Alex Van de Minne

Massachusetts Institute of Technology (MIT)

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

SCHOLARLY PAPERS

15

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1,506

CITATIONS
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SSRN RANKINGS

Top 28,730

in Total Papers Citations

20

Scholarly Papers (15)

1.

A Bayesian Structural Time Series Approach to Constructing Rent Indexes: An Application to Indian Office Markets

Number of pages: 34 Posted: 14 Nov 2017
Sheharyar Bokhari, David Geltner and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT)
Downloads 337 (88,132)
Citation 2

Abstract:

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commercial real estate, Bayesian inference, time-varying parameter model, rent index

2.

Where Is the Opportunity in Opportunity Zones? Early Indicators of the Opportunity Zone Program’s Impact on Commercial Property Prices

Number of pages: 45 Posted: 01 Jun 2019
Alan Sage, Mike Langen and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Maastricht University - Department of Finance and Massachusetts Institute of Technology (MIT)
Downloads 258 (119,050)

Abstract:

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Opportunity Zones, Real Estate, Commercial Real Estate

3.

Revisions in Granular Repeat Sales Indices

Number of pages: 46 Posted: 12 Aug 2017
Marc Francke, David Geltner, Alex Van de Minne and Bob White
University of Amsterdam - Faculty of Economics and Business (FEB), Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) and Real Capital Analytics (RCA)
Downloads 215 (140,972)
Citation 4

Abstract:

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Commercial Real Estate, Stochastic Volatility, Revisions, Bayesian Repeat Sales

4.

Riskiness of Real Estate Development: A Perspective from Urban Economics & Option Value Theory

Number of pages: 51 Posted: 28 Jan 2017 Last Revised: 02 Aug 2018
David Geltner, Anil Kumar and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Aarhus BSS, Aarhus University and Massachusetts Institute of Technology (MIT)
Downloads 209 (144,781)

Abstract:

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Highest and Best Use, Commercial Real Estate, Land Values, Depreciation, Option Value

5.

The Effect of Green Retrofitting on US Office Properties: An Investment Perspective

Number of pages: 40 Posted: 30 Aug 2017 Last Revised: 18 Oct 2017
David Geltner, Lucas Moser and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Diener Syz Real Estate and Massachusetts Institute of Technology (MIT)
Downloads 164 (180,255)
Citation 2

Abstract:

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commercial real estate, sustainability, retrofit construction, repeat-sales model, structural time series, green buildings

6.

The Dynamics of Liquidity in Commercial Property Markets: Revisiting Supply and Demand Indexes in Real Estate

De Nederlandsche Bank Working Paper No. 583
Number of pages: 32 Posted: 01 Feb 2018 Last Revised: 26 Jan 2019
Dorinth van Dijk, David Geltner and Alex Van de Minne
University of Amsterdam, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT)
Downloads 114 (240,555)

Abstract:

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Liquidity, Commercial real estate, Bayesian repeat sales price index, Equilibrium dynamics, Constant liquidity index

7.

Forecasting US Commercial Property Price Indexes Using Dynamic Factor Models

Number of pages: 36 Posted: 24 Mar 2018
Alex Van de Minne, Marc Francke and David Geltner
Massachusetts Institute of Technology (MIT), University of Amsterdam - Faculty of Economics and Business (FEB) and Massachusetts Institute of Technology (MIT)
Downloads 66 (337,994)

Abstract:

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Structural Time Series, EM Algorithm

8.

The Effect of Credit Conditions on the Dutch Housing Market

De Nederlandsche Bank Working Paper No. 447
Number of pages: 35 Posted: 18 Nov 2014
Marc Francke, Alex Van de Minne and Johan Verbruggen
University of Amsterdam - Faculty of Economics and Business (FEB), Massachusetts Institute of Technology (MIT) and De Nederlandsche Bank - Research Department
Downloads 48 (392,978)
Citation 5

Abstract:

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lending standards, financial liberation, housing prices

9.

Demand and Supply of Mortgage Credit

De Nederlandsche Bank Working Paper No. 486
Number of pages: 26 Posted: 19 Nov 2015
Alex Van de Minne and Federica Teppa
Massachusetts Institute of Technology (MIT) and De Nederlandsche Bank
Downloads 37 (434,209)

Abstract:

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house prices, mortgage credit, credit conditions

10.

Dealing with Unobserved Heterogeneity in Hedonic Price Models

Number of pages: 41 Posted: 01 Oct 2018 Last Revised: 18 Dec 2018
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and Massachusetts Institute of Technology (MIT)
Downloads 36 (438,248)

Abstract:

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Bayesian Inference, Besag model, Commercial real estate, INLA, Leave-on-out-cross validation, Travelings Salesperson Problem

11.

Does Housing Vintage Matter? Exploring the Historic City Center of Amsterdam

De Nederlandsche Bank Working Paper No. 617
Number of pages: 28 Posted: 19 Dec 2018
Lyndsey Rolheiser, Dorinth van Dijk and Alex Van de Minne
Harvard University - Center for Population and Development Studies, University of Amsterdam and Massachusetts Institute of Technology (MIT)
Downloads 21 (513,200)

Abstract:

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land and structure prices, depreciation, new construction, structural time series

12.

Land, Structure and Depreciation

Real Estate Economics, Vol. 45, Issue 2, pp. 415-451, 2017
Number of pages: 37 Posted: 19 Apr 2017
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and Massachusetts Institute of Technology (MIT)
Downloads 1 (648,481)
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13.

The Hierarchical Repeat Sales Model for Granular Commercial Real Estate and Residential Price Indices

Journal of Real Estate Finance and Economics, Vol. 55, No. 4, 2017
Posted: 27 Nov 2017
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and Massachusetts Institute of Technology (MIT)

Abstract:

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commercial real estate; Residential real estate; property price indices; Thin markets; Bayesian inference; Kalman filter; State space models

14.

Do Different Price Points Exhibit Different Investment Risk and Return Commercial Real Estate

Posted: 28 Jan 2017
David Geltner and Alex Van de Minne
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT)

Abstract:

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commercial real estate, quantile regression, chained hedonic index, investment property, equilibrium asset pricing, price of risk

15.

Land, Structure & Depreciation

Real Estate Economics, Forthcoming
Posted: 08 Jan 2015
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and Massachusetts Institute of Technology (MIT)

Abstract:

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Hedonic Price Model, House prices, Maintenance