Publications Database

Welcome to the new Schulich Peer-Reviewed Publication Database!

The database is currently in beta-testing and will be updated with more features as time goes on. In the meantime, stakeholders are free to explore our faculty’s numerous works. The left-hand panel affords the ability to search by the following:

  • Faculty Member’s Name;
  • Area of Expertise;
  • Whether the Publication is Open-Access (free for public download);
  • Journal Name; and
  • Date Range.

At present, the database covers publications from 2012 to 2020, but will extend further back in the future. In addition to listing publications, the database includes two types of impact metrics: Altmetrics and Plum. The database will be updated annually with most recent publications from our faculty.

If you have any questions or input, please don’t hesitate to get in touch.

 

Search Results

Marc Francke, Lyndsey Rolheiser & Alex Van de Minne (2023). "Estimating Census Tract House Price Indexes: A New Spatial Dynamic Factor Approach", Journal of Real Estate Finance and Economics.

Open Access Download

Keywords
Abstract Geographically and temporally granular housing price indexes are difficult to construct. Data sparseness, in particular, is a limiting factor in their construction. A novel application of a spatial dynamic factor model allows for the construction of census tract level indexes on a quarterly basis while accommodating sparse data. Specifically, we augment the repeat sales model with a spatial dynamic factor model where loadings on latent trends are allowed to follow a spatial random walk thus capturing useful information from similar neighboring markets. The resulting indexes display less noise than similarly constructed non-spatial indexes and replicate indexes from the traditional repeat sales model in tracts where sufficient numbers of repeat sales pairs are available. The granularity and frequency of our indexes is highly useful for policymakers, homeowners, banks and investors.