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Hedonic-based price indexes for housing: theory, estimation, and index construction

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Author Info
Nancy E. Wallace
Abstract

Housing price indexes should not confound the effect of changes in quality with the effects of changing house prices. A recent nonparametric regression technique, loess, allows flexible estimation of the hedonic price function and centers the estimation at fixed points, such as the beginning or ending period housing characteristics. Indexes using these estimates are consistent with the requirements of Laspeyres and Paasche price indexes. The technique is used to obtain indexes for fifteen municipalities in Alameda County from 1970:Q1 through 1995:Q1. The nonparametric hedonic-based indexes provide better controls for the effect of quality evolution on price movements than alternative methods.

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Article provided by Federal Reserve Bank of San Francisco in its journal Economic Review.

Volume (Year): (1996)
Issue (Month): ()
Pages: 34-48
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Handle: RePEc:fip:fedfer:y:1996:p:34-48:n:3

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Keywords: Prices ; Housing ; California;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Karl E. Case & Robert J. Shiller, 1989. "The Efficiency of the Market for Single-Family Homes," NBER Working Papers 2506, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. John Krainer, 1999. "Real estate liquidity," Economic Review, Federal Reserve Bank of San Francisco, pages 14-26. [Downloadable!]
  2. Javier Escobal D’Angelo, 2001. "Costos de transacción en la agricultura peruana: una primera aproximación a su medición e impacto," Documentos de Trabajo dt30, Grupo de Análisis para el Desarrollo (GRADE). [Downloadable!]
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