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Aggregation bias and the repeat sales price index

In: Real estate indicators and financial stability

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  • Anthony Pennington-Cross

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This chapter was published in:

  • Bank for International Settlements, 2005. "Real estate indicators and financial stability," BIS Papers, Bank for International Settlements, number 21, June.
    This item is provided by Bank for International Settlements in its series BIS Papers chapters with number 21-25.

    Handle: RePEc:bis:bisbpc:21-25

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    References

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    1. 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, 05.
    2. Englund, Peter & Quigley, John M. & Redfearn, Christian L., 1998. "Improved Price Indexes for Real Estate: Measuring the Course of Swedish Housing Prices," Journal of Urban Economics, Elsevier, vol. 44(2), pages 171-196, September.
    3. David Genesove & Christopher Mayer, 2001. "Loss Aversion and Seller Behavior: Evidence from the Housing Market," NBER Working Papers 8143, National Bureau of Economic Research, Inc.
    4. Pennington-Cross, Anthony, 2003. "Credit History and the Performance of Prime and Nonprime Mortgages," The Journal of Real Estate Finance and Economics, Springer, vol. 27(3), pages 279-301, November.
    5. Deng, Yongheng, 1997. "Mortgage Termination: An Empirical Hazard Model with a Stochastic Term Structure," The Journal of Real Estate Finance and Economics, Springer, vol. 14(3), pages 309-31, May.
    6. Gatzlaff, Dean H & Haurin, Donald R, 1997. "Sample Selection Bias and Repeat-Sales Index Estimates," The Journal of Real Estate Finance and Economics, Springer, vol. 14(1-2), pages 33-50, Jan.-Marc.
    7. Jesse M. Abraham & William S. Schauman, 1991. "New Evidence on Home Prices from Freddie Mac Repeat Sales," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 19(3), pages 333-352.
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    Cited by:
    1. William D. Larson, 2010. "Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment," Working Papers 2010-004, The George Washington University, Department of Economics, Research Program on Forecasting, revised Feb 2011.

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