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US commercial real estate indices: transaction-based and constant-liquidity indices

In: Real estate indicators and financial stability

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  • Donald R Haurin

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Suggested Citation

  • Donald R Haurin, 2005. "US commercial real estate indices: transaction-based and constant-liquidity indices," BIS Papers chapters, in: Bank for International Settlements (ed.), Real estate indicators and financial stability, volume 21, pages 232-242, Bank for International Settlements.
    • Handle: RePEc:bis:bisbpc:21-18
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    File URL: http://www.bis.org/publ/bppdf/bispap21r.pdf
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    References listed on IDEAS

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    1. Jeffrey Fisher & Dean Gatzlaff & David Geltner & Donald Haurin, 2003. "Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 31(2), pages 269-303, June.
    2. Gatzlaff, Dean H & Haurin, Donald R, 1997. "Sample Selection Bias and Repeat-Sales Index Estimates," The Journal of Real Estate Finance and Economics, Springer, vol. 14(1-2), pages 33-50, Jan.-Marc.
    3. Munneke, Henry J & Slade, Barrett A, 2000. "An Empirical Study of Sample-Selection Bias in Indices of Commercial Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 21(1), pages 45-64, July.
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    Cited by:

    1. Andrey Pavlov & Eva Steiner & Susan Wachter, 2018. "The Consequences of REIT Index Membership for Return Patterns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 46(1), pages 210-250, March.

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