraisal-Based Real Estate Indices," ERES eres2017_274, European Real Estate Society (ERES).
- Russell Chaplin, 1997. "Unsmoothing valuation-based indices using multiple regimes," Journal of Property Research, Taylor & Francis Journals, vol. 14(3), pages 189-210, January.
- Alan Gardner & George Matysiak, 2006.
"Systematic Property Risk: Quantifying UK Property Betas 1983-2005,"
Real Estate & Planning Working Papers
rep-wp2006-13, Henley Business School, University of Reading.
- Gerald R. Brown & George A. Matysiak & Mark Shepherd, 1998.
"Valuation uncertainty and the Mallinson Report,"
Journal of Property Research, Taylor & Francis Journals, vol. 15(1), pages 1-13, January.
Cited by:
- Maurizio d’Amato, 2007. "Comparing Rough Set Theory with Multiple Regression Analysis as Automated Valuation Methodologies," International Real Estate Review, Global Social Science Institute, vol. 10(2), pages 42-65.
- Neil Crosby & Anthony Lavers & John Murdoch, 1998. "Property valuation variation and the 'margin of error' in the UK," Journal of Property Research, Taylor & Francis Journals, vol. 15(4), pages 305-330, January.
- Neil Crosby & Graeme Newell & George Matysiak & Nick French & Bill Rodney, 1997.
"Client perception of property investment valuation reports in the UK,"
Journal of Property Research, Taylor & Francis Journals, vol. 14(1), pages 27-47, January.
Cited by:
- Florêncio Lutemberg & de Alencar Claudio Tavares, 2020. "Protected Collateral Value: An Approach to Valuation of Commercial Properties for Loan Guarantees," Real Estate Management and Valuation, Sciendo, vol. 28(3), pages 1-11, September.
- Peijie Wang & Colin Lizieri & George Matysiak, 1997.
"Information asymmetry, long-run relationship and price discovery in property investment markets,"
The European Journal of Finance, Taylor & Francis Journals, vol. 3(3), pages 261-275.
Cited by:
- Christian Rehring, 2012. "Real Estate in a Mixed‐Asset Portfolio: The Role of the Investment Horizon," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(1), pages 65-95, March.
- Kim Hin David Ho & Satyanarain Rengarajan, 2017. "Industrial Real Estate Market Dynamics in Singapore: A VAR Approach," International Real Estate Review, Global Social Science Institute, vol. 20(4), pages 417-450.
- Nai Jia Lee & Tien Foo Sing & Dinh Hoang Tran, 2013. "REIT Share Price and NAV Deviations: Noise or Sentiment?," International Real Estate Review, Global Social Science Institute, vol. 16(1), pages 28-47.
- Peijie Wang, 2003. "Cycles and Common Cycles in Property and Related Sectors," International Real Estate Review, Global Social Science Institute, vol. 6(1), pages 22-42.
- Devaney, Steven & Xiao, Qin, 2017. "Cyclical co-movements of private real estate, public real estate and equity markets: A cross-continental spectrum," Journal of Multinational Financial Management, Elsevier, vol. 42, pages 132-151.
- Peijie Wang, 2001. "Property and the economy in the short-term and the long-run," Applied Economics, Taylor & Francis Journals, vol. 33(3), pages 327-337.
- Hakfoort, Jacco & Matysiak, George, 1997.
"Housing investment in the Netherlands,"
Economic Modelling, Elsevier, vol. 14(4), pages 501-516, October.
Cited by:
- Irene de Greef & Ralph de Haas, 2002. "Housing Prices, Bank Lending, and Monetary Policy," Macroeconomics 0209010, University Library of Munich, Germany.
- Sheng-Hau Lin & Jia-Hsun Li & Jing-Chzi Hsieh & Xianjin Huang & Jia-Tsong Chen, 2018. "Impact of Property Tax on Housing-Market Disequilibrium in Different Regions: Evidence from Taiwan for the period 1982–2016," Sustainability, MDPI, vol. 10(11), pages 1-18, November.
- Kenny, Geoff, 1999. "Modelling the demand and supply sides of the housing market: evidence from Ireland1," Economic Modelling, Elsevier, vol. 16(3), pages 389-409, August.
- Wouter Vermeulen & Jan Rouwendal, 2007. "Housing supply in the Netherlands," CPB Discussion Paper 87, CPB Netherlands Bureau for Economic Policy Analysis.
- Michal Hlavacek & Lubos Komarek, 2009. "Housing Price Bubbles and their Determinants in the Czech Republic and its Regions," Working Papers 2009/12, Czech National Bank.
- Wouter Vermeulen & Jan Rouwendal, 2007. "Housing Supply and Land Use Regulation in the Netherlands," Tinbergen Institute Discussion Papers 07-058/3, Tinbergen Institute.
- Kenny, Geoff, 1998. "The Housing Market and the Macroeconomy: Evidence From Ireland," Research Technical Papers 1/RT/98, Central Bank of Ireland.
- Hoesli, Martin & MacGregor, Bryan D. & Matysiak, George & Nanthakumaran, Nanda, 1997.
"The Short-Term Inflation-Hedging Characteristics of U.K. Real Estate,"
The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 27-57, July.
See citations under working paper version above.
- Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N., 1996. "The Short Term Inflation Hedging Characteristics of UK Real Estate," Papers 96.15, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
Chapters
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Sorry, no citations of chapters recorded.
Books
- Derry O'Brien & Thomas Westermann & Zbigniew Krysiak & Kazimierz Kirejczyk & Michael Lea & Florian Kajuth & Thomas A. Knetsch & Nicolas Pinkwart & Guenter Karl & Andrey Tumanov & Evgeniya Zhelezova & , 2013.
"Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis, 2013,"
NBP Conference Publications,
Narodowy Bank Polski, number 1 edited by Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski.
Cited by:
- Krzysztof Olszewski & Hanna Augustyniak & Jacek Laszek & Robert Leszczynski & Joanna Waszczuk, 2016.
"On the dynamics of the primary housing market and the forecasting of house prices,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41,
Bank for International Settlements.
- Augustyniak, Hanna & Leszczyński, Robert & Łaszek, Jacek & Olszewski, Krzysztof & Waszczuk, Joanna, 2014. "On the dynamics of the primary housing market and the forecasting of house prices," MPRA Paper 61015, University Library of Munich, Germany.
- Krzysztof Olszewski & Hanna Augustyniak & Jacek Laszek & Robert Leszczynski & Joanna Waszczuk, 2016.
"On the dynamics of the primary housing market and the forecasting of house prices,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41,
Bank for International Settlements.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-TRA: Transition Economics (1) 2019-09-30
- NEP-URE: Urban and Real Estate Economics (1) 2019-09-30
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