Francke, M. and de Vos, A.F. (2007). Marginal Likelihood and Unit Roots Journal of Econometrics, 137(2):708--728.
Marc Francke
University
University of Amsterdam
E-mail
Research field
Finance
Interests
Applied Econometrics, Finance, Regional and Urban Economics
Website
Biography
Marc Francke is full professor Real Estate Analytics at the University of Amsterdam. Most of his research involves residential and commercial real estate markets. Apart from his university position, professor Francke is Head of Real Estate Research at Ortec Finance. Professor Francke is Weimer School Fellow at the Homer Hoyt Institute and board member of the European Real Estate Society and secretary of the European Commercial Real Estate Data Alliance.
Key publications
List of publications
Francke, M., Rolheiser, L. and Van de Minne, A. (2024). Estimating Census Tract House Price Indexes: A New Spatial Dynamic Factor Approach Journal of Real Estate Finance and Economics, :.
Francke, M. and Van de Minne, A. (2022). Daily appraisal of commercial real estate a new mixed frequency approach Real Estate Economics, 50(5):1257--1281.
Dutra Calainho, F., Van de Minne, A. and Francke, M. (2022). A Machine Learning Approach to Price Indices: Applications in Commercial Real Estate Journal of Real Estate Finance and Economics, :.
Francke, M.K. and Korevaar, M. (2021). Housing Markets in a Pandemic: Evidence from Historical Outbreaks Journal of Urban Economics, 123:.
van der Vlist, ArnoJ., Francke, MarcK. and Schoenmaker, DennisA.J. (2021). Agglomeration Economies and Capitalization Rates: Evidence from the Dutch Real Estate Office Market Journal of Real Estate Finance and Economics, :.
Francke, M. and van de Minne, A. (2021). Modeling unobserved heterogeneity in hedonic price models Real Estate Economics, 49(4):1315--1339.
van Dijk, DorinthW. and Francke, MarcK. (2021). Commonalities in Private Commercial Real Estate Market Liquidity and Price Index Returns Journal of Real Estate Finance and Economics, :.
van de Minne, A., Francke, M., Geltner, D. and White, R. (2020). Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models Journal of Real Estate Finance and Economics, 60(4):514--553.
Dröes, M. and Francke, M. (2018). What Causes the Positive Price-Turnover Correlation in European Housing Markets? Journal of Real Estate Finance and Economics, 57(4):618--646.
van Dijk, D.W. and Francke, M. (2018). Internet search behavior, liquidity, and prices in the housing market Real Estate Economics, 46(2):368--403.
Francke, M. and van de Minne, A. (2017). The Hierarchical Repeat Sales Model for Granular Commercial Real Estate and Residential Price Indices Journal of Real Estate Finance and Economics, 55(4):511--532.
Francke, M. and van de Minne, A.M. (2017). Land, structure and depreciation Real Estate Economics, 45(2):415--451.
van Bragt, D., Francke, M., Singor, S. and Pelsser, A. (2015). Risk-neutral valuation of real estate derivatives Journal of Derivatives, 23(1):89--110.
Constantinescu, M. and Francke, M. (2013). The historical development of the Swiss rental market: A new price index Journal of Housing Economics, 22(2):135--145.
de Wit, E.R., Englund, P. and Francke, M. (2013). Price and transaction volume in the Dutch housing market Regional Science and Urban Economics, 43(2):220--241.
Francke, M. (2010). Repeat sales index for thin markets: a structural time series approach Journal of Real Estate Finance and Economics, 41(1):24--52.
Francke, M. and de Vos, A.F. (2007). Marginal Likelihood and Unit Roots Journal of Econometrics, 137(2):708--728.
Francke, M. and Vos, G. (2002). The Hierarchical Trend Model for property valuation and local price indices Journal of Real Estate Finance and Economics, 28:179--208.