Real estate investment dynamics:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2010
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| Schlagworte: | |
| Online-Zugang: | Volltext https://nbn-resolving.org/urn:nbn:de:bvb:355-epub-166645 Inhaltsverzeichnis |
| Beschreibung: | II, 160 Bl. graph. Darst. |
Internformat
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Datensatz im Suchindex
| _version_ | 1804143356339552256 |
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| adam_text | IMAGE 1
REAL ESTATE INVESTMENT
DYNAMICS
DISSERTATION
ZUR ERLANGUNG DES GRADES EINES DOKTORS DER WIRTSCHAFTSWISSENSCHAFTEN
EINGEREICHT AN DER WIRTSCHAFTSWISSENSCHAFTLICHEN FAKULTAET
DER UNIVERSITAET REGENSBURG
VORGELEGT VON
JOHANNES GRUBER
BERICHTERSTATTER :
PROF. DR. GABRIEL S. LEE
PROF. DR. ROLF TSCHERNIG
TAG DER DISPUTATION: 7. MAI 2010
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1008153850
DIGITALISIERT DURCH
IMAGE 2
CONTENTS
LIST OF FIGURES 4
I HOUSING, TIME-TO-BUILD, A ND T HE BUSINESS CYCLE 8
1 INTRODUCTION 9
2 REAL BUSINESS CYCLE MODELS 15
2.1 THE PROTOTYPE RBC MODEL 19
2.1.1 HOUSEHOLDS 19
2.1.2 FIRMS 20
2.1.3 EQUILIBRIUM AND FIRST ORDER NECESSARY CONDITIONS 21
2.1.4 THE RBC MODEL FORMULATED AS A RAMSEY PROBLEM 25
2.1.5 BALANCED GROWTH AND RESTRICTIONS ON TECHNOLOGY AND PREFERENCES .
28 2.1.6 STATIONARY ECONOMIES AND FUNCTIONAL FORMS 30
2.1.7 AN ANALYTICAL SOLUTION 32
2.1.8 STEADY STATES AND CONVERGENCE 33
2.1.9 NUMERICAL SOLUTION AND CALIBRATION 36
2.2 MULTI-SECTOR RBC MODELS 39
3 A MULTI-SECTOR RBC MODEL WITH TIME-TO-BUILD 49
3.1 ECONOMIC ENVIRONMENT 49
3.1.1 FINAL GOODS PRODUCTION 50
3.1.2 PRODUCTIVITY 51
3.1.3 THE HOUSING SECTOR 51
3.1.4 TIME-TO-BUILD 52
3.1.5 GOVERNMENT 54
3.1.6 HOUSEHOLDS 55
3.2 THE RECURSIVE COMPETITIVE EQUILIBRIUM 57
3.2.1 THE HOUSEHOLD SECTOR 58
3.2.2 THE PRODUCTION SECTORS 59
3.2.3 DEFINITION 61
IMAGE 3
3.3 BALANCED GROWTH AND SOLUTION METHOD 62
3.4 CALIBRATION AND DATA 64
3.4.1 CONSUMPTION 64
3.4.2 HOUSE PRICES 65
3.4.3 TOTAL FIXED INVESTMENT 65
3.4.4 AGGREGATE STOCKS AND DEPRECIATION OF CAPITAL AND HOUSING 65 3.4.5
PRODUCTIVITY AND PREFERENCE PARAMETERS 66
3.4.6 TAX RATES 67
3.4.7 SOLOW RESIDUAL 67
3.4.8 TIME-TO-BUILD TECHNOLOGY 69
4 RESULTS 70
4.1 FIRST MOMENTS 71
4.2 SECOND MOMENTS 71
4.3 IMPULSE RESPONSES 74
5 CONCLUSIONS 77
II G E R M AN COMMERCIAL P R O P E R TY PRICES AND B A NK LENDING 80
6 INTRODUCTION 81
7 DATA AND RELATED LITERATURE 85
7.1 DATA DESCRIPTION 85
7.2 GERMAN COMMERCIAL PROPERTY DEVELOPMENT 86
7.3 MACROECONOMICS, BANK LENDING AND REAL ESTATE LINKAGE 88
8 VECTOR AUTOREGRESSION (VAR) AND EMPIRICAL ANALYSIS 91
8.1 VAR 91
8.2 EMPIRICAL RESULTS AND IMPLICATIONS 96
8.2.1 GERMANY: IMPULSE RESPONSE ANALYSES AND VARIANCE DECOM- POSITION 97
8.2.2 BAVARIA: IMPULSE RESPONSE ANALYSES AND VARIANCE DECOM- POSITION 99
8.2.3 NORDRHEIN - WESTFALEN: IMPULSE RESPONSE ANALYSES AND VARI- ANCE
DECOMPOSITION 101
9 CONCLUSION 104
10 APPENDIX PART I 106
10.1 APPENDIX A 107
10.1.1 DATA 107
10.1.2 SOLOW RESIDUAL 108
10.2 APPENDIX B I LL
10.2.1 FIRST ORDER CONDITIONS I LL
IMAGE 4
10.2.2 FOC WITH EFFICIENCY CONDITIONS FROM GOODS PRODUCTION 114
10.2.3 STEADY STATE EQUATIONS 115
10.3 APPENDIX C 116
10.3.1 GROWTH RATES 116
10.4 APPENDIX D 123
10.4.1 SOLUTION PROCEDURE 123
10.4.2 THE REDUCED SYSTEM 126
10.4.3 POLICY FUNCTIONS FOR W, 129
10.4.4 POLICY FUNCTIONS FOR X ( +1 130
10.4.5 POLICY FUNCTIONS FOR UI 130
10.5 APPENDIX E 132
10.5.1 MATLAB CODE FOR THE DSGE MODEL 132
BIBLIOGRAPHY 147
|
| any_adam_object | 1 |
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| bvnumber | BV036711827 |
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| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| indexdate | 2024-07-09T22:46:22Z |
| institution | BVB |
| language | English |
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| spelling | Gruber, Johannes Verfasser (DE-588)138370028 aut Real estate investment dynamics vorgelegt von Johannes Gruber 2010 II, 160 Bl. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Regensburg, Univ., Diss., 2010 Immobilienwirtschaft (DE-588)4113997-5 gnd rswk-swf Volkswirtschaft (DE-588)4063885-6 gnd rswk-swf Investition (DE-588)4027556-5 gnd rswk-swf Wirtschaftskrise (DE-588)4066466-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Immobilienwirtschaft (DE-588)4113997-5 s Investition (DE-588)4027556-5 s Volkswirtschaft (DE-588)4063885-6 s Wirtschaftskrise (DE-588)4066466-1 s b DE-604 Erscheint auch als Online-Ausgabe urn:nbn:de:bvb:355-epub-166645 http://epub.uni-regensburg.de/16664/ Verlag kostenfrei Volltext https://nbn-resolving.org/urn:nbn:de:bvb:355-epub-166645 Resolving-System DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020629902&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Gruber, Johannes Real estate investment dynamics Immobilienwirtschaft (DE-588)4113997-5 gnd Volkswirtschaft (DE-588)4063885-6 gnd Investition (DE-588)4027556-5 gnd Wirtschaftskrise (DE-588)4066466-1 gnd |
| subject_GND | (DE-588)4113997-5 (DE-588)4063885-6 (DE-588)4027556-5 (DE-588)4066466-1 (DE-588)4113937-9 |
| title | Real estate investment dynamics |
| title_auth | Real estate investment dynamics |
| title_exact_search | Real estate investment dynamics |
| title_full | Real estate investment dynamics vorgelegt von Johannes Gruber |
| title_fullStr | Real estate investment dynamics vorgelegt von Johannes Gruber |
| title_full_unstemmed | Real estate investment dynamics vorgelegt von Johannes Gruber |
| title_short | Real estate investment dynamics |
| title_sort | real estate investment dynamics |
| topic | Immobilienwirtschaft (DE-588)4113997-5 gnd Volkswirtschaft (DE-588)4063885-6 gnd Investition (DE-588)4027556-5 gnd Wirtschaftskrise (DE-588)4066466-1 gnd |
| topic_facet | Immobilienwirtschaft Volkswirtschaft Investition Wirtschaftskrise Hochschulschrift |
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