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Marc Francke
Marc Francke
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Cited by
Cited by
Year
Housing markets in a pandemic: Evidence from historical outbreaks
M Francke, M Korevaar
Journal of Urban Economics 123, 103333, 2021
1522021
Repeat sales index for thin markets: a structural time series approach
MK Francke
The Journal of Real Estate Finance and Economics 41, 24-52, 2010
1222010
The hierarchical trend model for property valuation and local price indices
MK Francke, GA Vos
The Journal of Real Estate Finance and Economics 28, 179-208, 2004
822004
Price and transaction volume in the Dutch housing market
ER De Wit, P Englund, MK Francke
Regional Science and Urban Economics 43 (2), 220-241, 2013
802013
Land, structure and depreciation
MK Francke, AM van de Minne
Real Estate Economics 45 (2), 415-451, 2017
652017
Internet search behavior, liquidity and prices in the housing market
DW van Dijk, MK Francke
Real Estate Economics 46 (2), 368-403, 2018
542018
Efficient computation of hierarchical trends
MK Francke, AF de Vos
Journal of Business & Economic Statistics 18 (1), 51-57, 2000
502000
Likelihood functions for state space models with diffuse initial conditions
MK Francke, SJ Koopman, AF De Vos
Journal of Time Series Analysis 31 (6), 407-414, 2010
402010
The hierarchical repeat sales model for granular commercial real estate and residential price indices
MK Francke, A Van de Minne
The journal of real estate finance and economics 55, 511-532, 2017
342017
Modeling unobserved heterogeneity in hedonic price models
M Francke, A Van de Minne
Real Estate Economics 49 (4), 1315-1339, 2021
332021
The hierarchical trend model
MK Francke
Mass appraisal methods: An international perspective for property valuers …, 2008
322008
Using revisions as a measure of price index quality in repeat-sales models
A van de Minne, M Francke, D Geltner, R White
The Journal of Real Estate Finance and Economics 60, 514-553, 2020
312020
Evaluation of house price models using an ECM approach: the case of the Netherlands
M Francke, S Vujic, GA Vos
OFRC Working Paper, 2009
282009
Marginal likelihood and unit roots
MK Francke, AF de Vos
Journal of Econometrics 137 (2), 708-728, 2007
242007
Precision in a seller’s market: Round asking prices lead to higher counteroffers and selling prices
M Leib, NC Köbis, M Francke, S Shalvi, M Roskes
Management Science 67 (2), 1048-1055, 2021
172021
Risk-neutral valuation of real estate derivatives
D Van Bragt, MK Francke, SN Singor, AAJ Pelsser
Journal of derivatives 23 (1), 89-110, 2015
172015
A machine learning approach to price indices: Applications in commercial real estate
FD Calainho, AM van de Minne, MK Francke
The Journal of Real Estate Finance and Economics, 1-30, 2022
152022
Losses on Dutch residential mortgage insurances
MK Francke, FPW Schilder
Journal of European Real Estate Research 7 (3), 307-326, 2014
132014
De waardeontwikkeling op de woningmarkt in aardbevingsgevoelige gebieden rond het Groningenveld
MK Francke, KM Lee
Ortec Finance Research Center, Rotterdam, 2013
132013
Forecasting US commercial property price indexes using dynamic factor models
A Van de Minne, M Francke, D Geltner
Journal of Real Estate Research 44 (1), 29-55, 2022
122022
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