Robert J. Hill

University of Graz

Professor of Macroeconomics

Universitaetsstrasse 15 / FE

A-8010 Graz, 8010

Austria

SCHOLARLY PAPERS

10

DOWNLOADS

318

SSRN CITATIONS
Rank 28,715

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Top 28,715

in Total Papers Citations

2

CROSSREF CITATIONS

20

Scholarly Papers (10)

1.

Hedonic Price-Rent Ratios, User Cost, and Departures from Equilibrium in the Housing Market

UNSW Australian School of Business Research Paper No. 2012-45
Number of pages: 47 Posted: 06 Nov 2012
Robert J. Hill and Iqbal A. Syed
University of Graz and UNSW Australia Business School, School of Economics
Downloads 157 (188,171)
Citation 2

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Real estate, Housing market, Hedonic model, Price-rent ratio, Rental yield, Quality adjustment, User cost, Capital gains

2.

Momentum and Contrarian Stock-Market Indices

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 20, No. 1, 2010
Number of pages: 17 Posted: 04 Dec 2015
Jon Edward Eggins and Robert J. Hill
Russell Investments and University of Graz
Downloads 79 (307,395)

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3.

Accounting for Unrepresentative Products and Urban-Rural Price Differences in International Comparisons of Real Income: An Application to the Asia-Pacific Region

UNSW Australian School of Business Research Paper No. 2010 ECON 25
Number of pages: 38 Posted: 19 Dec 2010 Last Revised: 12 Aug 2013
Robert J. Hill and Iqbal A. Syed
University of Graz and UNSW Australia Business School, School of Economics
Downloads 56 (368,962)

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International Comparisons Program, Country-Product-Dummy Method, Price Index, Rural-Urban Price Di fferences, Representative and Unrepresentative Products, Shopping Outlet, China

4.

Owner Occupied Housing in the CPI and Its Impact on Monetary Policy During Housing Booms and Busts

Luxembourg Institute of Socio-Economic Research (LISER) Working Paper No. 2018-05
Number of pages: 72 Posted: 16 Feb 2018
Robert J. Hill, Miriam Steurer and Sofie R. Waltl
University of Graz, University of Graz - Institute of Public Economics and Luxembourg Institute of Socio-Economic Research (LISER)
Downloads 25 (493,417)
Citation 1

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Measurement of inflation, Owner occupied housing, User cost, Quantile regression, Hedonic imputation, Housing booms and busts, Inflation targeting

5.

Can Geospatial Data Improve House Price Indexes? A Hedonic Imputation Approach with Splines

Review of Income and Wealth, Vol. 64, Issue 4, pp. 737-756, 2018
Number of pages: 20 Posted: 16 Nov 2018
Robert J. Hill and Michael Scholz
University of Graz and Goethe University Frankfurt
Downloads 1 (652,327)
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housing market, house price measurement, geospatial spline surface, quality adjustment, semiparametric hedonic model

6.

Residential Real Estate, Risk, Return and Diversification: Some Empirical Evidence

Journal of Real Estate Finance and Economics, July 2019, Volume 59, Issue 1, pp 111–146
Posted: 14 Sep 2019
Daniel Melser and Robert J. Hill
Monash University and University of Graz

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Residential Real Estate; Hedonic Regression; Risk and Return; Diversification

7.

Improving International Comparisons of Prices at Basic Heading Level: An Application to the Asia‐Pacific Region

Review of Income and Wealth, Vol. 61, Issue 3, pp. 515-539, 2015
Number of pages: 25 Posted: 20 Aug 2015
Robert J. Hill and Iqbal A. Syed
University of Graz and UNSW Australia Business School, School of Economics
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China/Chinese GDP, country‐product‐dummy method, International Comparisons Program, representative and unrepresentative products, urban‐rural price differences

8.

Measuring Fund Style, Performance and Activity: A New Style‐Profiling Approach

Accounting & Finance, Vol. 55, Issue 1, pp. 29-55, 2015
Number of pages: 27 Posted: 11 Mar 2015
Daniel Buncic, Jon Edward Eggins and Robert J. Hill
Stockholm University - Stockholm Business School, Russell Investments and University of Graz
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Characteristic‐matched benchmark, Fund activity, Investment performance, Investment style, Portfolio management

9.

Hedonic Price Indexes for Residential Housing: A Survey, Evaluation and Taxonomy

Journal of Economic Surveys, Vol. 27, Issue 5, pp. 879-914, 2013
Number of pages: 36 Posted: 04 Oct 2013
Robert J. Hill
University of Graz
Downloads 0 (669,923)
Citation 2
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House price index, Hedonic regression, Repeat‐sales index, Sample selection bias, Spatial econometrics, Geospatial data

10.

Momentum and Contrarian Stock-Market Indices

Journal of Applied Finance, 2010, Vol. 20, Issue 1, pp. 78-94
Posted: 29 Jul 2012
Jon Eggins and Robert J. Hill
affiliation not provided to SSRN and University of Graz

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Stock Price Indexes, Exchange Traded Funds, Proxy Statements, Stock Funds, Contrarian Investing, Mutual Funds