Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data
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- 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.
- 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.
- 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.
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Cited by:
- Masatomo Suzuki & Seow Eng Ong & Yasushi Asami & Chihiro Shimizu, 2023.
"Long-Run Renewal of REIT Property Portfolio Through Strategic Divestment,"
The Journal of Real Estate Finance and Economics, Springer, vol. 66(1), pages 1-40, January.
- Masatomo Suzuki & Seow Eng Ong & Chihiro Shimizu & Yasushi Asami, 2018. "Long-run renewal of REIT property portfolio through strategic divestment," ERES eres2018_48, European Real Estate Society (ERES).
- Erwin Diewert & Chihiro Shimizu, 2020.
"Alternative Land‐Price Indexes for Commercial Properties in Tokyo,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 66(4), pages 784-824, December.
- Diewert, Erwin & Shimizu, Chihiro, 2017. "Alternative Land Price Indexes for Commercial Properties in Tokyo," HIT-REFINED Working Paper Series 75, Institute of Economic Research, Hitotsubashi University.
- Diewert, Erwin & SHIMIZU, Chihiro, 2017. "Alternative Land Price Indexes for Commercial Properties in Tokyo," Microeconomics.ca working papers erwin_diewert-2017-8, Vancouver School of Economics, revised 28 Sep 2017.
- Diewert, Erwin & Shimizu, Chihiro, 2013.
"A Conceptual Framework for Commercial Property Price Indexes,"
HIT-REFINED Working Paper Series
4, Institute of Economic Research, Hitotsubashi University.
- Diewert, Erwin & Shimizu, Chihiro, 2013. "A Conceptual Framework for Commercial Property Price Indexes," Economics working papers erwin_diewert-2013-44, Vancouver School of Economics, revised 09 Oct 2013.
- W. Erwin Diewert & Kiyohiko G. Nishimura & Chihiro Shimizu & Tsutomu Watanabe, 2020.
"The System of National Accounts and Alternative Approaches to the Construction of Commercial Property Price Indexes,"
Advances in Japanese Business and Economics, in: Property Price Index, chapter 0, pages 181-219,
Springer.
- Diewert, Erwin & Shimizu, Chihiro, 2019. "The System of National Accounts and Alternative Approaches to the Construction of Commercial Property Price Indexes," Microeconomics.ca working papers erwin_diewert-2019-12, Vancouver School of Economics, revised 15 Oct 2019.
- W. Erwin Diewert & Kevin J. Fox & Chihiro Shimizu, 2016.
"Commercial Property Price Indexes And The System Of National Accounts,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(5), pages 913-943, December.
- Diewert, Erwin W. & Fox, Kevin J. & Shimizu, Chihiro, 2014. "Commercial Property Price Indexes and the System of National Accounts," HIT-REFINED Working Paper Series 13, Institute of Economic Research, Hitotsubashi University.
- W. Erwin Diewert & Kevin J. Fox & Chihiro Shimizu, 2014. "Commercial Property Price Indexes and the System of National Account," Discussion Papers 2014-38, School of Economics, The University of New South Wales.
- Diewert, Erwin & Fox, Kevin J., 2014. "Commercial Property Price Indexes and the System of National Accounts," Economics working papers erwin_diewert-2014-40, Vancouver School of Economics, revised 05 Sep 2014.
- Yu Cheng Lin & Chyi Lin Lee & Graeme Newell, 2019. "The significance of residential REITs in Japan as an institutionalised property sector," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 37(4), pages 363-379, May.
- Robbie Lin & Chyi Lin Lee & Graeme Newell, 2019. "The significance of Residential REITs in Japan as an Institutionalized property sector," ERES eres2019_122, European Real Estate Society (ERES).
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More about this item
Keywords
Commercial property price indexes; REIT; quality adjusted price index; hedonic regressions; Tobin’s q; risk premium.;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- G19 - Financial Economics - - General Financial Markets - - - Other
- R21 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - Housing Demand
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2015-08-19 (Macroeconomics)
- NEP-URE-2015-08-19 (Urban and Real Estate Economics)
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