Current Research | Simon Stevenson, University of Washington

Real Estate Investment Trusts

“REITs Price Reactions to Changes in Interest Rates Before and During Zero Lower Bound”, with Alexey Akimov.
“Non-Linear Mean Reversion in the Discount to Net Asset Value of Public Real Estate Firms”, with Alexey Akimov.

"Electricity Infrastructure and the Data Centre Market: Evidence from Global Data Centres", with Chyi Lin Lee & Jian Liang.
"Commonalities and Synchronization across US Office Market Cycles", with Alexey Akimov & James Young.
"Submarket Dynamics: An Analysis of the Seattle Office Market", with James Young.
“Real Estate and Inflation: Re-Examining the Long-Term Relationship using a Non-Linear Threshold Cointegration Framework”, with Alexey Akimov.
“Capital Market Expectations and the London Office Market”, with James Young.
"An Evaluation of Forecast Accuracy for Real Estate Index Data using Periodic ARIMA Models".

“Housing Markets and Monetary Policy: An International Comparative Examination of Monetary Shocks”, with Alexey Akimov.
“Assessing the Accuracy of Housing Start Forecasts”, with Dimitrios Papastamos & James Young.
"Does Jump Bidding In Residential Property Auctions Pay?", with Soon Hyeok Choi & James Young.
"A Graph-Fused Lasso Regression Approach for Modelling Spatial Heterogeneity in Real Estate Markets", with Obed Amo, Michael Pokojovy & Lei Zhang

“Correlation Forecasting and Portfolio Estimation Error”.
“Cross-Border Information Flows: The Sensitivity of Emerging Markets to U.S. Interest Rates”, with Alexey Akimov.
“How Accurate are Professional Inflation Forecasts? A Comparison with Econometric Specifications”, with Alexey Akimov, Fotis Mouzakis, Dimitrios Papastamos & James Young.