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Revisions in Repeat Sales Price Indices: Here Today, Gone Tomorrow?

Citations

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Cited by:

  1. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2011. "A repeat sales index robust to small datasets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 29(1), pages 35-48, February.
  2. Dragana Cvijanović & Stanimira Milcheva & Alex Minne, 2022. "Preferences of Institutional Investors in Commercial Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 65(2), pages 321-359, August.
  3. S. Jansen & P. Vries & H. Coolen & C. Lamain & P. Boelhouwer, 2008. "Developing a House Price Index for The Netherlands: A Practical Application of Weighted Repeat Sales," The Journal of Real Estate Finance and Economics, Springer, vol. 37(2), pages 163-186, August.
  4. Arnaud Simon, 2009. "Quantifying the reversibility phenomenon for the repeat-sales index," Journal of Real Estate Research, American Real Estate Society, vol. 31(1), pages 27-62.
  5. Colin Jones & Chris Leishman, 2006. "Spatial Dynamics of the Housing Market: An Interurban Perspective," Urban Studies, Urban Studies Journal Limited, vol. 43(7), pages 1041-1059, June.
  6. Marc K. Francke & Alex Minne, 2017. "The Hierarchical Repeat Sales Model for Granular Commercial Real Estate and Residential Price Indices," The Journal of Real Estate Finance and Economics, Springer, vol. 55(4), pages 511-532, November.
  7. Adam D. Nowak & Patrick S. Smith, 2020. "Quality-Adjusted House Price Indexes," American Economic Review: Insights, American Economic Association, vol. 2(3), pages 339-356, September.
  8. Joseph M. Silverstein, 2014. "House price indexes: methodology and revisions," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue Jun.
  9. Yongheng Deng & John Quigley, 2008. "Index Revision, House Price Risk, and the Market for House Price Derivatives," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 191-209, October.
  10. Hill, Robert J. & Trojanek, Radoslaw, 2022. "An evaluation of competing methods for constructing house price indexes: The case of Warsaw," Land Use Policy, Elsevier, vol. 120(C).
  11. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008. "Is It Possible to Construct Derivatives for the Paris Residential Market?," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 233-264, October.
  12. Bourassa, Steven C. & Hoesli, Martin & Sun, Jian, 2006. "A simple alternative house price index method," Journal of Housing Economics, Elsevier, vol. 15(1), pages 80-97, March.
  13. Paul Cheshire & Gerard Dericks, 2014. "'Iconic Design' as Deadweight Loss: Rent Acquisition by Design in the Constrained London Office Market," SERC Discussion Papers 0154, Centre for Economic Performance, LSE.
  14. David Geltner & Anil Kumar & Alex M. Van de Minne, 2020. "Riskiness of Real Estate Development: A Perspective from Urban Economics and Option Value Theory," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(2), pages 406-445, June.
  15. Paul C. Cheshire & Gerard H. Dericks, 2020. "‘Trophy Architects’ and Design as Rent‐seeking: Quantifying Deadweight Losses in a Tightly Regulated Office Market," Economica, London School of Economics and Political Science, vol. 87(348), pages 1078-1104, October.
  16. Michelle H. Dreiman & Anthony Pennington-Cross, 2004. "Alternative Methods of Increasing the Precision of Weighted Repeat Sales House Prices Indices," The Journal of Real Estate Finance and Economics, Springer, vol. 28(4), pages 299-317, May.
  17. Paul Cheshire & Gerard Dericks, 2013. "Regulation, Rents and 'Iconic Design': rent acquisition by design in the tightly constrained London office market," ERSA conference papers ersa13p1071, European Regional Science Association.
  18. Alan G Phipps & Dingding Li, 2019. "Calibration and evaluation of Quigley’s hybrid housing price model in Microsoft Excel," PLOS ONE, Public Library of Science, vol. 14(4), pages 1-18, April.
  19. James Bugden, 2014. "Quality-Adjusted Repeat-Sale House Price Indices," Working Papers 2014.01, School of Economics, La Trobe University.
  20. Marc Francke, 2010. "Repeat Sales Index for Thin Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 41(1), pages 24-52, July.
  21. Ghysels, Eric & Plazzi, Alberto & Valkanov, Rossen & Torous, Walter, 2013. "Forecasting Real Estate Prices," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 509-580, Elsevier.
  22. Özyurt, Selin, 2014. "Spatial dependence in commercial property prices: micro evidence from the Netherlands," Working Paper Series 1627, European Central Bank.
  23. Liang Peng, 2012. "Repeat Sales Regression on Heterogeneous Properties," The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 804-827, October.
  24. Alex Minne & Marc Francke & David Geltner & Robert White, 2020. "Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models," The Journal of Real Estate Finance and Economics, Springer, vol. 60(4), pages 514-553, May.
  25. James Bugden, 2013. "Renovations and the Repeat-Sales House Price Index," Working Papers 2013.08, School of Economics, La Trobe University.
  26. Eris Sudariswan & Ernie Tisnawati Sule & Sucherly & Sulaeman Rahman, 2020. "A Hybrid Property Pricing Model: The Case of Apartment Residents in Jakarta Indonesia," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 94-106.
  27. Liang Peng, 2020. "Benchmarking Local Commercial Real Estate Returns: Statistics Meets Economics," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(4), pages 1004-1029, December.
  28. William Goetzmann & Liang Peng, 2001. "The Bias of the RSR Estimator and the Accuracy of Some Alternatives," Yale School of Management Working Papers ysm174, Yale School of Management, revised 01 Mar 2001.
  29. de Vries, Paul & de Haan, Jan & van der Wal, Erna & Mariën, Gust, 2009. "A house price index based on the SPAR method," Journal of Housing Economics, Elsevier, vol. 18(3), pages 214-223, September.
  30. Liang Peng, 2001. "A New Approach of Valuing Illiquid Asset Portfolios," Yale School of Management Working Papers ysm175, Yale School of Management, revised 01 Aug 2001.
  31. Dorsey, Robert E. & Hu, Haixin & Mayer, Walter J. & Wang, Hui-chen, 2010. "Hedonic versus repeat-sales housing price indexes for measuring the recent boom-bust cycle," Journal of Housing Economics, Elsevier, vol. 19(2), pages 75-93, June.
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