AccessMyLibrary provides FREE access to over 30 million articles from top publications available through your library.
Real Estate Economics articles from June 2003
This journal publishes articles on real estate related topics, including covering homes loans and economic reports for developers, builders, finance companies or homeowners.
Set up an RSS feed
Create a link to this page
Copy and paste this link tag into your Web page or blog:
Real Estate Economics archives from June 2003
Explaining location patterns of suburban offices.
June 22, 2003... Suburban office markets exhibit a pattern of variegated clustering that is little explained by the conventional theories of urban form based on agglomeration effects and the cost of distance. To explain the pattern, this paper introduces...
Prepayment behavior of Dutch mortgagors: an empirical analysis.
June 22, 2003... The suboptimal exercise of the prepayment option in a mortgage is relevant for mortgage pricing and the management of a mortgage portfolio. Construction of an accurate prepayment model requires quantification of driving factors such as...
Timing and the holding periods of institutional real estate.
June 22, 2003... Literature on investors holding periods for securities suggests that high transaction costs are associated with longer holding periods. Return volatility, by contrast, is associated with shorter holding periods. In real estate, high transaction...
Assessing the forecasting performance of regime-switching, ARIMA [Auto Regressive Integrated Moving Average] and GARCH [Generalized Autoregressive Conditional Heteroskedasticity] models of house prices.
June 22, 2003... While price changes on any particular home are difficult to predict, aggregate home price changes are forecastable. In this context, this paper compares the forecasting performance of three types of univariate time series models: ARIMA, GARCH...
Tax structure and natural vacancy rates in the commercial real estate market.
June 22, 2003... A number of studies have postulated that the Economic Recovery Tax Act of 1981 (ERTA 1981) was responsible for the dramatic overbuilding that occurred between 1981 and 1986, primarily because returns became less sensitive to "real" demand....
Controlling for the impact of variable liquidity in commercial real estate price indices.
June 22, 2003... Liquidity in private asset markets is notoriously variable overtime. Therefore, indices of changes in market value that are based on asset transaction prices will systematically reflect intertemporal differences in the ease of selling a...