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George Andrew Matysiak

Personal Details

First Name:George
Middle Name:Andrew
Last Name:Matysiak
Suffix:
RePEc Short-ID:pma2790
[This author has chosen not to make the email address public]

Affiliation

Uniwersytet Ekonomiczny w Krakowie (Crakow University of Economics)

http://uek-krakow.academia.edu/Departments/Real_Estate_and_Investment_Economics/Documents
Poland, Krakow

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. 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, Economic Research Department.
  2. 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, Economic Research Department.
  3. Franz Fuerst & Casper Hesp & George A. Matysiak, 2013. "The Financial Performance of Non-Listed Funds," ERES eres2013_277, European Real Estate Society (ERES).
  4. Kieran Farrelly & George A. Matysiak, 2013. "Performance Drivers of United Kingdom Unlisted Real Estate Funds," ERES eres2013_306, European Real Estate Society (ERES).
  5. Kieran Farrelly & George Matysiak, 2011. "Risk Decomposition of UK Unlisted Property Funds," ERES eres2011_258, European Real Estate Society (ERES).
  6. Alan Gardner & George A. Matysiak, 2006. "Systematic Property Risk: Quantifying Uk Property Betas 1983-2005," ERES eres2006_197, European Real Estate Society (ERES).
  7. 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).
  8. 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).
  9. Robert Fourt & Alan Gardner & George A. Matysiak, 2006. "Capturing Uk Real Estate Volatility," ERES eres2006_192, European Real Estate Society (ERES).
  10. 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, Reading University.
  11. Patrick McAllister & George A. Matysiak & Graeme Newell, 2005. "UK Real Estate Market Forecast Variation," ERES eres2005_253, European Real Estate Society (ERES).
  12. 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).
  13. Alan Gardner & Gerald Eve & George A. Matysiak, 2005. "Holding Periods and Investment Performance: Analysing Office Returns," ERES eres2005_179, European Real Estate Society (ERES).
  14. 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, Reading University.
  15. 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).
  16. Anthony Key & Matysiak George, 2004. "Transactions activity, liquidity and market behaviour in UK commercial property," ERES eres2004_165, European Real Estate Society (ERES).
  17. 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).
  18. 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).
  19. 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).
  20. Andrew E. Baum & George A. Matysiak, 1999. "Systems for Attributing Real Estate Portfolio Returns," ERES eres1999_120, European Real Estate Society (ERES).
  21. 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).
  22. 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-.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Hakfoort, Jacco & Matysiak, George, 1997. "Housing investment in the Netherlands," Economic Modelling, Elsevier, vol. 14(4), pages 501-516, October.
  8. 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.
  9. 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.
  10. 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

  1. 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, Economic Research Department.

Books

  1. 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, Economic Research Department, number 1 edited by Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski, Enero-Mar.

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

  1. 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, Economic Research Department.

    Cited by:

    1. Mateusz Tomal & Agata Gumieniak, 2020. "Agricultural Land Price Convergence: Evidence from Polish Provinces," Agriculture, MDPI, Open Access Journal, vol. 10(5), pages 1-20, May.
    2. Wisniewski, Radoslaw & Brzezicka, Justyna, 2020. "Translocality on the real estate market: A new extended approach," Land Use Policy, Elsevier, vol. 97(C).

  2. Alan Gardner & George A. Matysiak, 2006. "Systematic Property Risk: Quantifying Uk Property Betas 1983-2005," ERES eres2006_197, European Real Estate Society (ERES).

    Cited by:

    1. 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.

  3. Robert Fourt & Alan Gardner & George A. Matysiak, 2006. "Capturing Uk Real Estate Volatility," ERES eres2006_192, European Real Estate Society (ERES).

    Cited by:

    1. 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).

  4. 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, Reading University.

    Cited by:

    1. 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.

  5. Patrick McAllister & George A. Matysiak & Graeme Newell, 2005. "UK Real Estate Market Forecast Variation," ERES eres2005_253, European Real Estate Society (ERES).

    Cited by:

    1. 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).

  6. 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, Reading University.

    Cited by:

    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.
    2. 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, Reading University.
    3. Kim Hin David Ho & Satyanarain Rengarajan, 2017. "Industrial Real Estate Market Dynamics in Singapore: A VAR Approach," International Real Estate Review, Asian Real Estate Society, vol. 20(4), pages 417-450.
    4. Yun-Ling Wu & Cheng-Huang Tung & Chun-Chang Lee, 2017. "The Power of a Leading Indicators Fluctuation Trend for Forecasting Taiwans Real Estate Business Cycle: An Application of a Hidden Markov Model," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 7(1), pages 81-98, January.
    5. 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.

  7. 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).

    Cited by:

    1. 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).

  8. 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).

    Cited by:

    1. 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.
    2. 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.

  9. 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-.

    Cited by:

    1. 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).
    2. 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).
    3. 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.
    4. 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.
    5. 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.
    6. Raimond Maurer & Steffen Sebastian, 2000. "Inflation Risk Analysis of European Real Estate Securities," ERES eres2000_079, European Real Estate Society (ERES).
    7. 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.
    8. Daniel Wurstbauer & Wolfgang Schäfers, 2015. "Inflation hedging and protection characteristics of infrastructure and real estate assets," Journal of Property Investment & Finance, Emerald Group Publishing, vol. 33(1), pages 19-44, February.
    9. 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, Asian Real Estate Society, vol. 4(1), pages 43-56.
    10. 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.
    11. Chyi Lin Lee & Ming-Long Lee, 2014. "Do European real estate stocks hedge inflation? Evidence from developed and emerging markets," International Journal of Strategic Property Management, Taylor & Francis Journals, vol. 18(2), pages 178-197, June.
    12. 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.
    13. Wei-han Liu & Zhefang Zhou, 2009. "Inflation-hedging Behavior of a Securitized Real Estate Market," International Real Estate Review, Asian Real Estate Society, vol. 12(3), pages 221-251.

Articles

  1. 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:

    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. Franz Fuerst, 2008. "Office Rent Determinants: a Hedonic Panel Analysis," Real Estate & Planning Working Papers rep-wp2008-12, Henley Business School, Reading University.
    6. 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.
    7. Jinliang Li & Liang Lei, 2011. "Determinants and information of REIT pricing," Applied Economics Letters, Taylor & Francis Journals, vol. 18(15), pages 1501-1505.
    8. 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, Reading University.
    9. Kim Hin David Ho & Satyanarain Rengarajan, 2017. "Industrial Real Estate Market Dynamics in Singapore: A VAR Approach," International Real Estate Review, Asian Real Estate Society, vol. 20(4), pages 417-450.
    10. Yun-Ling Wu & Cheng-Huang Tung & Chun-Chang Lee, 2017. "The Power of a Leading Indicators Fluctuation Trend for Forecasting Taiwans Real Estate Business Cycle: An Application of a Hidden Markov Model," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 7(1), pages 81-98, January.
    11. 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.

  2. 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:

    1. 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, Reading University.
    2. 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.
    3. 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.
    4. Alan Gardner & George A. Matysiak, 2006. "Systematic Property Risk: Quantifying Uk Property Betas 1983-2005," ERES eres2006_197, European Real Estate Society (ERES).
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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).
    11. 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.

  3. 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:

    1. 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.
    2. 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.
    3. Colin Lizieri, 2008. "International Financial Centres, Office Market Rents and Volatility," Real Estate & Planning Working Papers rep-wp2008-03, Henley Business School, Reading University.
    4. Eddie Chi Man Hui & Ka Hung Yu, 2006. "Simulating Hong Kong’s Office Leasing Market via System Dynamics Modeling," International Real Estate Review, Asian Real Estate Society, vol. 9(1), pages 23-43.
    5. 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.
    6. 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).
    7. Barrett, Alan & Kearney, Ide & Goggin, Jean, 2008. "Quarterly Economic Commentary, Winter 2008," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC20084, October.
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    14. Fuerst, Franz, 2006. "Predictable or Not? Forecasting Office Markets with a Simultaneous Equation Approach," MPRA Paper 5262, University Library of Munich, Germany.
    15. 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.
    16. 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.
    17. Clapham, Eric & Gunnelin, Åke, 2003. "Rental Expectations and the Term Structure of Lease Rates," SIFR Research Report Series 16, Institute for Financial Research.
    18. 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.
    19. 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.
    20. Franz Fuerst, 2004. "Forecasting the Manhattan office market with a simultaneous equation model," Urban/Regional 0410006, University Library of Munich, Germany.
    21. Vanessa Gapriotti Nadalin, 2014. "Residential Vacancy in City Center: The Case of São Paulo," Discussion Papers 1987a, Instituto de Pesquisa Econômica Aplicada - IPEA.
    22. Jerome Coffinet & Etienne Kintzler, 2019. "Is the Office Market Overvalued? A Simple Framework Applied to France," International Real Estate Review, Asian Real Estate Society, vol. 22(2), pages 275-306.
    23. Gunnelin, Åke & Söderberg, Bo, 2002. "Term Structures in the Office Rental Market in Stockholm," SIFR Research Report Series 6, Institute for Financial Research.
    24. 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, Asian Real Estate Society, vol. 11(2), pages 47-74.
    25. Vanessa Gapriotti Nadalin, 2015. "Residential Vacancy In City Center: The Case Of São Paulo," Discussion Papers 0201, Instituto de Pesquisa Econômica Aplicada - IPEA.
    26. 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.
    27. 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.
    28. Sofia Dermisi, 2005. "Industry location patterns in metropolitan area office markets - Central Business Districts versus suburbs," Urban/Regional 0509007, University Library of Munich, Germany.
    29. Russell Chaplin, 1999. "The predictability of real office rents," Journal of Property Research, Taylor & Francis Journals, vol. 16(1), pages 21-49, January.
    30. 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.
    31. 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.
    32. Kim Hin David Ho & Satyanarain Rengarajan, 2017. "Industrial Real Estate Market Dynamics in Singapore: A VAR Approach," International Real Estate Review, Asian Real Estate Society, vol. 20(4), pages 417-450.
    33. 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.
    34. 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, Reading University.
    35. 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.
    36. 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).

  4. 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:

    1. 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, Reading University.
    2. 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.
    3. 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.
    4. Alan Gardner & George A. Matysiak, 2006. "Systematic Property Risk: Quantifying Uk Property Betas 1983-2005," ERES eres2006_197, European Real Estate Society (ERES).
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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, Reading University.
    10. Andreas Gohs, 2017. "Correction Procedures for Appraisal-Based Real Estate Indices," ERES eres2017_274, European Real Estate Society (ERES).
    11. Russell Chaplin, 1997. "Unsmoothing valuation-based indices using multiple regimes," Journal of Property Research, Taylor & Francis Journals, vol. 14(3), pages 189-210, January.

  5. 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:

    1. Maurizio d’Amato, 2007. "Comparing Rough Set Theory with Multiple Regression Analysis as Automated Valuation Methodologies," International Real Estate Review, Asian Real Estate Society, vol. 10(2), pages 42-65.
    2. 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.

  6. 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:

    1. Nai Jia Lee & Tien Foo Sing & Dinh Hoang Tran, 2013. "REIT Share Price and NAV Deviations: Noise or Sentiment?," International Real Estate Review, Asian Real Estate Society, vol. 16(1), pages 28-47.
    2. 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.
    3. 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.
    4. 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.
    5. Peijie Wang, 2003. "Cycles and Common Cycles in Property and Related Sectors," International Real Estate Review, Asian Real Estate Society, vol. 6(1), pages 22-42.

  7. Hakfoort, Jacco & Matysiak, George, 1997. "Housing investment in the Netherlands," Economic Modelling, Elsevier, vol. 14(4), pages 501-516, October.

    Cited by:

    1. Wouter Vermeulen & Jan Rouwendal, 2007. "Housing supply in the Netherlands," CPB Discussion Paper 87.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
    2. 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.
    3. 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, Open Access Journal, vol. 10(11), pages 1-18, November.
    4. Wouter Vermeulen & Jan Rouwendal, 2007. "Housing Supply and Land Use Regulation in the Netherlands," Tinbergen Institute Discussion Papers 07-058/3, Tinbergen Institute.
    5. J. Swank & J. Kakes & A.F. Tieman, 2002. "The Housing Ladder, Taxation, and Borrowing constraints," WO Research Memoranda (discontinued) 688, Netherlands Central Bank, Research Department.
    6. Irene de Greef & Ralph de Haas, 2002. "Housing Prices, Bank Lending, and Monetary Policy," Macroeconomics 0209010, University Library of Munich, Germany.
    7. Kenny, Geoff, 1998. "The Housing Market and the Macroeconomy: Evidence From Ireland," Research Technical Papers 1/RT/98, Central Bank of Ireland.
    8. 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.

  8. 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.

Chapters

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Books

  1. 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, Economic Research Department, number 1 edited by Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski, Enero-Mar.

    Cited by:

    1. 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.

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