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Dorinth van Dijk

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

Massachusetts Institute of Technology (MIT)

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

SCHOLARLY PAPERS

10

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2,887

TOTAL CITATIONS
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Top 45,624

in Total Papers Citations

21

Scholarly Papers (10)

1.

Recent Drops in Market Liquidity May Foreshadow Major Drops in US Commercial Real Estate Markets

MIT Center for Real Estate Research Paper No. 2
Number of pages: 14 Posted: 20 May 2020 Last Revised: 11 Nov 2020
Dorinth van Dijk, Anne Kinsella Thompson and David Geltner
De Nederlandsche Bank, Massachusetts Institute of Technology (MIT) - Center for Real Estate and Massachusetts Institute of Technology (MIT)
Downloads 1,305 (38,707)
Citation 11

Abstract:

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Liquidity, Commercial Real Estate, COVID-19, COVID, Coronavirus

2.

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: 34 Posted: 01 Feb 2018 Last Revised: 20 May 2020
Dorinth van Dijk, David Geltner and Alex Van de Minne
De Nederlandsche Bank, Massachusetts Institute of Technology (MIT) and University of Connecticut - School of Business
Downloads 482 (148,395)
Citation 2

Abstract:

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

3.

DFROG: A Nowcasting Model for GDP Growth 

De Nederlandsche Bank Working Paper No. 819
Number of pages: 51 Posted: 25 Nov 2024
Dorinth van Dijk, Mick van Rooijen and Jasper de Winter
De Nederlandsche Bank, De Nederlandsche Bank - Econometrics and De Nederlandsche Bank
Downloads 192 (397,477)
Citation 1

Abstract:

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nowcasting, dynamic factor model

4.

Internet Search Behavior, Liquidity and Prices in the Housing Market

De Nederlandsche Bank Working Paper No. 481
Number of pages: 38 Posted: 01 Sep 2015
Dorinth van Dijk and Marc Francke
De Nederlandsche Bank and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 187 (405,402)

Abstract:

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House prices, Liquidity, Internet search data, Funda, Panel VAR

5.

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
York University - Schulich School of Business, De Nederlandsche Bank and University of Connecticut - School of Business
Downloads 164 (456,852)
Citation 3

Abstract:

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

6.

Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press

De Nederlandsche Bank Working Paper No. 766
Number of pages: 47 Posted: 08 Mar 2023
Dorinth van Dijk and Jasper de Winter
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 149 (500,001)

Abstract:

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Factor models, topic modeling, nowcasting[comma separated]

7.

The Relation between Supply Constraints and House Price Dynamics in the Netherlands

De Nederlandsche Bank Working Paper No. 601
Number of pages: 26 Posted: 01 Aug 2018
De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank and University of Amsterdam
Downloads 143 (518,102)
Citation 2

Abstract:

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house prices, income shocks, supply constraints

8.

Local Constant-Quality Housing Market Liquidity Indices

De Nederlandsche Bank Working Paper No. 637 (2019)
Number of pages: 44 Posted: 15 May 2019
Dorinth van Dijk
De Nederlandsche Bank
Downloads 115 (626,371)
Citation 1

Abstract:

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Liquidity, Housing, Quality, Index, Thin markets

9.

Price diffusion across international private commercial real estate markets

De Nederlandsche Bank Working Paper No. 732
Number of pages: 63 Posted: 13 Dec 2021
Zhu Bing, Dorinth van Dijk and Colin Lizieri
affiliation not provided to SSRN, De Nederlandsche Bank and University of Cambridge - Department of Land Economy
Downloads 79 (816,709)

Abstract:

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Commercial Real Estate, Prices, Spillovers, Spatial Dependence, Global Markets

10.

Price Diffusion Across International Private Commercial Real Estate Markets

De Nederlandsche Bank Working Paper No. 732
Number of pages: 63 Posted: 29 Nov 2021 Last Revised: 13 Jul 2023
Bing Zhu, Dorinth van Dijk and Colin Lizieri
Technische Universität München (TUM), De Nederlandsche Bank and University of Cambridge - Department of Land Economy
Downloads 71 (883,195)
Citation 1

Abstract:

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Commercial Real Estate, Prices, Spillovers, Spatial Dependence, Global Markets