Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 105 for “"price index"”.
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Chilean residential and commercial real estate price index
… estate market, little has been done to study the price dynamic of real estate. Currently, the Chilean industry has two types of residential indices that do not effectively present the available information. One of the existing indices uses the correct methodology (Hedonic Method), but it does not …
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Bayesian Modeling of a High Resolution Housing Price Index
… have the representative power to encode the fine price dynamics apparent in local markets, such as neighborhoods and census tracts, and therefore leads to distorted price predictions. A challenge in moving to estimates at, for example, the census tract level is the sparsity of spatiotemporally …
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The construction of house price index: modelling by incorporating absolute location
Price of residential property plays a very important role in the economy of developed countries. Price is an element for individual or household to decide on selling and buying properties, and to invest in the direct property market. In response to such a demand, most developed countries have …
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Developing a new CMBS hedging tool : a property price index-based synthetic
… the physical assets. Recent developments of CMBS index-based synthetics, namely the CMBX, have allowed systematic market exposure to a basket of CMBS credit default swaps. The creation of these credit derivatives indices has enabled market participants to trade rating-specific risk, hedge against …
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The construction of a price index for the South African Medical Scheme Industry
A methodology is proposed for constructing a price index that reflects the change in the prices of the goods and services purchased by medical schemes in South Africa. The methodological choices were made taking cognisance of the unique characteristics of the South African medical scheme …
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Empirical testing of real option-pricing models using land price index in Japan
… the way uncertainty plays a role in built land prices. This paper provides basic real option pricing models of land prices on the demand side in central Tokyo. The model in this research analyzes micro land prices covering individual lot data provided by the Land Price Index. Since land prices …
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A simplified constant-liquidity price index for U.S. commercial property based on the RCA database
… the endogenous relationship between transaction price and volume in commercial real estate markets in order to construct a simple "constant-liquidity price index" (SCLI) applicable to general transaction databases such as that of Real Capital Analytics Inc (a MIT/CRE member firm). By recognizing …
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Rapid change in the personal computer market : a quality-adjusted Hedonic Price Index 1976-1987
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1988.
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Spatial variation of the food price index in Canada's Northwest Territories: a ridge regression analysis
… the spatial variation in the 1985 Food Price Index (FPI) at destinations in the Northwest Territories (NWT). It follows a conceptual model that assumes the FPI varies directly with the accessibility of a given northern destination to the metropolitan South. Accessibility has been defined …
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Share price response associated with additions to and deletions from the S&P ASX 200 share price index
… managers, against the returns available on the index. So that they may at least mimic the return on the index many fund managers will weight the assets in their portfolio to match that of the index. The present study uses a raw return, a dividend adjusted return and a market model return to …
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A full century of monthly Canadian stock price index returns : a review of the Fisher hypothesis and some anomalies
… primary data on the behaviour of Canadian stock prices since the turn of the 19th century are combined with the existing Toronto Stock Exchange Stock Price Return Index to provide a stock price index that spans the full length of the 20th century. Although long period returns have been available …
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Essays on the Use of Duality, Robust Empirical Methods, Panel Treatments, and Model Averaging with Applications to Housing Price Index Construction and World Productivity Growth
… by both the production technology and market prices. Chapter 2 utilizes the duality between the production maximization problem and cost minimization problem to uncover the shadow prices of inputs, and constructs corresponding price indexes for further analysis. This chapter is motivated by …
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Pricing inflation-linked derivatives using the Jarrow-Yildirim model
In this thesis we price inflation linked swaps, Caplet, Floorlet and Option on real zero coupon bond on foreign-currency analogy, as Hughston (1998) [20]. The nominal assets are thought of as domestic assets, real assets as foreign assets and the consumer price index is interpreted as the exchange …
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Second home real estate market : economic analysis of residential pricing behavior near Heavenly Ski Resort, CA
… pricing behaviors and to forecast future prices using an econometric model derived from economic, demographic, and climate data. In order to do this study, we gathered historical residential sales data from 1988 to 2008 for the study area, which is limited to residential houses located …
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The dynamic effect of macroeconomic factors on housing prices: Evidence from South Africa
… relationship between South African real house prices and macroeconomic fundamentals (gross domestic product, mortgage rate, exchange rate-USDZAR, affordability, household debt to disposable income, unemployment rate, share prices (JSE ALL share index), foreign direct investment, and producer …
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Theoretically Valid Aggregates in the Absence of Homothetic Preferences, Separable Utility, and Complete Price Data
… requires the relative intra-group commodity prices to be independent of the group price index. This study compares the results of estimating a demand system for composite beef, pork, and poultry products under the assumptions of weak separability and the Generalized Composite Commodity …
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Nekilnojamojo turto rinka ir demografija /
… have analysed foreign real estate market‘s price changes. All these researchers have identified population, labour force, emigration and ageing as factors which have the crucial importance to the real estate industry. The main goal of this paper is to evaluate those factors and its emphasis …
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The Boston Seaport : an economic analysis of large scale urban redevelopment on adjacent residential real estate values
This paper develops a Repeat-Sales Price Index on an unbalanced panel of residential real estate properties. Facilitated by price index creation, this study analyzes the change in housing price levels in South Boston, Massachusetts over the period of time of a major adjacent redevelopment, The …
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Estimating potential output per capita for Zimbabwe
… Domestic Product per Capita (GDPC), Consumer Price Index and unemployment rate presented as yt, pt and ut respectively. The long‐run SVAR model estimation was done to show the permanent effect of unemployment, consumer price index and gross domestic product per capita on potential output of …
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