Nothing Special   »   [go: up one dir, main page]
create a website
A Conceptual Framework for Commercial Property Price Indexes. (2013). Diewert, Walter ; Shimizu, Chihiro.
In: HIT-REFINED Working Paper Series.
RePEc:hit:remfce:4.

Full description at Econpapers || Download paper

Cited: 9

Citations received by this document

Cites: 39

References cited by this document

Cocites: 30

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Sunk costs and the measurement of commercial property depreciation. (2016). Fox, Kevin ; Diewert, Walter.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:49:y:2016:i:4:p:1340-1366.

    Full description at Econpapers || Download paper

  2. How to Better Measure Hedonic Residential Property Price Indexes. (2016). Silver, Mick.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/213.

    Full description at Econpapers || Download paper

  3. Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data. (2015). Diewert, Walter ; Watanabe, Tsutomu ; Nishimura, Kiyohiko G. ; Shimizu, Chihiro.
    In: UTokyo Price Project Working Paper Series.
    RePEc:upd:utppwp:048.

    Full description at Econpapers || Download paper

  4. Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data. (2015). Diewert, Walter ; Nishimura, Kiyohiko G ; Watanabe, Tsutomu ; Shimizu, Chihiro.
    In: Economics working papers.
    RePEc:ubc:bricol:erwin_diewert-2015-16.

    Full description at Econpapers || Download paper

  5. Estimating quality adjusted commercial property price indexes using Japanese REIT data. (2015). Diewert, Walter ; Watanabe, Tsutomu ; Nishimura, Kiyohiko G ; Shimizu, Chihiro.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:32:y:2015:i:3:p:217-239.

    Full description at Econpapers || Download paper

  6. Pricing Characteristics: An Application of Shepards Dual Lemma. (2015). Sickles, Robin ; Fare, Rolf ; Shang, Chenjun ; Grosskopf, Shawna.
    In: Working Papers.
    RePEc:ecl:riceco:15-013.

    Full description at Econpapers || Download paper

  7. Sunk Costs and the Measurement of Commercial Property Depreciation. (2014). Fox, Kevin ; Diewert, Walter.
    In: Discussion Papers.
    RePEc:swe:wpaper:2014-28.

    Full description at Econpapers || Download paper

  8. Commercial Property Price Indexes; Problems of Sparse Data, Spatial Spillovers, and Weighting. (2014). Silver, Mick ; Graf, Brian.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/072.

    Full description at Econpapers || Download paper

  9. Separating the Age Effect from a Repeat Sales Index: Land and Structure Decomposition. (2013). Shimizu, Chihiro ; Kwong, S ; Chau, K W ; Karato, K.
    In: HIT-REFINED Working Paper Series.
    RePEc:hit:remfce:5.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Böhm-Bawerk, E. V. (1891), The Positive Theory of Capital, W. Smart (translator of the original German book published in 1888), New York: G.E. Stechert.
    Paper not yet in RePEc: Add citation now
  2. Baum, A. and N. Crosby (2008), Property Investment Appraisal, 3rd Edition, Oxford: Blackwell.
    Paper not yet in RePEc: Add citation now

  3. Bokhari, S and D. Geltner (2012), “Estimating Real Estate Price Movements for High Frequency Tradable Indexes in a Scarce Data Environment”, Journal of Real Estate Finance and Economics, 45:2, 522-543.

  4. Christensen, L.R. and D.W. Jorgenson (1969), “The Measurement of U.S. Real Capital Input, 1929-1967”, Review of Income and Wealth 15, 293-320.
    Paper not yet in RePEc: Add citation now

  5. Christensen, L.R. and D.W. Jorgenson (1973), “Measuring the Performance of the Private Sector of the U.S. Economy, 1929-1969”, pp. 233-351 in Measuring Economic and Social Performance, M. Moss (ed.), New York: Columbia University Press.

  6. Crosby, N., S. Devaney and V. Law (2012), “Rental Depreciation and Capital Expenditure in the UK Commercial Real Estate Market, 1993–2009”, Journal of Property Research 29:3, 227–246.

  7. Davies, G.R. (1924), “The Problem of a Standard Index Number Formula”, Journal of the American Statistical Association 19, 180-188.
    Paper not yet in RePEc: Add citation now
  8. de Haan, Jan and W.E. Diewert (eds.) (2011), Residential Property Price Handbook, Luxembourg: Eurostat, November 8 version. http://epp.eurostat.ec.europa.eu/portal/page/portal/hicp/methodology/hps/rppi_handbook Deng, Y., D.P. McMillen and T.F. Sing (2013), “Matching Indices for Thinly-Traded Commercial Real Estate in Singapore”, Department of Real Estate and Institute of Real Estate Studies, National University of Singapore, 21 Heng Mui Keng Terrace, #04-02, Singapore, 23 Devaney, S. and R. M. Diaz (2010), “Transaction Based Indices for the UK Commercial Property Market: Exploration and Evaluation Using IPD Data”, University of Aberdeen Business School, Discussion Paper 2010-02.
    Paper not yet in RePEc: Add citation now

  9. Diewert, W.E. (1980), “Aggregation Problems in the Measurement of Capital”, pp.433528 in The Measurement of Capital, edited by D. Usher, Studies in Income and Wealth, Vol. 45, National Bureau of Economics Research, University of Chicago Press, Chicago.

  10. Diewert, W.E. (1992), “The Measurement of Productivity”, Bulletin of Economic Research 44, 165-198.

  11. Diewert, W.E. (1993), “Symmetric Means and Choice Under Uncertainty”, pp. 355-433 in Essays in Index Number Theory, Volume I, W.E. Diewert and A.O. Nakamura (eds.), Amsterdam: North Holland, (1993), pp. 355-433.
    Paper not yet in RePEc: Add citation now
  12. Diewert, W.E. (1995), “Functional Form Problems in Modeling Insurance and Gambling”, The Geneva Papers on Risk and Insurance Theory 20, 135-150.
    Paper not yet in RePEc: Add citation now

  13. Diewert, W.E. (2005), “Issues in the Measurement of Capital Services, Depreciation, Asset Price Changes and Interest Rates”, pp. 479-542 in Measuring Capital in the New Economy, C. Corrado, J. Haltiwanger and D. Sichel (eds.), Chicago: University of Chicago Press.

  14. Diewert, W.E. (2010), “Alternative Approaches to Measuring House Price Inflation”, Discussion Paper 10-10, Department of Economics, The University of British Columbia, Vancouver, Canada, V6T 1Z1.
    Paper not yet in RePEc: Add citation now
  15. Diewert, W.E. (2011), “The Paris OECD-IMF Workshop on Real Estate Price Indexes: Conclusions and Further Directions”, pp. 87-116 in Price and Productivity Measurement, Volume 1, Housing, W.E. Diewert, B.M. Balk, D. Fixler, K.J. Fox and A.O. Nakamura (eds.), Trafford Publishing.
    Paper not yet in RePEc: Add citation now
  16. Diewert, W.E. (2012), Consumer Price Statistics in the UK, Government Buildings, Cardiff Road, Newport, UK, NP10 8XG: Office for National Statistics.
    Paper not yet in RePEc: Add citation now
  17. Diewert, W.E. and D.A. Lawrence (2000), “Progress in Measuring the Price and Quantity of Capital”, pp. 273-326 in Econometrics and the Cost of Capital: Essays in Honor of Dale W. Jorgenson, L.J. Lau (ed.), Cambridge MA: The MIT Press.
    Paper not yet in RePEc: Add citation now

  18. Diewert, W.E., A.O. Nakamura and L.I. Nakamura (2009), “The housing bubble and a new approach to accounting for housing in a CPI”, Journal of Housing Economics 18:3, 156-171.

  19. Dixon, T.J., N. Crosby and V.K. Law (1999), “A Critical Review of Methodologies for Measuring Rental Depreciation Applied to UK Commercial Real Estate”, Journal of Property Research 16:2, 153-180.

  20. Feenstra, R.C. and W.E. Diewert (2001), “Imputation and Price Indexes: Theory and Evidence from the International Price Program”, Discussion paper 01-10, The Department of Economics, The University of British Columbia, Vancouver Canada, V6T 1Z1. http://faculty.arts.ubc.ca/ediewert/dp0110.pdf Fisher, I. (1911), The Purchasing Power of Money, London: Macmillan.
    Paper not yet in RePEc: Add citation now
  21. Fisher, I. (1922), The Making of Index Numbers, Boston: Houghton-Mifflin.
    Paper not yet in RePEc: Add citation now

  22. Fisher, J., D. Geltner, and R.B. Webb (1994), “Value Indices of Commercial Real Estate: A Comparison of Index Construction Methods”, Journal of Real Estate Finance and Economics 9, 137-164.

  23. Geltner, D. (1997), The Use of Appraisals in Portfolio Valuation and Index Construction, Journal of Property Valuation and Investment 15, 423-448.
    Paper not yet in RePEc: Add citation now
  24. Geltner, D., H. Pollakowski, H. Horrigan, and B. Case (2010), “REIT-Based Pure Property Return Indexes”, United States Patent Application Publication, Publication Number: US 2010/0174663 A1, Publication Date: July 8, 2010.
    Paper not yet in RePEc: Add citation now
  25. Hicks, J.R. (1946), Value and Capital, Second Edition, Oxford: Claredon Press.
    Paper not yet in RePEc: Add citation now
  26. Hulten, C.R. (1990), “The Measurement of Capital”, pp. 119-152 in Fifty Years of Economic Measurement, E.R. Berndt and J.E. Triplett (eds.), Studies in Income and Wealth, Volume 54, The National Bureau of Economic Research, Chicago: The University of Chicago Press.
    Paper not yet in RePEc: Add citation now
  27. ILO/IMF/OECD/UNECE/Eurostat/The World Bank (2004), Consumer Price Index Manual: Theory and Practice, Peter Hill (ed.), Geneva: International Labour Office.
    Paper not yet in RePEc: Add citation now
  28. IMF/ILO/OECD/UNECE/Eurostat/The World Bank (2004), Producer Price Index Manual: Theory and Practice, Paul Armknecht (ed.), Washington D.C.: International Monetary Fund.
    Paper not yet in RePEc: Add citation now
  29. Jorgenson, D.W. (1989), “Capital as a Factor of Production”, pp. 1-35 in Technology and Capital Formation, D.W. Jorgenson and R. Landau (eds.), Cambridge MA: The MIT Press.
    Paper not yet in RePEc: Add citation now
  30. Laspeyres, E. (1871), “Die Berechnung einer mittleren Waarenpreissteigerung”, Jahrbücher für Nationalökonomie und Statistik 16, 296-314.
    Paper not yet in RePEc: Add citation now
  31. Lowe, J. (1823), The Present State of England in Regard to Agriculture, Trade and Finance, second edition, London: Longman, Hurst, Rees, Orme and Brown.
    Paper not yet in RePEc: Add citation now
  32. Paasche, H. (1874), “Über die Preisentwicklung der letzten Jahre nach den Hamburger Borsennotirungen”, Jahrbücher für Nationalökonomie und Statistik 12, 168-178.
    Paper not yet in RePEc: Add citation now

  33. Schreyer, P. (2001), OECD Productivity Manual: A Guide to the Measurement of Industry-Level and Aggregate Productivity Growth, Paris: OECD.

  34. Schreyer, P. (2009a), Measuring Capital, Statistics Directorate, National Accounts, STD/NAD(2009)1, Paris: OECD.
    Paper not yet in RePEc: Add citation now

  35. Schreyer, P. (2009b), “User Costs and Bubbles in Land Markets”, Journal of Housing Economics 18:3, 267-272.

  36. Shimizu, C., W.E. Diewert, K.G. Nishimura and T. Watanabe (2013), “Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data” Center for Advanced Research in Finance (CARF) Working Paper F-307, University of Tokyo. http://www.carf.e.u-tokyo.ac.jp/workingpaper/index.cgi Shimizu, C., K.G. Nishimura and T. Watanabe (2010), “House Prices in Tokyo: A Comparison of Repeat-Sales and Hedonic Measures”, Journal of Economics and Statistics, 230, 792-813.

  37. Theil, H. (1967), Economics and Information Theory, Amsterdam: North-Holland Publishing.
    Paper not yet in RePEc: Add citation now
  38. Walras, L. (1954), Elements of Pure Economics, a translation by W. Jaffé of the Edition Définitive (1926) of the Eléments d’économie pure, first edition published in 1874, Homewood, Illinois: Richard D. Irwin.
    Paper not yet in RePEc: Add citation now
  39. Walsh, C.M. (1901), The Measurement of General Exchange Value, New York: Macmillan and Co.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Econometric Issues in Hedonic Property Price Indices: Some Practical Help. (2022). Mick, Silver.
    In: Journal of Official Statistics.
    RePEc:vrs:offsta:v:38:y:2022:i:1:p:153-186:n:17.

    Full description at Econpapers || Download paper

  2. A spatial model averaging approach to measuring house prices. (2021). Sorensen, Kade ; Greenaway-McGrevy, Ryan.
    In: Journal of Spatial Econometrics.
    RePEc:spr:jospat:v:2:y:2021:i:1:d:10.1007_s43071-021-00013-4.

    Full description at Econpapers || Download paper

  3. Higher frequency hedonic property price indices: a state-space approach. (2021). Rambaldi, Alicia ; Hill, Robert ; Scholz, Michael.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01862-y.

    Full description at Econpapers || Download paper

  4. Investing in Real Estate in the Czech Republic and Analyzing the Dependence of Profitability and Technical and Socio-Economic Factors. (2021). Krulick, Toma ; Hromada, Eduard.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:18:p:10273-:d:635290.

    Full description at Econpapers || Download paper

  5. Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models. (2020). White, Robert ; Geltner, David ; Francke, Marc ; Minne, Alex.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:60:y:2020:i:4:d:10.1007_s11146-018-9692-x.

    Full description at Econpapers || Download paper

  6. Alternative Land?Price Indexes for Commercial Properties in Tokyo. (2020). Diewert, Walter ; Shimizu, Chihiro.
    In: Review of Income and Wealth.
    RePEc:bla:revinw:v:66:y:2020:i:4:p:784-824.

    Full description at Econpapers || Download paper

  7. Benchmarking Local Commercial Real Estate Returns: Statistics Meets Economics. (2020). Peng, Liang.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:48:y:2020:i:4:p:1004-1029.

    Full description at Econpapers || Download paper

  8. The System of National Accounts and Alternative Approaches to the Construction of Commercial Property Price Indexes. (2019). Diewert, Walter ; Shimizu, Chihiro.
    In: Microeconomics.ca working papers.
    RePEc:ubc:pmicro:erwin_diewert-2019-12.

    Full description at Econpapers || Download paper

  9. Higher Frequency Hedonic Property Price Indices: A State Space Approach. (2018). Rambaldi, Alicia ; Hill, Robert ; Scholz, Michael.
    In: Graz Economics Papers.
    RePEc:grz:wpaper:2018-04.

    Full description at Econpapers || Download paper

  10. Alternative Land Price Indexes for Commercial Properties in Tokyo. (2017). Diewert, Walter ; Shimizu, Chihiro.
    In: Microeconomics.ca working papers.
    RePEc:ubc:pmicro:erwin_diewert-2017-8.

    Full description at Econpapers || Download paper

  11. The Hierarchical Repeat Sales Model for Granular Commercial Real Estate and Residential Price Indices. (2017). Minne, Alex ; Francke, Marc K.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:55:y:2017:i:4:d:10.1007_s11146-017-9632-1.

    Full description at Econpapers || Download paper

  12. Alternative Land Price Indexes for Commercial Properties in Tokyo. (2017). Diewert, Walter ; Shimizu, Chihiro.
    In: HIT-REFINED Working Paper Series.
    RePEc:hit:remfce:75.

    Full description at Econpapers || Download paper

  13. Sunk costs and the measurement of commercial property depreciation. (2016). Fox, Kevin ; Diewert, Walter.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:49:y:2016:i:4:p:1340-1366.

    Full description at Econpapers || Download paper

  14. How to Better Measure Hedonic Residential Property Price Indexes. (2016). Silver, Mick.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/213.

    Full description at Econpapers || Download paper

  15. High Frequency House Price Indexes with Scarce Data. (2016). Bourassa, Steven ; Hoesli, Martin E.
    In: Working Papers.
    RePEc:gnv:wpgsem:unige:84700.

    Full description at Econpapers || Download paper

  16. Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data. (2015). Diewert, Walter ; Watanabe, Tsutomu ; Nishimura, Kiyohiko G. ; Shimizu, Chihiro.
    In: UTokyo Price Project Working Paper Series.
    RePEc:upd:utppwp:048.

    Full description at Econpapers || Download paper

  17. Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data. (2015). Diewert, Walter ; Nishimura, Kiyohiko G ; Watanabe, Tsutomu ; Shimizu, Chihiro.
    In: Economics working papers.
    RePEc:ubc:bricol:erwin_diewert-2015-16.

    Full description at Econpapers || Download paper

  18. Commercial Property Price Indexes and the System of National Accounts. (2014). Fox, Kevin ; Diewert, Walter.
    In: Economics working papers.
    RePEc:ubc:bricol:erwin_diewert-2014-40.

    Full description at Econpapers || Download paper

  19. Sunk Costs and the Measurement of Commercial Property Depreciation. (2014). Diewert, Walter.
    In: Economics working papers.
    RePEc:ubc:bricol:erwin_diewert-2014-25.

    Full description at Econpapers || Download paper

  20. Commercial Property Price Indexes and the System of National Account. (2014). Fox, Kevin ; Diewert, Walter ; Shimizu, Chihiro.
    In: Discussion Papers.
    RePEc:swe:wpaper:2014-38.

    Full description at Econpapers || Download paper

  21. Sunk Costs and the Measurement of Commercial Property Depreciation. (2014). Fox, Kevin ; Diewert, Walter.
    In: Discussion Papers.
    RePEc:swe:wpaper:2014-28.

    Full description at Econpapers || Download paper

  22. Commercial Property Price Indexes; Problems of Sparse Data, Spatial Spillovers, and Weighting. (2014). Silver, Mick ; Graf, Brian.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/072.

    Full description at Econpapers || Download paper

  23. Commercial Property Price Indexes and the System of National Accounts. (2014). Fox, Kevin ; Diewert, Walter ; Shimizu, Chihiro.
    In: HIT-REFINED Working Paper Series.
    RePEc:hit:remfce:13.

    Full description at Econpapers || Download paper

  24. How Are Property Investment Returns Determined? : Estimating the Micro-Structure of Asset Prices, Property Income, and Discount Rates. (2014). Shimizu, Chihiro.
    In: HIT-REFINED Working Paper Series.
    RePEc:hit:remfce:12.

    Full description at Econpapers || Download paper

  25. Matching indices for thinly-traded commercial real estate in Singapore. (2014). Sing, Tien Foo ; McMillen, Daniel ; Deng, Yongheng.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:47:y:2014:i:c:p:86-98.

    Full description at Econpapers || Download paper

  26. A new approach for constructing home price indices: The pseudo repeat sales model and its application in China. (2014). Zheng, Siqi ; Geltner, David ; Guo, Xiaoyang ; Liu, Hongyu.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:25:y:2014:i:c:p:20-38.

    Full description at Econpapers || Download paper

  27. Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data. (2013). Diewert, Walter ; Watanabe, Tsutomu ; Nishimura, Kiyohiko G. ; Shimizu, Chihiro.
    In: UTokyo Price Project Working Paper Series.
    RePEc:upd:utppwp:004.

    Full description at Econpapers || Download paper

  28. The London Commercial Property Price Index. (2013). Eichholtz, Piet ; Rodrigues, Paulo ; Chegut, Andrea.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:4:p:588-616.

    Full description at Econpapers || Download paper

  29. A Conceptual Framework for Commercial Property Price Indexes. (2013). Diewert, Walter ; Shimizu, Chihiro.
    In: HIT-REFINED Working Paper Series.
    RePEc:hit:remfce:4.

    Full description at Econpapers || Download paper

  30. Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data. (2013). Diewert, Walter ; Shimizu, C. ; Watanabe, T. ; Nishimura, K. G..
    In: CARF F-Series.
    RePEc:cfi:fseres:cf307.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-03-05 14:50:17 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.