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Asset price fluctuations in Japan : what role for monetary policy?
Hutchison, Michael M. - In: Monetary and economic studies 12 (1994) 2, pp. 61-83
Persistent link: https://www.econbiz.de/10001175542
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Recent inflation of land prices in metropolitan areas of Japan : a case study of regional accounting
Nosse, Nobuko - In: Kobe economic & business review : annual report 34 (1989), pp. 1-14
Persistent link: https://www.econbiz.de/10001081999
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Co-integration analysis and the determinants of land prices
Hallam, David - In: Journal of agricultural economics 43 (1992) 1, pp. 28-37
Persistent link: https://www.econbiz.de/10001119848
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A dynamic analysis of land prices
Chavas, Jean-Paul; Thomas, Alban - In: American journal of agricultural economics 81 (1999) 4, pp. 772-784
Persistent link: https://www.econbiz.de/10001423506
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Empirical testing of real option-pricing models
Quigg, Laura - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 621-640
Persistent link: https://www.econbiz.de/10001152170
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Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior
Chen, Xiaohong - 2010
restrictions implied by asset pricing theory. We treat the functional form of the habit as unknown, and to estimate it along with …, (ii) Lettau and Ludvigson (2001) scaled consumption CAPM model, (iii) an external habit SDF proxy, (iv) the classic CAPM …, and (v) the classic consumption CAPM …
Persistent link: https://www.econbiz.de/10012762626
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Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior
Chen, Xiaohong - 2004
restrictions implied by asset pricing theory. We treat the functional form of the habit as unknown, and to estimate it along with …, (ii) Lettau and Ludvigson (2001) scaled consumption CAPM model, (iii) an external habit SDF proxy, (iv) the classic CAPM …, and (v) the classic consumption CAPM …
Persistent link: https://www.econbiz.de/10012468190
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Semiparametric estimation of land price gradients : using large data sets
Bryan, Kevin A.; Sarte, Pierre-Daniel - In: Economic quarterly 95 (2009) 1, pp. 53-74
Persistent link: https://www.econbiz.de/10008939714
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One-directional adjacency matrices in spatial autoregressive model : a land price example and Monte Carlo results
Yokoi, Takahisa; Ando, Asao - In: Economic modelling 29 (2012) 1, pp. 79-85
Persistent link: https://www.econbiz.de/10009658254
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Semiparametric Estimation of Land Price Gradients Using Large Data Sets
Bryan, Kevin A. - 2012
The exact nature of land price gradients, the surface describing how land prices change with location, can be difficult to uncover. This is particularly true for cities with few vacant lots or in more rural regions where the number of land sales in a given area is limited. This article outlines...
Persistent link: https://www.econbiz.de/10013096675