Peter Englund

 "Price and Transaction Volume in the Dutch Housing Market" (with E. de Wit and M.K. Francke).

Mark Francke

D. van Bragt, M.K. Francke, B. Kramer and A. Pelsser (2009) Risk Neutral Valuation of Real Estate Derivatives. University of Amsterdam

M.K. Francke, S. Vujic and G.A. Vos (2009) Evaluation of the House Price Models Using an ECM Approach: The Case of the Netherlands. Paper presented at the ERES conference Stockholm

B. Kramer, T. Kuijl and M.K. Francke (2009) The Impact of House Price Index Specification Levels on the Risk Profile of Housing Corporations. Paper presented at ERES conference Stockholm

M.K. Francke, T. Kuijl and B. Kramer (2009) A Comparative Analysis of Dutch House Price Indices. Paper presented at ERES conference Stockholm

A.F. de Vos (2008) Bayesian Unit Root Tests and Marginal Likelihood.

M.K. Francke (2008) An Efficiency Correction Model.

M.K. Francke, A.F. De Vos and S.J. Koopman (2008) Likelihood Functions for State Space Models with Diffuse Initial Conditions. Discussion Papers 2008-04-14 Tinbergen

M.K. Francke and A.F. de Vos (2007) Marginal Likelihood based Tests on Cointegration in the Engle-Granger model. Paper presented at ESEM conference Budapest

Erik de Wit

Competing Risks in a Time-on-the-Market Analysis

Asymmetric Information in the Housing Market: Evidence from List Price Reductions, co-authored with Bas van der Klaauw