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The stochastic city
5 references·16 citing·44 second hop
The stochastic city (1990)The stochastic cityThe fundamentals of land prices and urban growth (1989)The fundamentals of land pric…Urban Land Prices Under Uncertainty (1985)Urban Land Prices Under Uncer…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equat…The Value of Waiting to Invest (1982)The Value of Waiting to InvestIrreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Urban Growth and Its Aggregate Implications (2023)Urban Growth and Its Aggregat…Urban Land Use (2015)Urban Land UseThe Economic Implications of House Price Capitalization: A Synthesis (2015)The Economic Implications of …Supply Elasticity and the Housing Cycle of the 2000s (2013)Supply Elasticity and the Hou…An economic agent-based model of coupled housing and land markets (CHALMS) (2011)An economic agent-based model…NEW DIRECTIONS FOR URBAN ECONOMIC MODELS OF LAND USE CHANGE: INCORPORATING SPATIAL DYNAMICS AND HETEROGENEITY (2010)NEW DIRECTIONS FOR URBAN ECON…Why do households without children support local public schools? Linking house price capitalization to school spending (2008)Why do households without chi…Where are the speculative bubbles in US housing markets? (2008)Where are the speculative bub…What Causes Spatial Variations in Economic Development in the United States? (2008)What Causes Spatial Variation…Spatial configurations in a periurban city. A cellular automata-based microeconomic model (2007)Spatial configurations in a p…House price uncertainty, timing of development, and vacant land prices: Evidence for real options in Seattle (2005)House price uncertainty, timi…The Role of Uncertainty in Investment: An Examination of Competing Investment Models Using Commercial Real Estate Data (2000)The Role of Uncertainty in In…Residential Construction: Using the Urban Growth Model to Estimate Housing Supply (2000)Residential Construction: Usi…School Quality and Real House Prices: Inter- and Intrametropolitan Effects (1996)School Quality and Real House…Expectations, efficiency, and euphoria in the housing market (1996)Expectations, efficiency, and…The persistence of real estate cycles (1995)The persistence of real estat…Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach (1984)The Efficiency of the Market for Single-Family Homes (1988)House Price Dynamics: The Role of Tax Policy and Demography (1991)The Long-Run Price Elasticity of Supply of New Residential Construction in the United States and the United Kingdom (2001)The Role of Speculation in Real Estate Cycles (2005)Housing markets and the economy: the assessment (2008)Capital Theory and Investment Behavior (1963)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Joint Ventures and the Option to Expand and Acquire (1991)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Understanding business cycles (1977)Policy Uncertainty and Corporate Investment (2015)The Economics of Exhaustible Resources (1931)A Pure Theory of Local Expenditures (1956)Public Goods and Ethnic Divisions (1999)Educational Outcomes and House Values: A Test of the value added Approach* (2006)The Effect of Density Zoning on Racial Segregation in U.S. Urban Areas (2009)Spatial-difference-in-differences models for impact of new mass rapid transit line on private housing values (2017)Cities and Housing. (1970)Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Wages, Rents, and the Quality of Life (1982)Selling Time and Selling Price: The Influence of Seller Motivation (1998)A critical review of literature on the hedonic price model (2003)Which school attributes matter? The influence of school district performance and demographic composition on property values (2007)The Pricing of Options and Corporate Liabilities (1973)Real estate development as an option (1991)The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets (1996)Theory of rational option pricing (2005)Spatial Econometrics: Methods and Models (1988)Credit Cycles (1997)An Empirical Examination of the Timing of Land Conversions in the Presence of Farmland Preservation Programs (2008)Analyzing Accessibility Using Parcel Data: Is There Still an Access–Space Trade-Off in Long Beach, California? (2017)A Theory of the Allocation of Time (1965)Bowling alone: the collapse and revival of American community (2000)The Costs of Agglomeration: House and Land Prices in French Cities (2018)Career Incentives of City Leaders and Urban Spatial Expansion in China (2019)JUE insight: Are city centers losing their appeal? Commercial real estate, urban spatial structure, and COVID-19 (2021)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Backward Stochastic Differential Equations in Finance (1997)Controlled Markov Processes and Viscosity Solutions (2005)Land use regulation and new construction (2000)Metropolitan-Specific Estimates of the Price Elasticity of Supply of Housing, and Their Sources (2005)No Price Like Home: Global House Prices, 1870–2012 (2017)
this work references cited by second hop

References

  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1983Stochastic Differential Equations and Diffusion Processes3,836 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1985Urban Land Prices Under Uncertainty640 cited
  • 1989The fundamentals of land prices and urban growth482 cited

Cited by

  • 1996School Quality and Real House Prices: Inter- and Intrametropolitan Effects280 cited
  • 2000Residential Construction: Using the Urban Growth Model to Estimate Housing Supply270 cited
  • 2015Urban Land Use266 cited
  • 2008Why do households without children support local public schools? Linking house price capitalization to school spending218 cited
  • 2010NEW DIRECTIONS FOR URBAN ECONOMIC MODELS OF LAND USE CHANGE: INCORPORATING SPATIAL DYNAMICS AND HETEROGENEITY208 cited
  • 1995The persistence of real estate cycles200 cited
  • 2005House price uncertainty, timing of development, and vacant land prices: Evidence for real options in Seattle195 cited
  • 2008Where are the speculative bubbles in US housing markets?187 cited
  • 2000The Role of Uncertainty in Investment: An Examination of Competing Investment Models Using Commercial Real Estate Data139 cited
  • 1996

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Expectations, efficiency, and euphoria in the housing market
132 cited
  • 2008What Causes Spatial Variations in Economic Development in the United States?124 cited
  • 2011An economic agent-based model of coupled housing and land markets (CHALMS)121 cited
  • 2007Spatial configurations in a periurban city. A cellular automata-based microeconomic model117 cited
  • 2023Urban Growth and Its Aggregate Implications112 cited
  • 2013Supply Elasticity and the Housing Cycle of the 2000s109 cited
  • 2015The Economic Implications of House Price Capitalization: A Synthesis95 cited