Details about Gabriel S. Lee

Access statistics for papers by Gabriel S. Lee.

Last updated 2012-10-01. Update your information in the RePEc Author Service.

Short-id: ple200

Working Papers

2010

1. Risk Shocks and Housing Markets
   Working Papers, University of California at Davis, Department of Economics
   Also in Economics Series, Institute for Advanced Studies (2010) View citations (1)
   Working Papers, University of California, Davis, Department of Economics
   2010 Meeting Papers, Society for Economic Dynamics (2010)
   Working Papers, University of California, Davis, Department of Economics (2010)

2008

2. Bank lending effect on German commercial property prices
   University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics

2006

3. Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models
   Computing in Economics and Finance 2006, Society for Computational Economics
4. Time-Varying Uncertainty and the Credit Channel
   Working Papers, University of California at Davis, Department of Economics
   Also in Working Papers, University of California, Davis, Department of Economics (2006)
   Economics Series, Institute for Advanced Studies (2002)
   Working Papers, University of California at Davis, Department of Economics (2002)
   Computing in Economics and Finance 2002, Society for Computational Economics (2002) View citations (3)
   Working Papers, University of California, Davis, Department of Economics (2004) View citations (4)
   See also Journal Article in Bulletin of Economic Research (2008)

2005

5. A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models
   Working Papers, University of California, Davis, Department of Economics View citations (2)
   Also in Working Papers, University of California at Davis, Department of Economics (2005) View citations (2)
   See also Journal Article in Journal of Economic Dynamics and Control (2010)
6. Agency Costs and Investment Behavior
   Economics Series, Institute for Advanced Studies

2003

7. Effects of Securities Transaction Taxes on Depth and Bid-Ask Spread
   Economics Series, Institute for Advanced Studies
   See also Journal Article in Economic Theory (2007)

2001

8. Empirical Performance of the Czech and Hungarian Index Options under Jump
   Economics Series, Institute for Advanced Studies
9. Legal Restrictions on Portfolio Holdings: Some Empirical Results
   Economics Series, Institute for Advanced Studies

Journal Articles

2011

1. Rationale Erklärungen für Immobilienpreis‐Bubbles: Die Auswirkungen von Risikoschocks auf die Wohnimmobilienpreisvolatilität und die Volatilität von Investitionen in Wohnimmobilien
   Perspektiven der Wirtschaftspolitik, 2011, 12, (2), 151-169 View citations (1)

2010

2. A new algorithm for solving dynamic stochastic macroeconomic models
   Journal of Economic Dynamics and Control, 2010, 34, (3), 388-403
   See also Working Paper (2005)

2008

3. TIME-VARYING UNCERTAINTY AND THE CREDIT CHANNEL
   Bulletin of Economic Research, 2008, 60, (4), 375-403 View citations (4)
   See also Working Paper (2006)

2007

4. Effects of Securities Transaction Taxes on Depth and Bid-Ask Spread
   Economic Theory, 2007, 31, (2), 393-400 View citations (1)
   See also Working Paper (2003)

2002

5. The Endowment Effect, Status Quo Bias and Loss Aversion: Rational Alternative Explanation
   Journal of Risk and Uncertainty, 2002, 25, (1), 87-101

2001

6. Austrian Demography and Housing Demand: Is There a Connection
   Empirica, 2001, 28, (3), 259-276

1999

7. Housing Investment Dynamics, Period of Production, and Adjustment Costs
   Journal of Housing Economics, 1999, 8, (1), 1-25
8. Housing cycles and the period of production
   Applied Economics, 1999, 31, (10), 1219-1230