Rolling-Time-Dummy House Price Indexes: Window Length, Linking and Options for Dealing with the Covid-19 Shutdown
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Cited by:
- Sayag, Doron & Ben-hur, Dano & Pfeffermann, Danny, 2022. "Reducing revisions in hedonic house price indices by the use of nowcasts," International Journal of Forecasting, Elsevier, vol. 38(1), pages 253-266.
- Manner, Hans & Rodríguez, Gabriel & Stöckler, Florian, 2024.
"A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets,"
International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1385-1403.
- Hans Manner & Gabriel Rodriguez & Florian St ckler, 2021. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers 2021-14, University of Graz, Department of Economics.
- Daniel Reiter, 2020. "Socioeconomic Integration through Language: Evidence from the European Union," Graz Economics Papers 2020-15, University of Graz, Department of Economics.
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More about this item
Keywords
House price index; Hedonic quality adjustment; Optimal window length; Optimal chain linking; Higher frequency indexes; Covid-19 shutdown.;All these keywords.
JEL classification:
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2020-08-24 (Macroeconomics)
- NEP-URE-2020-08-24 (Urban and Real Estate Economics)
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