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A multivariate repeat-sales model for estimating house price indices

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  • Cannaday, Roger E.
  • Munneke, Henry J.
  • Yang, Tyler T.
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    File URL: http://www.sciencedirect.com/science/article/B6WMG-4F3FS9X-1/2/a189a075a70edb21ebee05f29de63960
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Urban Economics.

    Volume (Year): 57 (2005)
    Issue (Month): 2 (March)
    Pages: 320-342

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    Handle: RePEc:eee:juecon:v:57:y:2005:i:2:p:320-342

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    Web page: http://www.elsevier.com/locate/inca/622905

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    References

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    1. Goetzmann, W.N., 1990. "The Accuracy Of Real Estimate Indices: Repeat Sale Estimators," Papers, Columbia - Graduate School of Business fb-_90-17, Columbia - Graduate School of Business.
    2. Palmquist, Raymond B., 1979. "Hedonic price and depreciation indexes for residential housing: A comment," Journal of Urban Economics, Elsevier, Elsevier, vol. 6(2), pages 267-271, April.
    3. Dombrow, Jonathan & Knight, J R & Sirmans, C F, 1997. "Aggregation Bias in Repeat-Sales Indices," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 14(1-2), pages 75-88, Jan.-Marc.
    4. Clapp, John M. & Giaccotto, Carmelo, 1998. "Residential Hedonic Models: A Rational Expectations Approach to Age Effects," Journal of Urban Economics, Elsevier, Elsevier, vol. 44(3), pages 415-437, November.
    5. Goetzmann, William N & Spiegel, Matthew, 1997. "A Spatial Model of Housing Returns and Neighborhood Substitutability," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 14(1-2), pages 11-31, Jan.-Marc.
    6. Follain, James R & Calhoun, Charles A, 1997. "Constructing Indices of the Price of Multifamily Properties Using the 1991 Residential Finance Survey," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 14(1-2), pages 235-55, Jan.-Marc.
    7. Karl E. Case & Robert J. Shiller, 1987. "Prices of single-family homes since 1970: new indexes for four cities," New England Economic Review, Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, issue Sep, pages 45-56.
    8. R. Carter Hill & J. R. Knight & C. F. Sirmans, 1997. "Estimating Capital Asset Price Indexes," The Review of Economics and Statistics, MIT Press, MIT Press, vol. 79(2), pages 226-233, May.
    9. Case, Bradford & Quigley, John M, 1991. "The Dynamics of Real Estate Prices," The Review of Economics and Statistics, MIT Press, MIT Press, vol. 73(1), pages 50-58, February.
    10. Palmquist, Raymond B, 1980. "Alternative Techniques for Developing Real Estate Price Indexes," The Review of Economics and Statistics, MIT Press, MIT Press, vol. 62(3), pages 442-48, August.
    11. Gatzlaff, Dean H & Haurin, Donald R, 1997. "Sample Selection Bias and Repeat-Sales Index Estimates," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 14(1-2), pages 33-50, Jan.-Marc.
    12. Bradford Case & Henry O. Pollakowski & Susan M. Wachter, 1991. "On Choosing Among House Price Index Methodologies," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 19(3), pages 286-307.
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    Cited by:
    1. James Bugden, 2013. "Renovations and the Repeat-Sales House Price Index," Working Papers, School of Economics, La Trobe University 2013.08, School of Economics, La Trobe University.
    2. Marc Francke, 2010. "Repeat Sales Index for Thin Markets," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 41(1), pages 24-52, July.
    3. Michel Baroni & Fabrice Barthe´le´my & Mahdi Mokrane, 2007. "APCA Factor Repeat Sales Index for Apartment Prices in Paris," Journal of Real Estate Research, American Real Estate Society, American Real Estate Society, vol. 29(2), pages 137-158.
    4. Coulson, N. Edward & McMillen, Daniel P., 2008. "Estimating time, age and vintage effects in housing prices," Journal of Housing Economics, Elsevier, Elsevier, vol. 17(2), pages 138-151, June.
    5. Dubé, Jean & Thériault, Marius & Des Rosiers, François, 2013. "Commuter rail accessibility and house values: The case of the Montreal South Shore, Canada, 1992–2009," Transportation Research Part A: Policy and Practice, Elsevier, Elsevier, vol. 54(C), pages 49-66.

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