prof. dr. M.K. (Marc) Francke
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Faculty of Economics and Business
Section Finance
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Plantage Muidergracht
12
1018 TV Amsterdam
Room number: M3.12
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M.K.Francke@uva.nl
T: 0205255421
Positions
Professor Real Estate Valuation
Research interests
Real Estate, Valuation, Price Index Construction, Mass Appraisal, Housing Markets, Commercial Real Estate, Econometrics, Time Series, State space models, Kalman filter
Dissertation title
Marginal Likelihood in State-space models. Theory and Applications
Teaching activities
Current year
Real Estate Valuation and Investment
Head of Real Estate Research at Ortec Finance Research Center
2015
- M.K. Francke & A.M. Van de Minne (in press). Land, Structure & Depreciation. Real Estate Economics, forthcomin.
2014
- M.K. Francke & F.P.W. Schilder (2014). Losses on Dutch residential mortgage insurances. Journal of European Real Estate Research, 7 (3), 307-326. doi: 10.1108/JERER-01-2014-0008
2013
- M. Constantinescu & M. Francke (2013). The historical development of the Swiss rental market: A new price index. Journal of Housing Economics, 22 (2), 135-145. doi: 10.1016/j.jhe.2013.02.004
- M. Francke & A. van de Minne (2013). Starters slaan hun slag! Woningmarkt in de uitverkoop. Real Estate Research Quarterly, 12 (4), 33-39.
- E.R. de Wit, P. Englund & M.K. Francke (2013). Price and transaction volume in the Dutch housing market. Regional Science and Urban Economics, 43 (2), 220-241. doi: 10.1016/j.regsciurbeco.2012.07.002
2012
- A. van de Minne & M.K. Francke (2012). De waardebepaling van grond en opstal: een hedonisch prijsmodel. Real Estate Research Quarterly, 11 (3), 14-24.[go to publisher's site]
2010
- M.K. Francke (2010). How bloated is the Dutch housing market? Real Estate Research Quarterly, 9 (1), 48-54.
- M.K. Francke, S.J. Koopman & A.F. de Vos (2010). Likelihood functions for state space models with diffuse initial conditions. Journal of Time Series Analysis, 31 (6), 407-414. doi: 10.1111/j.1467-9892.2010.00673.x
- M.K. Francke (2010). Repeat sales index for thin markets: a structural time series approach. Journal of Real Estate Finance and Economics, 41 (1), 24-52. doi: 10.1007/s11146-009-9203-1[go to publisher's site]
2009
- B. Kramer, T. Kuijl & M.K. Francke (2009). Invloed woningprijsfluctuaties. Real Estate Research Quarterly, 8 (3), 12-19.
- M.K. Francke, T. Kuijl & B. Kramer (2009). Betrouwbaarheid huizenprijsindices. Real Estate Research Quarterly, 8 (3), 5-11.
2007
- M.K. Francke & A.F. de Vos (2007). Marginal Likelihood and Unit Roots. Journal of Econometrics, 137 (2), 708-728. doi: 10.1016/j.jeconom.2005.10.005
2005
- M.K. Francke (2005). Taxeren van courant onroerend goed zonder referentieverkopen. Property Research Quarterly, 5, 28-35.
2000
- M.K. Francke & A.F. de Vos (2000). Efficient Computation of Hierarchical Trends. Journal of Business & Economic Statistics, 18 (1), 51-57. doi: 10.1080/07350015.2000.10524847
2010
- E.R. de Wit, P. Englund & M. Francke (2010). Price and transaction volume in the Dutch housing market. (unknown, Tinbergen Institute Discussion Paper, no TI 2010-039/2). Amsterdam: Tinbergen Institute.
- M. Francke (2010). Casametrie: de kunst van het modelleren en het voorspellen van de marktwaarde van meningen. (2010, February 4). Amsterdam: Vossiuspers UvA.[go to publisher's site]
2009
- M.K. Francke, T. Kuijl & B. Kramer (2009). A comparative analysis of Dutch house price indices. In Proceedings of the 16th European Real Estate Society Conference (ERES 2009).
2008
- M.K. Francke (2008). The hierarchical trend model. In T. Kauko & M. d'Amato (Eds.), Mass appraisal methods: An international perspective for property valuers (Real estate issues) (pp. 164-180). Chichester: Wiley-Blackwell.[go to publisher's site]
2002
- M.K. Francke & G.A. Vos (2002). The Hierarchical Trend Model for property valuation and local price indices. In P. Eichholtz & K. Patel (Eds.), New Directions: Maastricht--Cambridge Symposium 2002 Vol. 28. Journal of Real Estate Finance and Economics (pp. 179-208). Boston [etc.]: Kluwer Academic Publishers.
2000
- G.A. Vos & M.K. Francke (2000). Standardised Price Indices for the Regional Housing Market. In 7th ERES Real Estate Conference Proceedings (pp. 1-21). Bordeaux, France.
- G.A. Vos & M.K. Francke (2000). Een gestandaardiseerde NVM prijsindex voor de Regionale Koopwoningmarkt. (extern rapport). Amsterdam: SBV / Universiteit van Amsterdam.
- G.A. Vos & M.K. Francke (2000). Een hedonische huizenprijsindex voor de Regio Breda. (extern rapport). Amsterdam: SBV / Universiteit van Amsterdam.
2013
- M. Francke & F. Schilder (2013). Schade en schuld op de hypotheekmarkt. Economisch-Statistische Berichten, 98 (4668), 558-560.
2011
- M. Francke (2011). Kwaliteitsbeoordeling van een model en de kenmerken. In J.M. Mes (Ed.), Syllabus VastgoedCert: hercerificering 2012: modelmatige waardebepaling (pp. 7-32). Rotterdam: Vastgoedcert.
- M. Francke (2011). Waarderingsmodellen voor de vergelijkingsmethode. In J.M. Mes (Ed.), Syllabus VastgoedCert: hercerificering 2012: modelmatige waardebepaling (pp. 33-51). Rotterdam: Vastgoedcert.
2010
- M.K. Francke (2010). Casametrics. English summary of inaugural lecture. (2010, February 4). Amsterdam: University of Amsterdam.
- M.K. Francke (2010). Modelmatige bepaling van de waarde in het economische verkeer. In P.J.M. de Graaff-Saarloos & I. Vermeulen (Eds.), WOZ-taxatie: Editie 2010 (Zakboekje WOZ-taxaties) (pp. 187-198). Doetinchem: Reed Elsevier.
- M. Francke (2010). Krimp en woningprijzen: De invloed van demografische krimp op de woningprijs. Rotterdam: SEV.
- M. Francke (2010). A state-space model for residential real estate valuation. Aenorm, 18 (68), 4-7.
2009
- M.K. Francke (2009). Modelmatige bepaling van de waarde in het economisch verkeer. In P.J.M. Saarloos (Ed.), Zakboekje WOZ-taxaties. - 4e dr (pp. 192-199). Doetinchem: Reed Business.
2008
- P.J.M. Saarloos & M.K. Francke (2008). Onderbouwing taxatie. In P.J.J.M. van den Bosch & J.M. Monsma (Eds.), WOZ-praktijk pakket. Doetinchem: Reed Business.[go to publisher's site]
- M.K. Francke (2008). Modelmatige waardebepaling. In P.J.J.M. van den Bosch & J.M. Monsma (Eds.), WOZ-praktijkpakket. Doetinchem: Reed Business.
2013
- M. Francke & A. van de Minne (2013). The effects of demographic changes and supply constraints on Dutch housing prices. (Preprints, ASRE Research Papers, no 2013-07). Amsterdam: Amsterdam School of Real Estate, Universiteit van Amsterdam.
- M. Francke & A. van de Minne (2013). Land, Structure & Depreciation. (Preprints). Amsterdam: University of Amsterdam.
2012
- M. Constantinescu & M. Francke (2012). The historical development of the Swiss rental market: a new price index. (Preprints, OFRC Applied Paper, no 2012-02). Rotterdam: Ortec Finance Research Center.[go to publisher's site]
2011
- M.K. Francke & M. Constantinescu (2011). The historical development of the Swiss rental market: A new price index. (Preprints). Amsterdam: University of Amsterdam.
2010
- M.K. Francke (2010). Comparing markets rents from a user cost and reaction model. (extern rapport, OFRC working paper series. Applied working paper, no 2010-03). Rotterdam: Ortec Finance Research Center.[go to publisher's site]
2009
- M.K. Francke & A.F. de Vos (2009). An efficiency correction model. (Preprints). Amsterdam: University of Amsterdam Business School, Faculty of Economics and Business.[go to publisher's site]
- E.R. de Wit, K.G.P. Englund & M.K. Francke (2009). Price and trancation volume in Dutch housing market. (intern rapport). Amsterdam: Faculteit Economie en Bedrijfskunde.
- M.K. Francke, S. Vujic & G.A. Vos (2009). Evaluation of the house price models using an ECM approach: the case of the Netherlands. (intern rapport). Amsterdam: Faculteit Economie en Bedrijfskunde.
- D. van Bragt, M. Francke, B. Kramer & A. Pelsser (2009). Risk-neutral valuation of real estate derivatives. (intern rapport, OFRC working paper series. Technical paper, no 2009-02). Rotterdam: Ortec Finance Research Center.[go to publisher's site]
- B. Kramer, T. Kuijl & M. Francke (2009). The impact of house price index specification levels on the risk profile of housing corporations. (intern rapport, OCFR Working Paper Series, no 2009-02). Amsterdam: Faculteit Economie en Bedrijfskunde.
2008
- M.K. Francke, S.J. Koopmans & A.F. de Vos (2008). Likelihood functions for state space models with diffuse initial conditions. (intern rapport, Tinbergen Institute Discussion Paper, no 08-040/4). Amsterdam: Faculteit Economie en Bedrijfskunde.
- A.F. de Vos & M.K. Francke (2008). Bayesian unit root tests and marginal likelihood. (Preprints). Amsterdam: Department of Econometrics and Operation Research.[go to publisher's site]
2007
- M.K. Francke & A.F. de Vos (2007). Marginal Likelihood based Tests on Cointegration in the Engle-Granger model. (Preprints). : ESEM Conference Budapest.
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