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Citations for "Forecasting Prices and Excess Returns in the Housing Market"

by Karl E. Case & Robert J. Shiller

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Jeremy C. Stein, 1993. "Prices and Trading Volume in the Housing Market: A Model with Downpayment Effects," NBER Working Papers 4373, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Steven D. Levitt & Chad Syverson, 2005. "Market Distortions when Agents are Better Informed: The Value of Information in Real Estate Transactions," NBER Working Papers 11053, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," SRE-Disc sre-disc-2009_07, Department of City and Regional Development, Vienna University of Economics and Business Administration. [Downloadable!]
  4. Peter Englund & Min Hwang & John Quigley, 2006. "Hedging Housing Risk," Berkeley Program on Housing and Urban Policy, Working Paper Series 1018, Berkeley Program on Housing and Urban Policy. [Downloadable!]
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  5. Elias Oikarinen, 2005. "The Diffusion of Housing Price Movements from Centre to Surrounding Areas," Discussion Papers 979, The Research Institute of the Finnish Economy. [Downloadable!]
  6. Erik Hjalmarsson & Randi Hjalmarsson, 2006. "Efficiency in housing markets: do home buyers know how to discount?," International Finance Discussion Papers 879, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  7. Donald Haurin & David Brasington, 1996. "The Impact of School Quality on Real House Prices: Interjurisdictional Effects," Working Papers 010, Ohio State University, Department of Economics. [Downloadable!]
  8. Juan Ayuso & Fernando Restoy, 2003. "House prices and rents: an equilibrium asset pricing approach," Banco de España Working Papers 0304, Banco de España. [Downloadable!]
  9. Joe Tak-Yun Wong & Eddie Hui & William Seabrooke & John Raftery, 2005. "A study of the Hong Kong property market: housing price expectations," Construction Management & Economics, Taylor and Francis Journals, vol. 23(7), pages 757-765, September. [Downloadable!] (restricted)
  10. Owen Lamont & Jeremy C. Stein, 1997. "Leverage and House-Price Dynamics in U.S. Cities," NBER Working Papers 5961, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  11. Arthur Grimes & Andrew Aitken, 2007. "House Prices and Rents: Socio-Economic Impacts and Prospects," Working Papers 07_01, Motu Economic and Public Policy Research. [Downloadable!]
  12. David M. Geltner, 1993. "Estimating Market Values from Appraised Values without Assuming an Efficient Market," Journal of Real Estate Research, American Real Estate Society, vol. 8(3), pages 325-346. [Downloadable!]
  13. Elias Oikarinen, 2005. "Is Housing Overvalued in the Helsinki Metropolitan Area?," Discussion Papers 992, The Research Institute of the Finnish Economy. [Downloadable!]
  14. Jim Clayton, 1998. "Further Evidence on Real Estate Market Efficiency," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 41-58. [Downloadable!]
  15. Benjamas Jirasakuldech & Robert Campbell & John Knight, 2006. "Are There Rational Speculative Bubbles in REITs?," The Journal of Real Estate Finance and Economics, Springer, vol. 32(2), pages 105-127, March. [Downloadable!] (restricted)
  16. Takatoshi Ito & Keiko Nosse Hirono, 1994. "Efficiency of the Tokyo Housing Market," NBER Working Papers 4382, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  17. James Payne & George Waters, 2007. "Have Equity REITs Experienced Periodically Collapsing Bubbles?," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 207-224, February. [Downloadable!] (restricted)
  18. Norman Miller & Liang Peng, 2006. "Exploring Metropolitan Housing Price Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 5-18, August. [Downloadable!] (restricted)
  19. Charles Ka Yui Leung, 2005. "Equilibrium Correlation of Asset Price and Return," Discussion Papers 00017, Chinese University of Hong Kong, Department of Economics. [Downloadable!]
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  20. Glaeser, Edward L. & Gyourko, Joseph, 2008. "Arbitrage in Housing Markets," Working Paper Series rwp08-017, Harvard University, John F. Kennedy School of Government. [Downloadable!]
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  21. Donald Haurin & Patric Hendershott & Dongwook Kim, 1991. "Local House Price Indexes: 1982-1991," NBER Working Papers 3933, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  22. Frédérick Demers, 2005. "Modelling and Forecasting Housing Investment: The Case of Canada," Working Papers 05-41, Bank of Canada. [Downloadable!]
  23. Matteo M. Iacoviello, 2000. "House prices and the macroeconomy in Europe: results from a structural VAR analysis," Working Paper Series 18, European Central Bank. [Downloadable!]
  24. Wei-Xing Zhou & Didier Sornette, 2007. "Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes," Quantitative Finance Papers 0704.0589, arXiv.org. [Downloadable!]
  25. David M. Cutler & James M. Poterba & Lawrence H. Summers, 1991. "Speculative Dynamics and the Role of Feedback Traders," NBER Working Papers 3243, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  26. Peter Colwell & Henry Munneke, 2006. "Bargaining Strength and Property Class in Office Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 33(3), pages 197-213, November. [Downloadable!] (restricted)
  27. Zhong-guo Zhou, 1997. "Forecasting Sales and Price for Existing Single-Family Homes: A VAR Model with Error Correction," Journal of Real Estate Research, American Real Estate Society, vol. 14(2), pages 155-168. [Downloadable!]
  28. Gabrielle Gayer & Itzhak Gilboa & Offer Lieberman, 2007. "Rule-Based and Case-Based Reasoning in Housing Prices," The B.E. Journal of Theoretical Economics, Berkeley Electronic Press, vol. 7(1). [Downloadable!]
  29. Shiller, Robert J., 2008. "Derivatives Markets for Home Prices," Working Papers 46, Yale University, Department of Economics. [Downloadable!]
  30. George H. Lentz & Ko Wang, 1998. "Residential Appraisal and the Lending Process: A Survey of Issues," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 11-40. [Downloadable!]
  31. Hjalmarsson, Erik & Hjalmarsson, Randi, 2006. "Efficiency In Housing Markets: Do Home Buyers Know How To Discount?," Working Papers in Economics 232, Göteborg University, Department of Economics. [Downloadable!]
  32. Hazer Inaltekin & Robert Jarrow & Mehmet Saglam & Yildiray Yildirim, 2009. "Housing Market Microstructure," Quantitative Finance Papers 0907.1853, arXiv.org. [Downloadable!]
  33. Bradford Case & Susan Wachter, 2005. "Residential real estate price indices as financial soundness indicators: methodological issues," BIS Papers chapters, in: Bank for International Settlements (ed.), Real estate indicators and financial stability, volume 21, pages 197-211 Bank for International Settlements. [Downloadable!]
  34. James E. Payne & George A. Waters, 2005. "REIT markets: periodically collapsing negative bubbles?," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(2), pages 65-69, March. [Downloadable!] (restricted)
  35. Jagadeesh Gokhale & Laurence J. Kotlikoff & James Sefton & Martin Weale, 1999. "Simulating the Transmission of Wealth Inequity via Bequests," NBER Working Papers 7183, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  36. Fuad Hasanov & Douglas Dacy, 2005. "Measuring and Analyzing Returns on Aggregate Residential Housing," Finance 0510005, EconWPA. [Downloadable!]
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This page was last updated on 2009-12-19.

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