Welcome

Welcome to my website. I am an economist based at the Luxembourg Institute of Socio-Economic Research (LISER).

My research focuses on economic measurement and macro-economic implications. I am particularly interested in the distributional and spatial dimension of economic phenomena. Eventually, my research aims to provide people with accurately measured, meaningful and comprehensive numbers to facilitate public discourse and evidence-based policy-making.

I have worked on measurement issues related to real estate economics, the dynamics in house prices, rents and price-to-rent ratios, the CPI, as well as the distribution of wealth and Distributional National Accounts.

Currently, I am interested in measuring (housing) wealth and its distribution, peoples’ knowledge about and perception of their own wealth, differences and potentials of macro-economic indicators based on objective and subjective data, and the improvement of econometric techniques to construct contemporary and historic housing price and cost-of-living indices.

My CV is available here.

Here are links to my profiles on LinkedIn, Twitter and Google Scholar.


Research

Publications

  1. “Estimating Quantile-Specific Rental Yields for Residential Housing in Sydney”, Regional Science and Urban Economics 68, 2018, 204 – 225.
  2.  “Variation across price segments and locations: A comprehensive quantile regression analysis of the Sydney housing market”, forthcoming in Real Estate Economics, doi: 10.1111/1540-6229.12177.
    • Presentations: [LISER, Luxembourg, January 2017] [ARUEA-ASSA meeting in Chicago, January 2017] [Regional Studies Association Annual Conference, U Graz, April 2016] [ISW Workshop on Empirical Economics, WIFO, Vienna, January 2016] [SEM conference at OECD, July 2015]  [Workshop on Improvements in Price Index Methodology and Practice: The International Comparisons Program (ICP) and the Measurement of Movements in House Prices, U Graz, December 2014]
  3. “A hedonic house price index in continuous time”International Journal of Housing Markets and Analysis 9(4), 2016, 648 – 670.

Working Papers

  • Owner Occupied Housing in the CPI and Its Impact On Monetary Policy During Housing Booms and Busts (with Robert J. Hill and Miriam Steurer)
  • Missing the wealthy in the HFCS: Micro problems with macro implications (with Robin Chakraborty)
    • Working Paper: [ECB Working Paper]
    • Presentations (partly including further insights from the ongoing project The Missing Wealth in European Wealth Statistics): [“The legacy of Tony Atkinson in inequality analysis”, LIS, Luxembourg, May 2018] [OeNB, March 2018] [Vienna University of Economics and Business, March 2018] [WID.world conference, Paris School of Economics, December 2017] [ECB HFCN User workshop, Frankfurt, November 2017] [U Graz, September 2017] [Deutsche Bundesbank, Frankfurt, August 2017] [5th Luxembourg Workshop on Household Finance and Consumption, Banque Centrale du Luxembourg, June 2017] [Expert Group on Linking Macro and Micro Statistics for the Household Sector, ECB, Frankfurt, June 2017]

Current Projects

  • Housing Rent Dynamics, Rent Regulation and Consumer Prices in St.
    Petersburg (1880–1917) (with Konstantin Kholodilin and Leonid E. Limonov)

    • Presentations[LISER, May 2018] [XVIII World Economic History Congress, MIT, Cambridge, USA, August 2018]
  • A Hybrid Approach toward Distributional National Accounts for Wealth in Europe with a Special Focus on Housing Wealth
    • Presentations: [DIW Berlin, July 2018] [35th General Conference of the International Association for Research in Income and Wealth, Copenhagen, August 2018]
  • Are People Aware of their Wealth? Reliability of and Consequences from Using Self-Assessed House Prices and Hypothetical Rents Based on Joint Evidence from Survey and Experimental Data (with Francesco Fallucchi and Michael Ziegelmeyer)
  • Global Comparisons of Housing Boom-Bust-Cycles Using Micro Data on Prices and Rents (with Robert J. Hill, Ronan Lyons, Daniel P. McMillen, and Chihiro Shimizu)

Theses

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Award of Excellence – Staatspreis für die besten Dissertationen
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Doctoral Session at the 2017 AREUEA-ASSA Conference in Chicago

Selected Blog Posts


In the press


Contact

Email:
sofie.waltl@gmail.com or sofie.waltl@liser.lu

LISER
Maison des Sciences Humaines
11, Porte des Sciences
L-4366 Esch-sur-Alzette/Belval
Luxembourg

© foto (title): Daniel Graziadei 2016
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