20
H index
30
i10 index
1621
Citations
University of Michigan | 20 H index 30 i10 index 1621 Citations RESEARCH PRODUCTION: 46 Articles 5 Papers 1 Chapters RESEARCH ACTIVITY: 39 years (1973 - 2012). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pca514 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dennis R. Capozza. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Real Estate Economics | 16 |
The Journal of Real Estate Finance and Economics | 6 |
Journal of Urban Economics | 5 |
American Economic Review | 3 |
Econometrica | 2 |
Journal of Housing Economics | 2 |
Journal of Money, Credit and Banking | 2 |
Environment and Planning A | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 2 |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The Impact of urbanization on banking development: Evidence from the West African Economic and Monetary Union (WAEMU). (2023). Stephane, Koffi Yao ; Ying, Haihua ; Dechun, Huang ; Arnaud, Anobua Acha. In: International Journal of Science and Business. RePEc:aif:journl:v:22:y:2023:i:1:p:1-13. Full description at Econpapers || Download paper |
2023 | Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863. Full description at Econpapers || Download paper |
2023 | Housing affordability: a new data set. (2023). Igan, Deniz ; Biljanovska, Nina ; Fu, Chenxu. In: BIS Working Papers. RePEc:bis:biswps:1149. Full description at Econpapers || Download paper |
2023 | Expectations and the housing market: A model of house price dynamics. (2023). Ryu, Doojin ; Hong, Jengei. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1242-1266. Full description at Econpapers || Download paper |
2023 | Are riskier cities more compact? An empirical study of the 11 largest census metropolitan areas in Canada, 2016. (2023). Wang, Jinfei ; Mok, Diana ; Sun, Xiaoxuan. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:1:p:167-186. Full description at Econpapers || Download paper |
2023 | Long-Run Trends and Cycles in US House Prices. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10751. Full description at Econpapers || Download paper |
2023 | Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2364. Full description at Econpapers || Download paper |
2023 | Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach. (2023). Iitsuka, Yoshitaka ; Motegi, Kaiji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001759. Full description at Econpapers || Download paper |
2023 | Identifying latent group structures in spatial dynamic panels. (2023). Su, Liangjun ; Xu, Xingbai ; Wang, Wuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1955-1980. Full description at Econpapers || Download paper |
2024 | Panel data models with time-varying latent group structures. (2024). Su, Liangjun ; Wang, Yiren. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000319. Full description at Econpapers || Download paper |
2023 | Another application of call options: Explaining the divergence between the housing market and the rental market. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Lee, Hung-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300034x. Full description at Econpapers || Download paper |
2023 | The impact of climate change on agriculture: A repeat-Ricardian analysis. (2023). CHAKIR, RAJA ; Bareille, Franois. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:119:y:2023:i:c:s0095069623000402. Full description at Econpapers || Download paper |
2024 | Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming. (2024). Lange, Rutger-Jan ; Teulings, Coen N. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001722. Full description at Econpapers || Download paper |
2023 | Moving to the country: Understanding the effects of Covid-19 on property values and farmland development risk. (2023). Nolte, Christoph ; Parton, Lee ; Johnson, Kelsey K ; Brandt, Jodi ; Paudel, Jayash ; Nogeire-McRae, Theresa ; Williamson, Matt. In: Journal of Housing Economics. RePEc:eee:jhouse:v:62:y:2023:i:c:s1051137723000426. Full description at Econpapers || Download paper |
2024 | City characteristics, land prices and volatility. (2024). Zhu, Guozhong ; Titman, Sheridan. In: Journal of Urban Economics. RePEc:eee:juecon:v:140:y:2024:i:c:s0094119024000159. Full description at Econpapers || Download paper |
2024 | Advancing understanding of the linkages between local land policy interventions and the responsiveness of housing supply: Intervention mechanisms in the Finnish context. (2024). Oikarinen, Elias ; Falkenbach, Heidi ; Krigsholm, Pauliina ; Lonnroth, Tea. In: Land Use Policy. RePEc:eee:lauspo:v:141:y:2024:i:c:s0264837724001108. Full description at Econpapers || Download paper |
2023 | The impact of preferential farmland taxation on local public finances. (2023). Kuethe, Todd ; Bigelow, Daniel P. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:98:y:2023:i:c:s0166046222000862. Full description at Econpapers || Download paper |
2023 | Hybrid MADM-based study of key risk factors in house-for-pension reverse mortgage lending in Taiwans banking industry. (2023). Chang, Wen-Chang ; Wang, Ying-Wei ; Tsai, Pei-Hsuan. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:86:y:2023:i:c:s0038012122002610. Full description at Econpapers || Download paper |
2024 | Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply. (2024). Smallwood, Aaron ; Chudik, Alexander ; Choi, Chi-Young. In: Globalization Institute Working Papers. RePEc:fip:feddgw:98241. Full description at Econpapers || Download paper |
2023 | Price Competition with Differentiated Products on a Two-Dimensional Plane: The Impact of Partial Cartel on Firms’ Profits and Behavior. (2023). Kostov, Ivan ; Stoykov, Stanislav. In: Games. RePEc:gam:jgames:v:14:y:2023:i:2:p:24-:d:1098486. Full description at Econpapers || Download paper |
2023 | Shantytown Redevelopment and Housing Prices: Empirical Evidence from Chinese Cities. (2023). Liu, Caixia. In: Land. RePEc:gam:jlands:v:12:y:2023:i:4:p:823-:d:1115682. Full description at Econpapers || Download paper |
2023 | Heterogeneous Impacts of Policy Sentiment with Different Themes on Real Estate Market: Evidence from China. (2023). Liu, Shuqin ; Lv, Benfu ; Ma, Diandian. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1690-:d:1037103. Full description at Econpapers || Download paper |
2023 | Pursuing the Sustainability of Real Estate Market: The Case of Chinese Land Resources Diversification. (2023). Wen, Zhong-Qin ; Chiang, Shu-Hen ; Lee, Cheng-Wen. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5850-:d:1109353. Full description at Econpapers || Download paper |
2024 | The Lock-In Effect of Rising Mortgage Rates. (2024). Seiler, Michael ; Doerner, William ; Coste, Jonah ; Batzer, Ross. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:24-03. Full description at Econpapers || Download paper |
2023 | Demographic Shifts, Macroprudential Policies, and House Prices. (2023). Jung, Hosung ; Lee, Jieun. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:5:a:1. Full description at Econpapers || Download paper |
2023 | On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach Based on Network Community Detection. (2023). Ferretti, Stefano. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10288-w. Full description at Econpapers || Download paper |
2023 | U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks. (2023). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: International Advances in Economic Research. RePEc:kap:iaecre:v:29:y:2023:i:1:d:10.1007_s11294-023-09868-9. Full description at Econpapers || Download paper |
2023 | On the Strategic Timing of Sales by Real Estate Developers: To Wait or To Presell?. (2023). Chau, K W ; Li, L. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:1:d:10.1007_s11146-022-09894-0. Full description at Econpapers || Download paper |
2023 | Long-Run Renewal of REIT Property Portfolio Through Strategic Divestment. (2023). Asami, Yasushi ; Ong, Seow Eng ; Suzuki, Masatomo ; Shimizu, Chihiro. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:1:d:10.1007_s11146-022-09895-z. Full description at Econpapers || Download paper |
2023 | Are Estimates of Rapid Growth in Urban Land Values an Artifact of the Land Residual Model?. (2023). Lindenthal, Thies ; Cohen, Jeffrey P ; Clapp, John M. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-021-09834-4. Full description at Econpapers || Download paper |
2023 | Information Frictions in Real Estate Markets: Recent Evidence and Issues. (2023). Zhou, Tingyu ; Broxterman, Daniel. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-022-09918-9. Full description at Econpapers || Download paper |
2023 | Tenant Concentration in REITs. (2023). Chacon, Ryan G. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:3:d:10.1007_s11146-021-09829-1. Full description at Econpapers || Download paper |
2023 | Acquisitions and the Opportunity Set. (2023). Shimizu, Yoshiki ; Kallberg, Jarl G. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:4:d:10.1007_s11146-021-09859-9. Full description at Econpapers || Download paper |
2023 | Impact of Environmental Investments on Corporate Financial Performance: Decomposing Valuation and Cash Flow Effects. (2023). Yonder, Erkan ; Devine, Avis. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:4:d:10.1007_s11146-021-09872-y. Full description at Econpapers || Download paper |
2023 | Price Dynamics in Public and Private Commercial Real Estate Markets. (2023). Yavas, Abdullah ; Fan, Ying. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:1:d:10.1007_s11146-020-09773-6. Full description at Econpapers || Download paper |
2023 | Revisiting the Autocorrelation of Real Estate Returns. (2023). Wong, Siu Kei ; Deng, Kuang Kuang. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:2:d:10.1007_s11146-021-09830-8. Full description at Econpapers || Download paper |
2023 | Land Hoarding and Urban Development. (2023). Guthrie, Graeme. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09880-y. Full description at Econpapers || Download paper |
2023 | An unequal reaction of housing starts to house prices in different regions of Poland. (2023). Waszczuk, Joanna ; Aszek, Jacek ; Olszewski, Krzysztof. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:54:y:2023:i:4:p:437-458. Full description at Econpapers || Download paper |
2024 | To Burn a Slum: Urban Land Conflicts and the Use of Arson against Favelas. (2024). Pucci, Rafael. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2024wpecon13. Full description at Econpapers || Download paper |
2023 | Design of the contingent royalty rate as related to the type of investment. (2023). Lee, Charlene Tan ; Jou, Jyh-Bang. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00450-0. Full description at Econpapers || Download paper |
2023 | Typical States and Their Risks for Mortgage Loans. (2023). Parnes, Dror. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:2:d:10.1007_s40953-023-00341-2. Full description at Econpapers || Download paper |
2023 | Urban Growth and Its Aggregate Implications. (2023). Duranton, Gilles ; Puga, Diego. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:6:p:2219-2259. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1978 | A Generalized Model of Spatial Competition. In: American Economic Review. [Full Text][Citation analysis] | article | 36 |
1980 | Unique Equilibria, Pure Profits, and Efficiency in Location Models. In: American Economic Review. [Full Text][Citation analysis] | article | 26 |
1994 | The Intensity and Timing of Investment: The Case of Land. In: American Economic Review. [Full Text][Citation analysis] | article | 184 |
2002 | The Determinants of House Price Dynamics In: ERES. [Full Text][Citation analysis] | paper | 98 |
1982 | Product Differentiation and the Consistency of Monopolistic Competition: A Spatial Perspective. In: Journal of Industrial Economics. [Full Text][Citation analysis] | article | 2 |
1989 | The Asset Approach to Pricing Urban Land: Empirical Evidence In: Real Estate Economics. [Full Text][Citation analysis] | article | 12 |
1994 | Editors Introduction In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
1994 | Contract Design for Problem Asset Disposition In: Real Estate Economics. [Full Text][Citation analysis] | article | 1 |
1994 | Editors Introduction In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
1994 | Editors Note: Journal Survey Results In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
1997 | Mortgage Default in Local Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 36 |
1997 | Editors Note In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
1998 | Managerial Style and Firm Value In: Real Estate Economics. [Full Text][Citation analysis] | article | 20 |
1998 | The Conditional Probability of Mortgage Default In: Real Estate Economics. [Full Text][Citation analysis] | article | 18 |
1999 | Focus, Transparency and Value: The REIT Evidence In: Real Estate Economics. [Full Text][Citation analysis] | article | 57 |
2001 | Residential Investment and Interest Rates: An Empirical Test of Land Development as a Real Option In: Real Estate Economics. [Full Text][Citation analysis] | article | 27 |
2001 | The Value of Liquidity In: Real Estate Economics. [Full Text][Citation analysis] | article | 24 |
2003 | Foreword from the Guest Editors In: Real Estate Economics. [Full Text][Citation analysis] | article | 4 |
2003 | Inside Ownership, Risk Sharing and Tobins q‐Ratios: Evidence from REITs In: Real Estate Economics. [Full Text][Citation analysis] | article | 20 |
2004 | An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 144 |
2007 | Predictability in Equilibrium: The Price Dynamics of Real Estate Investment Trusts In: Real Estate Economics. [Full Text][Citation analysis] | article | 6 |
1996 | Portfolio Characteristics and Net Asset Values in REITs. In: Canadian Journal of Economics. [Citation analysis] | article | 6 |
1984 | Mortgage Rate Insurance and the Canadian Mortgage Market In: Canadian Public Policy. [Full Text][Citation analysis] | article | 3 |
1977 | Pricing under Spatial Competition and Spatial Monopoly. In: Econometrica. [Full Text][Citation analysis] | article | 13 |
1980 | Pricing under Spatial Competition and Spatial Monopoly: Reply. In: Econometrica. [Citation analysis] | article | 1 |
2009 | An introduction to owner occupied housing in national accounts and inflation measures In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 0 |
2011 | The great surge in mortgage defaults 2006-2009: The comparative roles of economic conditions, underwriting and moral hazard In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 11 |
1989 | The fundamentals of land prices and urban growth In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 228 |
1990 | The stochastic city In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 156 |
1993 | Sequential Development In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 11 |
1994 | The Risk Structure of Land Markets In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 47 |
2002 | Optimal Land Development Decisions In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 38 |
1996 | Expectations, efficiency, and euphoria in the housing market In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 68 |
1995 | Expectations, Efficiency, and Euphoria in the Housing Market.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
1989 | Work History in Female Earnings Loss In: Journal of Forensic Economics. [Full Text][Citation analysis] | article | 0 |
1995 | Property Type, Size, and REIT Value In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 20 |
2000 | Debt, Agency, and Management Contracts in REITs: The External Advisor Puzzle. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 31 |
2004 | Optimal Stopping and Losses on Subprime Mortgages In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 5 |
2006 | Subprime Transitions: Lingering or Malingering in Default? In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 29 |
1990 | The Value of Risk in Real Estate Markets. In: The Journal of Real Estate Finance and Economics. [Citation analysis] | article | 12 |
1991 | Valuing Long-Term Leases: The Option to Redevelop. In: The Journal of Real Estate Finance and Economics. [Citation analysis] | article | 42 |
1994 | Race, Redlining, and Residential Mortgage Loan Performance: Comments. In: The Journal of Real Estate Finance and Economics. [Citation analysis] | article | 2 |
2011 | Deconstructing a Mortgage Meltdown: A Methodology for Decomposing Underwriting Quality In: Journal of Money, Credit and Banking. [Citation analysis] | article | 4 |
2011 | Deconstructing a Mortgage Meltdown: A Methodology for Decomposing Underwriting Quality.(2011) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
1977 | The Variable-Rate Mortgage and Risk in the Mortgage Market: An Option Theory Perspective: A Note. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 4 |
2002 | Determinants of Real House Price Dynamics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 132 |
1973 | Subways and Land Use In: Environment and Planning A. [Full Text][Citation analysis] | article | 11 |
1976 | The Efficiency of Speculation in Urban Land In: Environment and Planning A. [Full Text][Citation analysis] | article | 2 |
1979 | Treasury Bill Pricing in the Spot and Futures Markets. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 12 |
1996 | Taxes, Mortgage Borrowing and House Prices In: Wisconsin-Madison CULER working papers. [Full Text][Citation analysis] | paper | 16 |
1997 | Income Taxes and House Prices In: Wisconsin-Madison CULER working papers. [Full Text][Citation analysis] | paper | 2 |
2012 | DESIGN OF ANOMALIES FUNDS: CONCEPTS AND EXPERIENCE In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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