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Three Essays on Estimating and Forecasting Residential Markets

Ertl, Sebastian (2018) Three Essays on Estimating and Forecasting Residential Markets. PhD, Universität Regensburg.

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Date of publication of this fulltext: 21 Nov 2018 12:53

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Other URL: https://doi.org/10.1108/IJHMA-12-2015-0074, https://doi.org/10.1108/JPIF-10-2016-0080, https://doi.org/10.1108/IJHMA-05-2018-0031


Abstract (English)

This dissertation covers three different aspects of estimating and forecasting residential real estate markets. Chapter 1: The first chapter aims to examine whether there are differences between the long and short-term relationship of house prices and interest rates. The elasticity of house prices to monetary policy changes, e.g. via interest rates, is from a theoretical perspective and in ...

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Translation of the abstract (German)

Diese Dissertation behandelt drei verschiedene Aspekte bezüglich des Schätzens und Prognostizierens von Wohnimmobilienmärkten. Kapitel 1: Das erste Kapitel untersucht, ob es Unterschiede zwischen der lang- und kurzfristigen Beziehung zwischen Immobilienpreisen und Zinsen gibt. Theoretisch dürfte eine negative Beziehung der beiden Größen erwartet werden. Allerdings reagieren Immobilienpreise ...

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Item type:Thesis of the University of Regensburg (PhD)
Date:21 November 2018
Referee:Prof. Dr. Gabriel Lee
Date of exam:6 November 2018
Institutions:Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie > Lehrstuhl für Immobilienökonomie (Prof. Dr. Gabriel Lee)
Business, Economics and Information Systems > Institut für Immobilienenwirtschaft / IRE|BS > Lehrstuhl für Immobilienökonomie (Prof. Dr. Gabriel Lee)

Business, Economics and Information Systems > Institut für Immobilienenwirtschaft / IRE|BS
Identification Number:
ValueType
10.1108/IJHMA-12-2015-0074DOI
10.1108/JPIF-10-2016-0080DOI
10.1108/IJHMA-05-2018-0031DOI
Classification:
NotationType
R30Journal of Economics Literature Classification
R31Journal of Economics Literature Classification
Keywords:Housing, Housing prices, Housing markets, Nordics housing market, interest rates, monetary policy, rolling regressions, relative contributions, Hedonic model, German residential market, Geographically Weighted Regression (GWR), Generalized Additive Model (GAM), Semiparametric regression, Search Engine data, Google Trends, Google Correlate, Nowcasting
Dewey Decimal Classification:300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Item ID:37971
Owner only: item control page

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