Details about Gabriel S. Lee

Access statistics for papers by Gabriel S. Lee.

Last updated 2020-08-25. Update your information in the RePEc Author Service.

Short-id: ple200

Working Papers

2020

1. The Prices of Residential Land in German Counties
   Working Papers, Bavarian Graduate Program in Economics (BGPE)

2019

2. Time-Varying Risk Shocks and the Zero Lower Bound
   VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association
3. Uncertainty and Housing in a New Keynesian Monetary Model with Agency Costs
   ERES, European Real Estate Society (ERES)

2017

4. Effects of Macroeconomic Uncertainty and Labor Demand Shocks on the Housing Market
   Working Papers, Bavarian Graduate Program in Economics (BGPE) View citations (4)
   See also Journal Article in Real Estate Economics (2020)

2016

5. Effects of Uncertainty and Labor Demand Shocks on the Housing Market
   ERES, European Real Estate Society (ERES)

2010

6. Risk Shocks and Housing Markets
   2010 Meeting Papers, Society for Economic Dynamics
   Also in Economics Series, Institute for Advanced Studies (2010) View citations (2)
   Working Papers, University of California, Davis, Department of Economics (2010)

2008

7. 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 View citations (1)
   Also in ERES, European Real Estate Society (ERES) (2005)
8. MOBILITY AND TENURE CHOICE
   ERES, European Real Estate Society (ERES)

2007

9. Transaction Costs, Conveyancing Services and Markups: Entry and Competition for the German Notary Profession
   ERES, European Real Estate Society (ERES)

2006

10. A ROLE OF CREDIT CHANNEL AND UNCETAINTY ON HOUSING AND BUSINESS CYCLE
    ERES, European Real Estate Society (ERES)
11. Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models
    Computing in Economics and Finance 2006, Society for Computational Economics
12. Time-Varying Uncertainty and the Credit Channel
    Working Papers, University of California, Davis, Department of Economics
    Also in Computing in Economics and Finance 2002, Society for Computational Economics (2002) View citations (6)
    Working Papers, University of California, Davis, Department of Economics (2004)
    Economics Series, Institute for Advanced Studies (2002)
    See also Journal Article in Bulletin of Economic Research (2008)

2005

13. A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models
    Working Papers, University of California, Davis, Department of Economics View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2010)
14. Agency Costs and Investment Behavior
    Economics Series, Institute for Advanced Studies
15. Effects of Resale and Purchase Taxes on Primary and Secondary Real Estate Markets
    ERES, European Real Estate Society (ERES)

2003

16. 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

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

1998

19. Austrian Demography and Housing Demand: Is There a Connection?
    ERES, European Real Estate Society (ERES) View citations (1)
    See also Journal Article in Empirica (2001)

1992

20. Macroeconomic Impacts on Canadian Agricultural Prices
    Project Report Series, University of Alberta, Department of Resource Economics and Environmental Sociology

1991

21. Strucutral Versus Nonstructural VAR Models of Agricultural Prices and Exports
    Staff Paper Series, University of Alberta, Department of Resource Economics and Environmental Sociology

Journal Articles

2020

1. A New Measure of Real Estate Uncertainty Shocks
   Real Estate Economics, 2020, 48, (3), 744-771 View citations (8)
2. Effects of Macroeconomic Uncertainty and Labor Demand Shocks on the Housing Market
   Real Estate Economics, 2020, 48, (2), 345-372 View citations (2)
   See also Working Paper (2017)
3. Risk shocks with time-varying higher moments
   Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (2), 20

2014

4. Risk shocks and housing supply: A quantitative analysis
   Journal of Economic Dynamics and Control, 2014, 45, (C), 194-219 View citations (14)

2011

5. 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

6. A new algorithm for solving dynamic stochastic macroeconomic models
   Journal of Economic Dynamics and Control, 2010, 34, (3), 388-403 View citations (7)
   See also Working Paper (2005)

2008

7. TIME‐VARYING UNCERTAINTY AND THE CREDIT CHANNEL
   Bulletin of Economic Research, 2008, 60, (4), 375-403 View citations (20)
   See also Working Paper (2006)

2007

8. Effects of Securities Transaction Taxes on Depth and Bid-Ask Spread
   Economic Theory, 2007, 31, (2), 393-400 View citations (16)
   See also Working Paper (2003)

2002

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

2001

10. Austrian Demography and Housing Demand: Is There a Connection
    Empirica, 2001, 28, (3), 259-276 View citations (10)
    See also Working Paper (1998)

1999

11. Housing Investment Dynamics, Period of Production, and Adjustment Costs
    Journal of Housing Economics, 1999, 8, (1), 1-25 View citations (1)
12. Housing cycles and the period of production
    Applied Economics, 1999, 31, (10), 1219-1230 View citations (3)

1991

13. Structural versus Nonstructural Vector Autoregression Models of Agricultural Prices and Exports
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 1991, 39, (4), 755-756

Books

2018

1. On the Measure of Private Rental Market Regulation Index and its Effect on Housing Rents: Cross Country Evidence
   Beiträge zur Immobilienwirtschaft, University of Regensburg, Department of Economics