Prof Gabriel Lee, PhD

Publications

Note: The publications listed here have been entered on the http://epub.uni-regensburg.de/ (external link, opens in a new window) server. This is not necessarily a complete list of publications.

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Publications - Prof. Dr Gabriel Lee

• Curriculum vitae (C.V. July 2025)
• Beitr?ge in referierten Zeitschriften / Refereed papers in journals
• Buchbeitr?ge / Papers in books
• Monographs
• Arbeitspapiere, graue Literatur, Sonstiges / Working papers, grey literature, other publications

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Beitr?ge in referierten Zeitschriften / Refereed papers in journals“The prices of residential land in German Counties” (2021) with Stefanie Braun (Univ. of Regensburg) in Regional Science and Urban Economics, Vol. 89, 103676 https://doi.org/10.1016/j.regsciurbeco.2021.103676 (external link, opens in a new window)

“Export Diversification and Energy Consumption Efficiency in the Light of Non-linear Evidence” (2024) with Canh Phuc Nguyen, Muhammad Ali Nasir, and Binh Quang Nguyen in The Energy Journal, Vol. 45(SI1), 115–132 https://doi.org/10.5547/01956574.45.SI1.cngu (external link, opens in a new window)

“Measuring the energy-related uncertainty index” (2023) with Tam Hoang-Nhat Dang, Canh Phuc Nguyen, Binh Quang Nguyen, and Thuy Thu Le in Energy Economics, Vol. 124, 106817 https://doi.org/10.1016/j.eneco.2023.106817 (external link, opens in a new window)

“Uncertainty, financial development, and FDI inflows: Global evidence” (2021) with Canh Phuc Nguyen in Economic Modelling, Vol. 99, 105473 https://doi.org/10.1016/j.econmod.2021.02.014 (external link, opens in a new window)

“A new measure of private rental market regulation index and its effects on housing rents: Cross-country evidence” (2020) with Jan Philip Weber in International Journal of Housing Markets and Analysis, Vol. 13(4), 635–659 https://doi.org/10.1108/IJHMA-12-2019-0118 (external link, opens in a new window)

“Risk shocks with time-varying higher moments” (2020) with Victor Dorofeenko, Kevin Salyer, and Johannes Strobel in Studies in Nonlinear Dynamics & Econometrics, Vol. 24(2), 20180028 https://doi.org/10.1515/snde-2018-0028 (external link, opens in a new window)

“A New Measure of Real Estate Uncertainty Shocks” (2020) with Binh Nguyen Thanh and Johannes Strobel in Real Estate Economics, Vol. 48(3), 744–771 https://doi.org/10.1111/1540-6229.12270 (external link, opens in a new window)

“Effects of Macroeconomic Uncertainty and Labor Demand Shocks on the Housing Market” (2020) with Johannes Strobel and Binh Nguyen Thanh in Real Estate Economics, Vol. 48(2), 345–372 https://doi.org/10.1111/1540-6229.12232 (external link, opens in a new window)

“Uncertainty, agency costs and investment behavior in the Euro area and in the USA” (2018) with Johannes Strobel and Kevin Salyer in Journal of Asian Business and Economic Studies, Vol. 25(1), 122–143 https://doi.org/10.1108/JABES-04-2018-0007 (external link, opens in a new window)

“Housing and Macroeconomy: The Role of Credit Channel, Risk-, Demand- and Monetary Shocks” (2016) with Victor Dorofeenko, Kevin Salyer, and Johannes Strobel in Working Paper, Univ. of Regensburg

“Risk shocks and housing supply: A quantitative analysis” (2014) with Victor Dorofeenko and Kevin Salyer in Journal of Economic Dynamics and Control, Vol. 45, 194–219 https://doi.org/10.1016/j.jedc.2014.05.014 (external link, opens in a new window)

“Rationale Erkl?rungen für Immobilienpreis-Bubbles: Die Auswirkungen von Risikoschocks auf die Wohnimmobilienpreisvolatilit?t und die Volatilit?t von Investitionen in Wohnimmobilien” (2011) with Viktor Dorofeenko and Kevin Salyer in Perspektiven der Wirtschaftspolitik, Vol. 12(2), 151–169 https://doi.org/10.1111/j.1468-2516.2011.00361.x (external link, opens in a new window)

“A new algorithm for solving dynamic stochastic macroeconomic models” (2010) with Victor Dorofeenko and Kevin Salyer in Journal of Economic Dynamics and Control, Vol. 34(3), 388–403 https://doi.org/10.1016/j.jedc.2009.09.012 (external link, opens in a new window)

“Time-varying uncertainty and the credit channel” (2008) with Victor Dorofeenko and Kevin Salyer in Bulletin of Economic Research, Vol. 60(4), 375–403 https://doi.org/10.1111/j.1467-8586.2008.00284.x (external link, opens in a new window)

“Effects of Securities Transaction Taxes on Depth and Bid-Ask Spread” (2007) with Dominique Dupont in Economic Theory, Vol. 31(2), 393–400 https://doi.org/10.1007/s00199-006-0097-3 (external link, opens in a new window)

“The Endowment Effect, Status Quo Bias and Loss Aversion: Rational Alternative Explanation” (2002) with Dominique Dupont in Journal of Risk and Uncertainty, Vol. 25(1), 87–101 https://doi.org/10.1023/A:1016371414952 (external link, opens in a new window)

“Austrian Demography and Housing Demand: Is There a Connection” (2001) with Philipp Schmidt-Dengler, Bernhard Felderer, and Christian Helmenstein in Empirica, Vol. 28(3), 259–276 https://doi.org/10.1023/A:1011819301465 (external link, opens in a new window)

“Marktbewertung und Liquidit?t” (2000) with Ines Fortin and Christian Helmenstein in Wirtschaftspolitische Bl?tter, Vol. 47(4), 455–463

“Housing Investment Dynamics, Period of Production, and Adjustment Costs” (1999) in Journal of Housing Economics, Vol. 8(1), 1–25 https://doi.org/10.1006/jhec.1999.0239 (external link, opens in a new window)

“Housing cycles and the period of production” (1999) in Applied Economics, Vol. 31(10), 1219–1230 https://doi.org/10.1080/000368499323436 (external link, opens in a new window)

“Structural versus Nonstructural Vector Autoregression Models of Agricultural Prices and Exports” (1991) with Wiktor Adamowicz and Glen Armstrong in Canadian Journal of Agricultural Economics, Vol. 39(4), 755–756 https://doi.org/10.1111/j.1744-7976.1991.tb03634.x (external link, opens in a new window)

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Buchbeitr?ge / Papers in books

Gabriel Lee:
Residential property markets (external link, opens in a new window)
Real estate economics. Volume 4: Economic Foundations, Oldenbourg, Munich 2007.

Gabriel Lee, Joachim M?ller:
Urban Economics (external link, opens in a new window)
Regional and urban economics, no publisher, 2006.

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Working Papers

“Agglomeration Spillover Effects in German Land and House Prices at the City and County Levels” (2024 or 2021) with Stefanie Braun in BGPE Discussion Paper No. 207, Univ. of Regensburg

“On the Cross Country Private Rent Regulation Index” (2021) with Jan Philip Weber in Working Paper, Univ. of Regensburg

“A New Measure of Economic Policy Uncertainty Index for Developing Countries: Case for Vietnam” (2021) with Nguyen Phuc Canh (Univ. of Economics, HCMC)

“Time-Varying Risk Shocks and the Zero Lower Bound” (2019) with Johannes Strobel (Univ. of Frankfurt), Victor Dorofeenko (I.H.S.), and Kevin Salyer (Univ. of California, Davis)

“Effects of Anticipated and Unanticipated Risk Shocks in a Model of Financial Intermediations: Inspecting the Mechanism” (2019) with Johannes Strobel (Univ. of Frankfurt) and Kevin Salyer (Univ. of California, Davis)

“On the Importance of Risk Shocks for Aggregate Fluctuations” (2018) with Johannes Strobel (Univ. of Frankfurt) and Kevin Salyer (Univ. of California, Davis) in Working Paper No. 34641, Univ. of Regensburg

“Dynamic Uncertainty, Agency Costs and Aggregate Fluctuations” (2017) with Johannes Strobel (Univ. of Frankfurt) and Kevin Salyer (Univ. of California, Davis) in Working Paper No. 34637, Univ. of Regensburg

“Uncertainty and Housing in a New Keynesian Monetary Model with Agency Costs” (2017) with Victor Dorofeenko (IHS), Johannes Strobel (Univ. of Frankfurt), and Kevin Salyer (Univ. of California, Davis) in Working Paper, Univ. of Regensburg

“Housing and Macroeconomy: The Role of Credit Channel, Risk-, Demand-, and Monetary Shocks” (2016) with Victor Dorofeenko (IHS), Johannes Strobel (Univ. of Frankfurt), and Kevin Salyer (Univ. of California, Davis) in Working Paper No. 34639, Univ. of Regensburg

“Legal Restrictions on Portfolio Holdings: Some Empirical Results” (2002) with Jarka Hlouskova in IHS Working Paper, Aug 2002

“Czech and Hungarian Index Options Under Jump” (2002) with M. Boss and C. Klisz in IHS Working Paper, Aug 2002