Thematische Bibliographien / Real property prices

Inhaltsverzeichnis

  1. Zeitschriftenartikel
  2. Dissertationen
  3. Bücher
  4. Buchteile
  5. Konferenzberichte
  6. Berichte der Organisationen

Auswahl der wissenschaftlichen Literatur zum Thema „Real property prices“

Autor: Grafiati
Veröffentlicht am 4. Juni 2021
Zuletzt aktualisiert am 21. Februar 2023

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Zeitschriftenartikel zum Thema "Real property prices"

1

Rinchumphu, Damrongsak, Chris Eves und Connie Susilawati. „International Real Estate Review“. International Real Estate Review 16, Nr. 3 (31.12.2013): 296–322. http://dx.doi.org/10.53383/100175.

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This paper aims to evaluate the brand value of property in subdivision developments in the Bangkok Metropolitan Region (BMR), Thailand. The result has been determined by the application of a hedonic price model. The development of the model is developed based on a sample of 1,755 property sales during the period of 1992-2010 in eight zones of the BMR. The results indicate that the use of a semi-logarithmic model has stronger explanatory power and is more reliable. Property price increases 12.90% from the branding. Meanwhile, the price annually increases 2.96%; lot size and dwelling area have positive impacts on the price. In contrast, duplexes and townhouses have a negative impact on the price compared to single detached houses. Moreover, the price of properties which are located outside the Bangkok inner city area is reduced by 21.26% to 43.19%. These findings also contribute towards a new understanding of the positive impact of branding on the property price in the BMR. The result is useful for setting selling prices for branded and unbranded properties, and the model could provide a reference for setting property prices in subdivision developments in the BMR.
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Maleta, Monika. „Methods for Determining the Impact of the Temporal Trend in the Valuation of Land Property“. Real Estate Management and Valuation 21, Nr. 2 (01.06.2013): 29–36. http://dx.doi.org/10.2478/remav-2013-0014.

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Abstract The presented case study is to provide various methods of determining the impact of the time trend on the changes in transaction prices of undeveloped land properties. The basis for each property valuation is an analysis of the local market, where the valued property is located. This analysis lies in the implementation of activities related to determining the trend of changes in the prices of real estate and their update on the valuation date, as well as in determining the impact of the various attributes of a property on the formation of a unit transaction price. The valuer making a valuation of a property is required to take into account the changes in price which occur as a result of the passage of time. The price adjustment is done properly if all the changes in price during a certain period of time are taken into consideration. In order to determine the trend of transaction prices, one can use: - a method of comparing property prices by similar pairs, - linear and nonlinear additive models, - nonlinear multiplicative models (e.g., in the form of a multiplicative exponential function, power). The choice of the right method of updating transaction prices depends on the sample size adopted for the analysis of the real estate market. It is also crucial to select the right representative real estate database that best reflects the tested reality. A practical and theoretical research method of the time trend was developed using undeveloped land property price data. An analysis of determining the impact of time on real estate prices has been presented using each of the above mentioned mathematical models. The object of the study was the local market of undeveloped land properties, including sale and purchase transactions conducted in Stoczek Łukowski. A merit analysis of the methods used and a comparison of the obtained results have also been provided.
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Tse, Raymond Y. C. „Impact of Property Prices on Stock Prices in Hong Kong“. Review of Pacific Basin Financial Markets and Policies 04, Nr. 01 (März 2001): 29–43. http://dx.doi.org/10.1142/s0219091501000309.

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This paper studies the extent to which real estate prices impact common stock prices in Hong Kong. Real estate-related firms account for over 30 percent of Hong Kong's stock market capitalization. The real estate markets are therefore major determinants of changes in common stock prices. This study, using data during the 1974-1998 period, not only supports empirically that both unexpected changes in residential and office property prices are important determinants of the change in stock prices for Hong Kong, it also finds that the property and stock price series are cointegrated. Impulse response function based on an error-correction VAR model is used to examine the dynamic relationships between real estate and common stock prices.
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Quigley, John M. „International Real Estate Review“. International Real Estate Review 2, Nr. 1 (30.06.1999): 1–20. http://dx.doi.org/10.53383/100009.

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Studies of the linkages between real estate prices and general economic conditions have an extensive history, beginning with tabulations suggesting the ways in which long swings in construction and price development were synchronized with long swings in aggregate economic activity (Gottlieb, 1976). Recent studies have explored the implications of alternative representations of investor expectations upon real estate construction and the cyclical behavior of housing prices and the rents for non-residential properties. These models trace through the effects upon supplier and demander behavior of differing price expectations in the real estate market. The earliest models tease out the dynamic paths of housing prices and commercial rents which arise from exogenous expectations about the future course of prices. More sophisticated models assume that households and firms have adaptive expectations about the future, assuming, for example, myopic behavior on the part of economic actors (in which they forecast that current conditions or current rates of change will continue into the future). In the most modern formulation of market dynamics, actors are assumed to have rational expectations. That is, in response to unanticipated shocks in the housing or property market, economic actors, on average, are able to predict the market response correctly and are able to act upon that knowledge. Models such as these are able to generate patterns of price change over time in response to varying conditions in economic fundamentals and in economic shocks. (See, for example, DiPasquale and Wheaton, 1992, and Case and Shiller, 1988). There has, however, been little or no research on the opposite line of causation -- the effect of changes in property markets upon subsequent economic conditions. The first part of this paper is focused on the former question –- the linkages between economic “fundamentals” and property prices. It reports on new research evaluating empirically the effect of economic conditions upon property prices. In particular, this research includes a detailed comparison of the importance of “fundamentals” upon housing prices relative to the importance of “history” in affecting outcomes. The second part of the paper focuses on the latter question -– the potential for a causal role between outcomes in the property market and the subsequent health of the overall economy. This discussion is largely speculative and suggestive –- and not based upon any tight theoretical or empirical model. The first part of the discussion is based upon a detailed body of data from the U.S. The second part of the discussion may be relevant to the economic conditions which have faced many Asian economies during the last three years. Specialists in Asian property markets will have far better access to data and hypotheses about these specific markets than I. However, I will raise a few questions that deserve more research in the analysis of the current fiscal crises in many Asian countries.
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Ge, Xin J., und G. Runeson. „International Real Estate Review“. International Real Estate Review 7, Nr. 1 (30.06.2004): 121–38. http://dx.doi.org/10.53383/100056.

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This paper develops a forecasting model of residential property prices for Hong Kong using an artificial neural network approach. Quarterly time-series data are applied for testing and the empirical results suggest that property price index, lagged one period, rental index, and the number of agreements for sales and purchases of units are the major determinants of the residential property price performance in Hong Kong. The results also suggest that the neural network methodology has the ability to learn, generalize, and converge time series.
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No, Han-Jang, Dai-Won Kim und Jung-Suk Yu. „International Real Estate Review“. International Real Estate Review 20, Nr. 1 (31.03.2017): 75–104. http://dx.doi.org/10.53383/100236.

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This study examines whether the reserve prices in court auctions of residential real estate in Seoul, Korea result in reference price effects by influencing the amount of the successful bid. We also explore whether the sensitivity of these reference price effects differ with housing size and assess whether the expected rate of the selling price can be predicted based on the different reserve price levels. The panel data estimates presented herein show that reserve prices positively influence the final property transfer prices; in other words, the reserve prices yield strong reference price effects. The results of the ordinary least square regressions show that the sensitivity of the reference price effects differs with housing size, albeit in an inconsistent manner. Finally, the response surface methodology analysis indicates * Corresponding author 76 No, Kim and Yu that different reserve prices lead to different reference price effects with locality across the Seoul metropolitan area. The study thus provides courts and bidders with the means to predict the potential rate of the selling price, which will be useful for decision making in auctions.
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Bao, Helen X. H., und Doris Ka Chuen Mok. „International Real Estate Review“. International Real Estate Review 23, Nr. 3 (30.09.2020): 367–95. http://dx.doi.org/10.53383/100306.

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This study examines the impacts of the Guangzhou-Shenzhen-Hong Kong Express Rail Link on the residential property prices in West Kowloon, in which the terminus and only station of the Hong Kong section of the high-speed rail link is located. The express rail is characterised as being a link between Hong Kong and her motherland, China, which is a major source of buyers of property in Hong Kong. We investigate if there is an east-west connection premium introduced by the project by examining the spatial and temporal changes of property prices in the affected areas. Based on a sample of 282,131 transactions, this study uses the hedonic pricing and repeat sales models to examine whether property prices in West Kowloon have increased because of the development of the high-speed rail which signifies a link between Hong Kong and China and whether they have dropped because of the 2019 political movements which emphasize a decoupling. We find significant and consistent evidence to support these hypotheses from both the hedonic price and repeat sales models. The accessibility premium has been capitalised into property prices since the announcement of the project, and the size of the premium is the largest during the announcement period. However, the east-west connection premium is significantly offset by the recent events of political unrest, with properties that are located nearest the West Kowloon Station being the most affected. We derive policy implications regarding practical implications for the design and implementation of land value capture schemes and urban planning.
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Chang, Hsiu-yun. „Home Bias and the Real Estate Prices“. International Journal of Financial Research 8, Nr. 2 (28.02.2017): 145. http://dx.doi.org/10.5430/ijfr.v8n2p145.

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This paper argues that the Home Bias phenomenon prevails in the real estate market, which is inferred from psychology, economic, and financial literature. Utilizing the trait of the Home bias behavior, which can reduce the risk of information asymmetry, I modify the classical pure trading model and employ the parameter of relative risk aversion as the proxy variable of Home Bias to translate the relationship among Home Bias phenomenon, the property prices, and the expected returns. The comparative static analyses indicate that Home Bias behavior is negatively related to the property prices and positively related to the property returns. The marginal effects on property prices are heightened in situations of high time preference and relative low Home Bias. Conversely, the marginal effects on property returns are larger if the time preference parameter is smaller. As a household buyer with high time preference is located far away from a property, his bargaining power is easily affected by home bias behavior. Further, this paper focuses on the home bias elasticity of property prices and returns for the sake of unit-free property. Inelastic coefficients of elasticity of prices and returns indicate that the capability of households to lower property overvalued prices (i.e. increase investment returns) from reducing information asymmetry by using Home Bias behavior is still limited.
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Ng, Edward. „International Real Estate Review“. International Real Estate Review 1, Nr. 1 (30.06.1998): 45–63. http://dx.doi.org/10.53383/100003.

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Prices in the Asian residential property markets have skyrocketed over the past decade. A high rate of economic growth is one of the major reasons for the price spiral. Most Asian residential property markets are, however, concentrated and national in nature. Maintaining an artificially high price level through coordination amongst producers is not impossible and would be the natural choice of oligopolistic behavior (Scherer and Ross, 1990). This study examines price responses to changes in economic determinants in Singapore. The focus is on supply. Cointegration and error-correction techniques are employed to test if upward and downward adjustment speeds are similar. The results verify the impact of GDP growth, but also show that price response to the supply of housing units is significantly downward rigid. This is not inconsistent with the hypothesis of collusive price setting by property developers.
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Salvo, Francesca, Marina Ciuna und Manuela De Ruggiero. „Property prices index numbers and derived indices“. Property Management 32, Nr. 2 (14.04.2014): 139–53. http://dx.doi.org/10.1108/pm-03-2013-0021.

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Purpose – A useful instrument to understand and examine the inner workings of the property trade is devising index numbers of property prices based on historical sequences of market prices. The present work aims at the definition of index numbers of property prices, proposing an innovative methodology compared with what usually recurs in literature. The purpose of this paper is to discuss these issues. Design/methodology/approach – The analysis proposed, based on the mechanisms of formation of stock indices, investigates the analogies between stock and property information, according to the peculiarities of the property trade, leading to a methodology approach, derived from Simple Price Index Method, able to consider possible anomalies in the collected sample of purchase prices, using weighting coefficients based on reliability coefficients of sale prices of properties. Findings – The novel approach proposed has led to the definition of a original methodology useful to appraise property price index numbers and other derived indicators, effective for interpreting and identifying real estate market dynamics in a given area of study, regarded as a standard estimating methodology applicable to any geographical context and kind of property. Practical implications – Methodology proposed in this work is useful to revalue real estate sales price and to consider presence of anomalous sales price in property samples. Originality/value – The calculation of index numbers of prices is usually based on Simple Price Index Methods. Literature shows large use of different methods, such as Repeat Sales Method, Hedonic Price Method, Repeat Value Model. The present work propose an innovative methodology able to detect the presence of possible anomalous market prices in the representative sample, using an appropriate vector of weights in order to take into account the level of reliability of market data.
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Dissertationen zum Thema "Real property prices"

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Tam, Yat-hung Terence, und 譚溢鴻. „Forecasting models on residential property price“. Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1993. http://hub.hku.hk/bib/B3126623X.

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Kong, Siu-chung. „Housing prices in Hong Kong, 1984-1997“. Hong Kong : University of Hong Kong, 1999. http://sunzi.lib.hku.hk/hkuto/record.jsp?B21027845.

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Martin, Jon E. (Jon Egan). „Determining the Impact of Selected Variables on the Sale Price of Real Estate“. Thesis, University of North Texas, 1989. https://digital.library.unt.edu/ark:/67531/metadc501198/.

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This paper presents the results of a study dealing with a number of issues regarding real estate investment. Utilizing a data set consisting of real estate transactions, questions relative to the impact of certain variables on the sale price are addressed. This analysis addresses the question of the impact of financial, physical, and location characteristics on the sales price of commercial grade real estate.
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Cheung, Chi-keung Derek. „The dynamics of rental values and prices of Hong Kong property /“. Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19877717.

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Kong, Siu-chung, und 江少忠. „Housing prices in Hong Kong, 1984-1997“. Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1999. http://hub.hku.hk/bib/B31968417.

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Jin, Zengxiang, und 金增祥. „Price discovery in the property forward and spot markets“. Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B38957759.

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Law, Pui-man. „An empirical analysis of the impacts of government policies on private housing prices in Hong Kong“. Click to view the E-thesis via HKU Scholars Hub, 2005. http://lookup.lib.hku.hk/lookup/bib/B3793613X.

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Shampton, John F. „Locational Determinants of Real Estate Valuation: an Analysis of Spatial Autocorrelation in the Hedonic Pricing of Real Estate“. Thesis, University of North Texas, 1992. https://digital.library.unt.edu/ark:/67531/metadc278245/.

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Recent studies of the valuation of real estate have concentrated on the use of hedonic pricing techniques in which the implicit prices of the component characteristics of an asset are inferred from the observed sale price using regression analysis. All of these studies include as explanatory variables one or more locational factors, such as distance to the central business district, as proxies for the effect that location has on the utility of land. In this research, the explicit consideration of the location of real estate in terms of the geographic or Cartesian coordinates (spatial attributes) of observed sales is shown to be a potential substitute for such proxies, either wholly or in part. Such use of spatial attributes could improve the usefulness of the hedonic methodology while at the same time significantly reducing cost and eliminating sources of error.
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Chan, Siu-kuen. „Major factors contributing to rising residential property prices in Hong Kong“. Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18033866.

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Yiu, Chung-yim. „The effects of age on housing prices in Hong Kong“. Click to view the E-thesis via HKUTO, 2002. http://sunzi.lib.hku.hk/hkuto/record/B42576878.

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Bücher zum Thema "Real property prices"

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Salway, Francis. Depreciation of commercial property. Reading: College of Estate Management, 1986.

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Lee, Sim Loo, Hrsg. Studies on the property market. Singaporwe: Singapore University Press, National University of Singapore, 1992.

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Sternlieb, George. New Jersey home prices. New Brunswick, N.J: Rutgers, the State University of New Jersey, 1990.

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Kenkyūjo, Nihon Sōgō. Fudōsan kakaku shihyō seibi ni kansuru chōsa hōkokusho. [Tokyo]: Nihon Sōgō Kenkyūjo, 2000.

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Sokuryōka, Tokyo (Japan) Zaisan Unʼyōbu Hyōka. Heisei 16-nen Tōkyō-to kijunchi kakaku. Tōkyō: Tōkyō-to, 2004.

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Wytrzens, Hans Karl. Der Bodenmarkt in Liechtenstein: Eine sozial- und wirtschaftswissenchaftliche Analyse (erstellt im Rahmen eines am Liechtenstein-Institut in Bendern durchgeführten und vom Österreichischen Fonds zur Förderung der wissenschaftlichen Forschung unterstützten Projektes [Projekt-Nr. P9411 - SOZ]). Vaduz: Verlag der Liechtensteinischen Akademischen Gesellschaft, 1996.

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Tatebe, Kōji. Tochi kakaku keiseiron: Tochi kankyō kōkyō keizaigaku no jisshō riron seisaku. Ōsaka-shi: Seibunsha, 1997.

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Höper, Heinrich A. Die Bestimmungsfaktoren des Bodenpreises, die Bodenpreisbildung und die Auswirkungen staatlicher Eingriffe gemäss Grundstückverkehrsgesetz auf den Bodenmarkt. Kiel: Kieler Wissenschaftsverlag Vauk, 1985.

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Schrörs, Michael. Analyse und Prognose von Bodenpreisen mit Zeitreihenmodellen: Dargestellt am Beispiel des Marktes für landwirtschaftliche Grundstücke in Schleswig-Holstein. Kiel: Vauk, 1990.

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Holmsten, Matti. Pellon hinta Suomessa vv. 1981-85. Helsinki: Valtion painatuskeskus, 1986.

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Buchteile zum Thema "Real property prices"

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Wong, Perry, und Diehang Zheng. „Financial Institutions’ Lending and Real Estate Property Prices in China“. In China's Emerging Financial Markets, 475–93. Boston, MA: Springer US, 2009. http://dx.doi.org/10.1007/978-0-387-93769-4_15.

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Royan Sumando, S., Isfenti Sadalia und Abdilah Arif Nasution. „The Effect of Profitability, Liquidity, and Financial Leverage on Stock Prices in Property and Real Estate Companies Listed on the Indonesia Stock Exchange“. In Proceedings of the 19th International Symposium on Management (INSYMA 2022), 179–86. Dordrecht: Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-008-4_24.

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AbstractThe objectives of this study is to analyze the effect of profitability, liquidity, and financial leverage on the stock prices of property and real estate companies listed on the Indonesia Stock Exchange (IDX). The property and real estate industry growth of a country can be an indicator of its economic growth. This is due to the ability of property and real estate sectors to absorb many workers, and it has a large multiplier effect on other sectors. We used financial and annual reports from 48 property and real estate companies listed on the Indonesia Stock Exchange from 2019 to 2021. This study focused on 15 chosen companies based on the purposive sampling method. The method used was a quantitative description with Multiple Regression Analysis. The results show that all variables simultaneously affect stock prices, nevertheless the profitability or liquidity variables affect stock prices partially.
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Janie, Dyah Nirmala Arum, Laeli Tika Mardani, Dian Indriana Tri Lestari und Nirsetyo Wahdi. „Determinants of construction, property, and real estate companies’ stock prices in Indonesia“. In Facing Global Digital Revolution, 195–98. Boca Raton : CRC Press, Taylor & Francis Group, [2020] | “Proceedings of the 1st International Conference on Economics, Management, and Accounting (BES 2019), July 10, 2019, Semarang, Indonesia”--Title page.: Routledge, 2020. http://dx.doi.org/10.1201/9780429322808-46.

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Curto, Rocco, Elena Fregonara und Patrizia Semeraro. „Market Prices and Property Taxation in Italian Real Estate: A Turin Case Study“. In Appraisal: From Theory to Practice, 141–55. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-49676-4_11.

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Björklund, Kicki, Bo Söderberg und Mats Wilhelmsson. „An Investigation of Property Price Studies“. In Real Estate Valuation Theory, 63–93. Boston, MA: Springer US, 2002. http://dx.doi.org/10.1007/978-1-4615-0909-7_4.

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Wang, Liping, Pengyu Zhu und Cifang Wu. „The Impact of Property Taxes on Housing Price: A Review of Literature“. In Proceedings of the 19th International Symposium on Advancement of Construction Management and Real Estate, 1041–52. Berlin, Heidelberg: Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-662-46994-1_85.

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Higano, Yoshiro. „Introduction: Real Estate Tax System and Real Estate Market in Japan“. In New Frontiers in Regional Science: Asian Perspectives, 115–22. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-15-8848-8_8.

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AbstractThis introduction summarizes chapters of Part II. In Chap. 10.1007/978-981-15-8848-8_9, Yamamoto (Jpn J Real Estate Sci 31:88–96, 2018) has compared between the street method, the asset valuation adopted for the imposition of property tax in Japan, and the computer-assisted mass appraisal (CAMA) method generally adopted in North America focusing on education and training of valuators. In Chap. 10.1007/978-981-15-8848-8_10, Yamazaki (Jpn J Real Estate Sci 31:97–101, 2018) argues that one of the major causes for relatively low density use of land in the city in Japan is the land tax system. He focuses on property tax and examines defects of the tax from view of economist. In Chap. 10.1007/978-981-15-8848-8_11, Kobayashi (Jpn J Real Estate Sci 31:129–138, 2018), taking an actual example, has examined difference between precise legal interpretation of ‘exemption from real estate acquisition tax due to purpose of use’ and taxation practices conducted by local administrative bodies. In Chap. 10.1007/978-981-15-8848-8_12, Shirakawa and Okoshi (Jpn J Real Estate Sci 31:88–96, 2017) have shown that the real estate companies were committed to transactions as dual agencies to whatsoever degree, and analyzed attributes of real estate brokerage companies which are able to be dual agencies and how such dual agency affects contract price.In Chap. 10.1007/978-981-15-8848-8_13, Ueno (Jpn J Real Estate Sci 31:97–105, 2017) has analyzed impacts of the macroeconomic conditions on the land price gradient curves which are estimated using real estate data of the Tokyo Metropolitan Area in 1970, 1976, 1985, 1988, 1994, 2008, 2010, and 2016. In Chap. 10.1007/978-981-15-8848-8_14, Komatsu (Jpn J Real Estate Sci 31:110–118, 2017) has analyzed impacts that refurbishment of existing apartment has on possible increase in rent using the multinomial probit model and the Tobit model. In Chap. 10.1007/978-981-15-8848-8_15, Hanazato (Jpn J Real Estate Sci 31:119–128, 2017) has shown that around 90% of condominium reconstruction cases are predictable using the estimated discriminant function in terms of objective real estate data only. In Chap. 10.1007/978-981-15-8848-8_16, Ota et al. (Jpn J Real Estate Sci 31:109–119, 2018) have analyzed determinants of rent for rental house, office, and shop within 10-min walking distance from Shibuya Station in Tokyo. Multiple regression analyses are conducted and have shown that space syntax (SS) measures (Hillier and Hanson, The Social Logic of Space. Cambridge University Press, Cambridge, 1984) significantly affect rent as well as conventional location attributes.
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Arratia, Argimiro, Gustavo Avalos, Alejandra Cabaña, Ariel Duarte-López und Martí Renedo-Mirambell. „Sentiment Analysis of Financial News: Mechanics and Statistics“. In Data Science for Economics and Finance, 195–216. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-66891-4_9.

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AbstractThis chapter describes the basic mechanics for building a forecasting model that uses as input sentiment indicators derived from textual data. In addition, as we focus our target of predictions on financial time series, we present a set of stylized empirical facts describing the statistical properties of lexicon-based sentiment indicators extracted from news on financial markets. Examples of these modeling methods and statistical hypothesis tests are provided on real data. The general goal is to provide guidelines for financial practitioners for the proper construction and interpretation of their own time-dependent numerical information representing public perception toward companies, stocks’ prices, and financial markets in general.
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Larsson, Johan P. „Innovation Without Entrepreneurship: The Pipe Dream of Mission-Oriented Innovation Policy“. In International Studies in Entrepreneurship, 77–91. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-94273-1_5.

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AbstractIn this chapter, I analyze state entrepreneurship, as exercised through mission-oriented innovation policy: the mobilization of large pools of resources and capabilities to solve the pressing issues of our time. The state entrepreneur is not subject to real risk, often faces no market, and cannot be properly evaluated. It pays no price for being wrong and it struggles in assigning responsibility. Missions are motivated by a false dichotomy: that there is a difference in principle between fixing and creating markets. This premise is splitting hairs at best. Instead, what sets missions apart, other than sheer ambition, is a shift from bottom-up to top-down approaches to knowledge creation. Missions are most likely to achieve intended ends when reasonable people agree on the problem, what needs to be done, and when responsibility can be assigned. Even then, opportunity costs are ignored. The entrepreneurial state is currently pushing to solve those issues where it is likely to do the least good and the most harm: where we lack the knowledge of what to do, where accountability is unassigned, and where the failure-success axis cannot be meaningfully assessed. Successful mission policy further requires politics well beyond what democratic systems can achieve.
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Pagliara, Francesca, und John Preston. „Can Long-Distance Rail Accessibility Affect the Real Estate Market?“ In Geographic Information Analysis for Sustainable Development and Economic Planning, 201–12. IGI Global, 2013. http://dx.doi.org/10.4018/978-1-4666-1924-1.ch014.

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Most studies present in the literature have analyzed local transit networks and their impacts on land values. Empirical studies of the effects of long-distance rail accessibility on real estate prices are relatively rare. The Channel Tunnel Rail Link in England is presented as an example of such impacts. Hedonic price theory is used to estimate the implicit price of each dependent attribute. Ad hoc catchment and control areas have been defined around the St Pancras High Speed station. The main outcome of this analysis is that access to High Speed Rail has an impact on residential property prices, while, with increasing distance from the station, other attributes affect residential property prices.
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Konferenzberichte zum Thema "Real property prices"

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„Real Estate Prices, Rents and Property Stock Prices“. In 6th European Real Estate Society Conference: ERES Conference 1999. ERES, 1999. http://dx.doi.org/10.15396/eres1999_203.

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„Implied Property Price Volatilily: Empirical Evidence based on UK Property Transaction Prices“. In 5th European Real Estate Society Conference: ERES Conference 1998. ERES, 1998. http://dx.doi.org/10.15396/eres1998_162.

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„Environmental Risk and Residential Property Prices“. In 2005 European Real Estate Society conference in association with the International Real Estate Society: ERES Conference 2005. ERES, 2005. http://dx.doi.org/10.15396/eres2005_100.

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„Bank Lending Effect on German Commercial Property Prices“. In 2005 European Real Estate Society conference in association with the International Real Estate Society: ERES Conference 2005. ERES, 2005. http://dx.doi.org/10.15396/eres2005_236.

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Gluszak, Michal, und Radoslaw Trojanek. „Spatial and time effect of subway on property prices“. In 24th Annual European Real Estate Society Conference. European Real Estate Society, 2017. http://dx.doi.org/10.15396/eres2017_209.

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„A Study of Retail Property Prices in Seoul“. In 18th Annual European Real Estate Society Conference: ERES Conference 2011. ERES, 2011. http://dx.doi.org/10.15396/eres2011_69.

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Owusu-Ansah, Anthony, und Wilfred Anim-Odame. „Macroeconomic determinants of residential property prices and bubble testing in the property market in Ghana“. In 26th Annual European Real Estate Society Conference. European Real Estate Society, 2019. http://dx.doi.org/10.15396/eres2019_42.

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Vlachostergiou, Vassiliki, Calliope Akantziliotou und Theodore Mitrakos. „Monitoring commercial property prices during the crisis: evidence from Greece“. In 22nd Annual European Real Estate Society Conference. European Real Estate Society, 2015. http://dx.doi.org/10.15396/eres2015_146.

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Hahn, J., und J. Hirsch. „Flood Risk and Housing Prices – How Natural Hazard Impacts Property Markets“. In 18th African Real Estate Society Conference. African Real Estate Society, 2018. http://dx.doi.org/10.15396/afres2018_126.

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Olaleye, A., und OB Bello. „DETERMINANTS OF LISTED PROPERTY STOCK PRICES IN NIGERIA: A MACRO ECONOMIC PERSPECTIVE“. In 14th African Real Estate Society Conference. African Real Estate Society, 2014. http://dx.doi.org/10.15396/afres2014_137.

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Berichte der Organisationen zum Thema "Real property prices"

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Стратійчук, І. О., und Володимир Миколайович Соловйов. Дослідження світової економічної кризи методами нелінійної динаміки. ПГАСА, Dezember 2008. http://dx.doi.org/10.31812/0564/1136.

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Світова економічна криза з кожним днем стає все більш масштабною, тому актуальним є питання створення і ефективне використання методів моніторингу, аналізу та прогнозування критичних і кризових явищ. Нами використано такі методи нелінійної динаміки [4]: ентропію подібності, кросс - рекурентний аналіз, вейвлет - ентропію, аналіз часової незворотності, дослідження волатильності та ін. Для даної роботи були знайдені відповідні індекси, які характеризують різні сфери економічної діяльності [1, 2]: DJIA – Dow Jones Industrial Average index , DJRESI – Dow Jones Real Estate index , EPI - European Property index , COP - Crude oil price , CGI – Citi Group index , GP – gold price , DJRBPI - Dow Jones Required Business Performance index . Тут представлені індекси основних систем: нерухомості, фінансової та ресурсної.
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Nolan, Brian, Brenda Gannon, Richard Layte, Dorothy Watson, Christopher T. Whelan und James Williams. Monitoring Poverty Trends in Ireland: Results from the 2000 Living in Ireland survey. ESRI, Juli 2002. http://dx.doi.org/10.26504/prs45.

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This study is the latest in a series monitoring the evolution of poverty, based on data gathered by The ESRI in the Living in Ireland Surveys since 1994. These have allowed progress towards achieving the targets set out in the National Anti Poverty Strategy since 1997 to be assessed. The present study provides an updated picture using results from the 2000 round of the Living in Ireland survey. The numbers interviewed in the 2000 Living in Ireland survey were enhanced substantially, to compensate for attrition in the panel survey since it commenced in 1994. Individual interviews were conducted with 8,056 respondents. Relative income poverty lines do not on their own provide a satisfactory measure of exclusion due to lack of resources, but do nonetheless produce important key indicators of medium to long-term background trends. The numbers falling below relative income poverty lines were most often higher in 2000 than in 1997 or 1994. The income gap for those falling below these thresholds also increased. By contrast, the percentage of persons falling below income lines indexed only to prices (rather than average income) since 1994 or 1997 fell sharply, reflecting the pronounced real income growth throughout the distribution between then and 2000. This contrast points to the fundamental factors at work over this highly unusual period: unemployment fell very sharply and substantial real income growth was seen throughout the distribution, including social welfare payments, but these lagged behind income from work and property so social welfare recipients were more likely to fall below thresholds linked to average income. The study shows an increasing probability of falling below key relative income thresholds for single person households, those affected by illness or disability, and for those who are aged 65 or over - many of whom rely on social welfare support. Those in households where the reference person is unemployed still face a relatively high risk of falling below the income thresholds but continue to decline as a proportion of all those below the lines. Women face a higher risk of falling below those lines than men, but this gap was marked among the elderly. The study shows a marked decline in deprivation levels across different household types. As a result consistent poverty, that is the numbers both below relative income poverty lines and experiencing basic deprivation, also declined sharply. Those living in households comprising one adult with children continue to face a particularly high risk of consistent poverty, followed by those in families with two adults and four or more children. The percentage of adults in households below 70 per cent of median income and experiencing basic deprivation was seen to have fallen from 9 per cent in 1997 to about 4 per cent, while the percentage of children in such households fell from 15 per cent to 8 per cent. Women aged 65 or over faced a significantly higher risk of consistent poverty than men of that age. Up to 2000, the set of eight basic deprivation items included in the measure of consistent poverty were unchanged, so it was important to assess whether they were still capturing what would be widely seen as generalised deprivation. Factor analysis suggested that the structuring of deprivation items into the different dimensions has remained remarkably stable over time. Combining low income with the original set of basic deprivation indicators did still appear to identify a set of households experiencing generalised deprivation as a result of prolonged constraints in terms of command over resources, and distinguished from those experiencing other types of deprivation. However, on its own this does not tell the whole story - like purely relative income measures - nor does it necessarily remain the most appropriate set of indicators looking forward. Finally, it is argued that it would now be appropriate to expand the range of monitoring tools to include alternative poverty measures incorporating income and deprivation. Levels of deprivation for some of the items included in the original basic set were so low by 2000 that further progress will be difficult to capture empirically. This represents a remarkable achievement in a short space of time, but poverty is invariably reconstituted in terms of new and emerging social needs in a context of higher societal living standards and expectations. An alternative set of basic deprivation indicators and measure of consistent poverty is presented, which would be more likely to capture key trends over the next number of years. This has implications for the approach adopted in monitoring the National Anti-Poverty Strategy. Monitoring over the period to 2007 should take a broader focus than the consistent poverty measure as constructed to date, with attention also paid to both relative income and to consistent poverty with the amended set of indicators identified here.
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Financial Stability Report - Second Semester of 2020. Banco de la República de Colombia, März 2021. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2020.

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The Colombian financial system has not suffered major structural disruptions during these months of deep economic contraction and has continued to carry out its basic functions as usual, thus facilitating the economy's response to extreme conditions. This is the result of the soundness of financial institutions at the beginning of the crisis, which was reflected in high liquidity and capital adequacy indicators as well as in the timely response of various authorities. Banco de la República lowered its policy interest rates 250 points to 1.75%, the lowest level since the creation of the new independent bank in 1991, and provided ample temporary and permanent liquidity in both pesos and foreign currency. The Office of the Financial Superintendent of Colombia, in turn, adopted prudential measures to facilitate changes in the conditions for loans in effect and temporary rules for rating and loan-loss provisions. Finally, the national government expanded the transfers as well as the guaranteed credit programs for the economy. The supply of real credit (i.e. discounting inflation) in the economy is 4% higher today than it was 12 months ago with especially marked growth in the housing (5.6%) and commercial (4.7%) loan portfolios (2.3% in consumer and -0.1% in microloans), but there have been significant changes over time. During the first few months of the quarantine, firms increased their demands for liquidity sharply while consumers reduced theirs. Since then, the growth of credit to firms has tended to slow down, while consumer and housing credit has grown. The financial system has responded satisfactorily to the changes in the respective demands of each group or sector and loans may grow at high rates in 2021 if GDP grows at rates close to 4.6% as the technical staff at the Bank expects; but the forecasts are highly uncertain. After the strict quarantine implemented by authorities in Colombia, the turmoil seen in March and early April, which was evident in the sudden reddening of macroeconomic variables on the risk heatmap in Graph A,[1] and the drop in crude oil and coal prices (note the high volatility registered in market risk for the region on Graph A) the local financial markets stabilized relatively quickly. Banco de la República’s credible and sustained policy response played a decisive role in this stabilization in terms of liquidity provision through a sharp expansion of repo operations (and changes in amounts, terms, counterparties, and eligible instruments), the purchases of public and private debt, and the reduction in bank reserve requirements. In this respect, there is now abundant aggregate liquidity and significant improvements in the liquidity position of investment funds. In this context, the main vulnerability factor for financial stability in the short term is still the high degree of uncertainty surrounding loan quality. First, the future trajectory of the number of people infected and deceased by the virus and the possible need for additional health measures is uncertain. For that reason, there is also uncertainty about the path for economic recovery in the short and medium term. Second, the degree to which the current shock will be reflected in loan quality once the risk materializes in banks’ financial statements is uncertain. For the time being, the credit risk heatmap (Graph B) indicates that non-performing and risky loans have not shown major deterioration, but past experience indicates that periods of sharp economic slowdown eventually tend to coincide with rises in non-performing loans: the calculations included in this report suggest that the impact of the recession on credit quality could be significant in the short term. This is particularly worrying since the profitability of credit establishments has been declining in recent months, and this could affect their ability to provide credit to the real sector of the economy. In order to adopt a forward-looking approach to this vulnerability, this Report presents several stress tests that evaluate the resilience of the liquidity and capital adequacy of credit institutions and investment funds in the event of a hypothetical scenario that seeks to simulate an extreme version of current macroeconomic conditions. The results suggest that even though there could be strong impacts on the credit institutions’ volume of credit and profitability under such scenarios, aggregate indicators of total and core capital adequacy will probably remain at levels that are above the regulatory limits over the horizon of a year. At the same time, the exercises highlight the high capacity of the system's liquidity to face adverse scenarios. In compliance with its constitutional objectives and in coordination with the financial system's security network, Banco de la República will continue to closely monitor the outlook for financial stability at this juncture and will make the decisions that are necessary to ensure the proper functioning of the economy, facilitate the flow of sufficient credit and liquidity resources, and further the smooth operation of the payment systems. Juan José Echavarría Governor
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