Valuation smoothing without temporal aggregation

Author:

Brown Gerald R.,Matysiak George A.

Publisher

Informa UK Limited

Subject

Urban Studies,Geography, Planning and Development

Reference5 articles.

1. Brown, G.R. and Matysiak, G.A. (1997) Sticky Prices, Aggregation Effects and Property Indices, Paper presented at the 1997 International AREUEA Conference, University of California, Berkeley.

2. deRoos, J.A. (1994) Smoothing in the Appraised Values of Real Estate, Working paper - Cornell University.

3. Harvey, A.C. (1993) Time Series Models, Harvester Wheatsheaf, New York.

4. Lizieri, C.M. and Satchell, S. (1996) Property Company Performance and Real Interest Rates: A Regime-Switching Approach, Working Paper in Land Management, No 45, Department of Land Management and Development, University of Reading.

5. Maitland-Smith, J. (1996) Value Indices of Commercial Real Estate: A Markov Switching Process? Discussion Papers in Urban and Regional Economics, No 115, Department of Economics, University of Reading.

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