Real Estate Economics

1973 - 2025

Current editor(s): Crocker Liu, N. Edward Coulson and Walter Torous

From American Real Estate and Urban Economics Association
Contact information at EDIRC.
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Loan Loss Severity and Optimal Mortgage Default pp. 353-371: Vassilis Lekkas, John Quigley and Robert Van Order
Pricing Mortgage‐Backed Securities: Integrating Optimal Call and Empirical Models of Prepayment pp. 373-404: Wayne R. Archer and David Ling
Equity and Nonequity Determinants of FHA Single‐Family Mortgage Foreclosures in the 1980s pp. 405-430: Patric Hendershott and William R. Schultz
Mortgage Prepayment and Default Decisions: A Poisson Regression Approach pp. 431-449: Eduardo S. Schwartz and Walter N. Torous
Commercial Mortgage Defaults: Proportional Hazards Estimation Using Individual Loan Histories pp. 451-480: Kerry Vandell, Walter Barnes, David Hartzell, Dennis Kraft and William Wendt
Mortgage Refinancing with Asymmetric Information pp. 481-510: T.L. Tyler Yang and Brian A. Maris
The Integration of Mortgage Markets and Capital Markets pp. 511-538: Paul R. Goebel and Christopher K. Ma

Editor's Introduction pp. 207-210: Kerry Vandell
Handing Over the Keys: A Perspective on Mortgage Default Research pp. 211-246: Kerry Vandell
Transaction Costs, Suboptimal Termination and Default Probabilities pp. 247-263: James Kau, Donald Keenan and Taewon Kim
Commercial Mortgage Pricing with Unobservable Borrower Default Costs pp. 265-291: Timothy J. Riddiough and Howard E. Thompson
Explaining Refinancing Decisions Using Microdata pp. 293-311: Amy Dickinson and Andrea J. Heuson
Elective Mortgage Prepayment: Termination and Curtailment pp. 313-332: Peter Chinloy
Why Do We Have ARMs? pp. 333-345: Jan Brueckner

An Investigation of the Change in Real Estate Investment Trust Betas pp. 107-130: Terence Khoo, David Hartzell and Martin Hoesli
Incentive Problems and General Partner Compensation in Limited Partnership Real Estate Investments pp. 131-140: James R. Hamill
Temporal Aggregation in Real Estate Return Indices pp. 141-166: David Geltner
The Impact of Natural Hazards on Housing Values: The Loma Prieta Earthquake pp. 167-184: James Murdoch, Harinder Singh and Mark Thayer
Dividend Policies and Dividend Announcement Effects for Real Estate Investment Trusts pp. 185-201: Ko Wang, John Erickson and George W. Gau

Inflation Risk, Payment Tilt, and the Design of Partially Indexed Affordable Mortgages pp. 1-25: William H. Scott, Arthur L. Houston and A. Quang Do
Lender Forbearance: Evidence from Mortgage Delinquency Patterns pp. 27-46: Thomas M. Springer and Neil G. Waller
Mortgage‐Backed Futures and Options pp. 47-67: David Ling
Owner Tenancy as Credible Commitment under Uncertainty pp. 69-82: John Glascock, C. F. Sirmans and Geoffrey K. Turnbull
Leasing as a Lottery: Implications for Rational Building Surges and Increasing Vacancies pp. 83-106: Joseph Gyourko and Richard Voith

The Value of Building Codes pp. 501-517: Peter F. Colwell and Abdullah Yavas
The Welfare Effects of Non‐Price Competition Among Real Estate Brokers pp. 519-532: Thomas Miceli
A Simple Search and Bargaining Model of Real Estate Markets pp. 533-548: Abdullah Yavas
Institutional Portfolios: Diversification through Farmland Investment pp. 549-571: David A. Lins, Bruce Sherrick and Aravind Venigalla
Seasonal Variation in Cost‐of‐Funds at Thrift Institutions pp. 573-582: Frank E. Nothaft and George H. K. Wang

Self‐Selection in the Fixed‐Rate Mortgage Market pp. 359-391: T. L. Tyler Yang
An Empirical Investigation of the Contingent‐Claims Approach to Pricing Residential Mortgage Debt pp. 393-426: S. Michael Giliberto and David Ling
Biased Prediction of Housing Values pp. 427-456: John Knight, Carter Hill and C. F. Sirmans
What Does the Stock Market Tell Us About Real Estate Returns? pp. 457-485: Joseph Gyourko and Donald Keim
Sell‐Offs of U.S. Real Estate: The Effect of Domestic versus Foreign Buyers on Shareholder Wealth pp. 487-500: F. C. Neil Myer, Ling T. He and James R. Webb

Research on Office Markets pp. 155-160: Henry O. Pollakowski
Integrating Research on Markets for Space and Capital† pp. 161-180: Jeffrey D. Fisher
The Markets for Real Estate Assets and Space: A Conceptual Framework pp. 181-198: Denise DiPasquale and William C. Wheaton
Towards a Real Estate Land use Modeling Paradigm pp. 199-209: Yoon Dokko and Robert H. Edelstein
Current Issues in the Analysis of Commercial Real Estate pp. 211-227: Jeffrey D. Fisher and R. Brian Webb
Intrametropolitan Location and Office Market Dynamics pp. 229-258: John Clapp, Henry O. Pollakowski and Lloyd Lynford
Security Deposits, Adverse Selection and Office Leases pp. 259-272: John D. Benjamin, James D. Shilling and C. F. Sirmans
Office Rent Determinants in the Chicago Area pp. 273-287: Edwin S. Mills
Influence of Rent Differentials on the Choice between Office Rent Contracts with and without Relocation Provisions pp. 289-302: John D. Benjamin, J. Sa‐Aadu and James D. Shilling
Did Office Market Size Matter in the 1980s? A Time‐Series Cross‐Sectional Analysis of Metropolitan Area Office Markets pp. 302-324: Henry O. Pollakowski, Susan Wachter and Lloyd Lynford
Transactions‐Driven Commercial Real Estate Returns: The Panacea to Asset Allocation Models? pp. 325-357: R. Brian Webb, Mike Miles and David Guilkey

Appraisal‐Based Real Estate Returns under Alternative Market Regimes pp. 1-24: Carmelo Giaccotto and John Clapp
The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency pp. 25-54: Brent Ambrose, Esther Ancel and Mark D. Griffiths
Predicting Commercial Mortgage Foreclosure Experience pp. 55-88: Kerry Vandell
The Principal‐Agent Relationship in Real Estate Brokerage Services pp. 89-106: Michael Arnold
Optimal Comparable Selection and Weighting in Real Property Valuation: An Extension pp. 107-123: George W. Gau, Tsong‐Yue Lai and Ko Wang
Real Estate Values, Federal Income Taxation, and the Importance of Local Market Conditions pp. 125-139: David Ling
The Price Effects of Cash versus Mortgage Transactions pp. 141-154: Paul K. Asabere, Forrest E. Huffman and Seyed Mehdiany