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Citations for "The Efficiency of the Market for Single-Family Homes"

by Karl E. Case & Robert J. Shiller

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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. Laarni Bulan & Christopher J. Mayer & C. Tsuriel Somerville, 2006. "Irreversible Investment, Real Options, and Competition: Evidence from Real Estate Development," NBER Working Papers 12486, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Albert Saiz, 2006. "Immigration and Housing Rents in American Cities," IZA Discussion Papers 2189, Institute for the Study of Labor (IZA). [Downloadable!]
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  3. Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 646, Econometric Society. [Downloadable!]
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  4. Peter Englund & Min Hwang & John Quigley, 2006. "Hedging Housing Risk," Berkeley Program on Housing and Urban Policy, Working Paper Series 1018, Berkeley Program on Housing and Urban Policy. [Downloadable!]
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  5. Erik Hjalmarsson & Randi Hjalmarsson, 2006. "Efficiency in housing markets: do home buyers know how to discount?," International Finance Discussion Papers 879, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  6. Monika Piazzesi & Martin Schneider & Selale Tuzel, 2006. "Housing, Consumption, and Asset Pricing," NBER Working Papers 12036, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Michael Ball, Mahtab Farshchi, Maurizio Grilli, 2000. "Competition and the persistence of profits in the UK construction industry," Construction Management & Economics, Taylor and Francis Journals, vol. 18(7), pages 733-745, October. [Downloadable!] (restricted)
  8. Edward L. Glaeser & Joseph Gyourko, 2006. "Housing Dynamics," NBER Working Papers 12787, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Ceron, Jose A. & Suarez, Javier, 2006. "Hot and Cold Housing Markets: International Evidence," CEPR Discussion Papers 5411, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  10. Gabrielle Gayer & Itzhak Gilboa & Offer Lieberman, 2007. "Rule-Based and Case-Based Reasoning in Housing Prices," Advances in Theoretical Economics, Berkeley Electronic Press, vol. 7(1), pages 1284-1284. [Downloadable!] (restricted)
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  11. Nancy E. Wallace, 1996. "Hedonic-based price indexes for housing: theory, estimation, and index construction," Economic Review, Federal Reserve Bank of San Francisco, pages 34-48. [Downloadable!]
  12. Jan Rouwendal & Simonetta Longhi, 2007. "The Effect of Consumers' Expectations in a Booming Housing Market," Tinbergen Institute Discussion Papers 07-078/3, Tinbergen Institute. [Downloadable!]
  13. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9164, University Library of Munich, Germany. [Downloadable!]
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  14. Theodore M. Crone & Richard P. Voith, 1998. "Risk and return within the single-family housing market," Working Papers 98-4, Federal Reserve Bank of Philadelphia. [Downloadable!]
  15. Stephen Malpezzi, . "Hedonic Pricing Models: A Selective and Applied Review," Wisconsin-Madison CULER working papers 02-05, University of Wisconsin Center for Urban Land Economic Research. [Downloadable!]
  16. Joe Tak-Yun Wong & Eddie Hui & William Seabrooke & John Raftery, 2005. "A study of the Hong Kong property market: housing price expectations," Construction Management & Economics, Taylor and Francis Journals, vol. 23(7), pages 757-765, September. [Downloadable!] (restricted)
  17. Julio Escobar & Carlos Huertas & Dora Alicia Mora & José Vicente Romero, . "INDICE DE PRECIOS DE LA VIVIENDA USADA EN COLOMBIA - I P V U - Método de ventas repetidas," Borradores de Economia 368, Banco de la Republica de Colombia. [Downloadable!]
  18. Arthur Grimes & Andrew Aitken, 2007. "House Prices and Rents: Socio-Economic Impacts and Prospects," Working Papers 07_01, Motu Economic and Public Policy Research. [Downloadable!]
  19. Trond Borgersen, Dag Einar Sommervoll and Tom Wennemo, 2006. "Endogenous Housing Market Cycles," Discussion Papers 458, Research Department of Statistics Norway. [Downloadable!]
  20. Charles Ka Yui Leung & Nan-Kuang Chen, 2006. "Intrinsic Cycles of Land Price: A Simple Model," Journal of Real Estate Research, American Real Estate Society, vol. 28(3), pages 293-320. [Downloadable!]
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  21. G. Donald Jud & Terry G. Seaks, 1994. "Sample Selection Bias in Estimating Housing Sales Prices," Journal of Real Estate Research, American Real Estate Society, vol. 9(3), pages 289-298. [Downloadable!]
  22. Robert J. Shiller & Allan N. Weiss, 1998. "Moral Hazard in Home Equity Conversion," Cowles Foundation Discussion Papers 1177, Cowles Foundation, Yale University. [Downloadable!]
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  23. Gerald R. Brown & K.W. Chau, 1997. "Excess Returns in the Hong Kong Commercial Real Estate Market," Journal of Real Estate Research, American Real Estate Society, vol. 14(2), pages 91-106. [Downloadable!]
  24. Sanchirico, James & Newell, Richard & Papps, Kerry, 2005. "Asset Pricing in Created Markets for Fishing Quotas," Discussion Papers dp-05-46, Resources For the Future. [Downloadable!]
  25. Elias Oikarinen, 2005. "Is Housing Overvalued in the Helsinki Metropolitan Area?," Discussion Papers 992, The Research Institute of the Finnish Economy. [Downloadable!]
  26. Karl Case & John Quigley & Robert Shiller, 2005. "Comparing Wealth Effects: The Stock Market versus the Housing Market," Advances in Macroeconomics, Berkeley Electronic Press, vol. 5(1), pages 1235-1235. [Downloadable!] (restricted)
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  27. Jim Clayton, 1998. "Further Evidence on Real Estate Market Efficiency," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 41-58. [Downloadable!]
  28. Denis Conniffe & David Duffy, 1999. "Irish House Price Indices ? Methodological Issues," Papers WP110, Economic and Social Research Institute (ESRI). [Downloadable!]
  29. Timothy Riddiough & Paul Childs & Steven Ott, 2001. "Noise, Real Estate Markets, and Options on Real Assets: Applications," Wisconsin-Madison CULER working papers 01-06, University of Wisconsin Center for Urban Land Economic Research. [Downloadable!]
  30. Daniel P. McMillen, 2002. "The center restored: Chicago's residential price gradient reemerges," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 2-11. [Downloadable!]
  31. Takatoshi Ito & Keiko Nosse Hirono, 1994. "Efficiency of the Tokyo Housing Market," NBER Working Papers 4382, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  32. Francois Ortalo-Magne & Sven Rady, 2001. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  33. Peter Chinloy & Eric Maribojoc, 1998. "Expense and Rent Strategies in Real Estate Management," Journal of Real Estate Research, American Real Estate Society, vol. 15(3), pages 267-282. [Downloadable!]
  34. Charles Ka Yui Leung, 2005. "Equilibrium Correlation of Asset Price and Return," Discussion Papers 00017, Chinese University of Hong Kong, Department of Economics. [Downloadable!]
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  35. Arthur Grimes & Suzi Kerr & Andrew Aitken, 2004. "Bi-Directions Impacts of Economic, Social and Environmental Changes and the New Zealand Housing Market," Working Papers 04_09, Motu Economic and Public Policy Research. [Downloadable!]
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  36. Robert J. Shiller, 2008. "Derivatives Markets for Home Prices," NBER Working Papers 13962, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  37. Suzi Kerr & Andrew Aitken & Arthur Grimes, 2004. "Land Taxes and Revenue Needs as Communities Grow and Decline: Evidence from New Zealand," Working Papers 04_02, Motu Economic and Public Policy Research. [Downloadable!]
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  38. Juan Ayuso & Roberto Blanco & Fernando Restoy, 2006. "House prices and real interest rates in Spain," Banco de España Occasional Papers 0608, Banco de España. [Downloadable!]
  39. G. Carvalho, Pedro & Ribeiro, Alexandra, 2007. "Acnowledging for spatial effects in the Portuguese housing markets," MPRA Paper 6132, University Library of Munich, Germany. [Downloadable!]
  40. Joe Peek & Eric S. Rosengren, 2000. "Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States," American Economic Review, American Economic Association, vol. 90(1), pages 30-45, March. [Downloadable!] (restricted)
  41. Matteo M. Iacoviello, 2000. "House prices and the macroeconomy in Europe: results from a structural VAR analysis," Working Paper Series 18, European Central Bank. [Downloadable!]
  42. Wei Sun & Robert Triest & Anthony Webb, 2006. "Optimal Retirement Asset Decumulation Strategies: The Impact of Housing Wealth," Working Papers, Center for Retirement Research at Boston College wp2006-22, Center for Retirement Research, revised Nov 2006. [Downloadable!]
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  43. Kenneth A. Froot & Andre F. Perold & Jeremy C. Stein, 1991. "Shareholder Trading Practices and Corporate Investment Horizons," NBER Working Papers 3638, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  44. Mark Doms & Fred Furlong & John Krainer, 2007. "Subprime mortgage delinquency rates," Working Paper Series 2007-33, Federal Reserve Bank of San Francisco. [Downloadable!]
  45. Mika Kuismanen & Seppo Laakso & Heikki A. Loikkanen, 1999. "Demographic Factors and the Demand for Housing in the Helsinki Metropolitan Area," VATT Discussion Papers 191, Government Institute for Economic Research (VATT). [Downloadable!]
  46. Marjorie Flavin & Takashi Yamashita, 2002. "Owner-Occupied Housing and the Composition of the Household Portfolio," American Economic Review, American Economic Association, vol. 92(1), pages 345-362, March. [Downloadable!] (restricted)
  47. Jonathan McCarthy & Richard W. Peach, 2002. "Monetary policy transmission to residential investment," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 139-158. [Downloadable!]
  48. Erling Røed Larsen and Dag Einar Sommervoll, 2003. "Rising Inequality of Housing? Evidence from Segmented Housing Price Indices," Discussion Papers 363, Research Department of Statistics Norway. [Downloadable!]
  49. Matthew Spiegel, 1999. "Housing Return and Construction Cycles," Research Program in Finance, Working Paper Series 1009, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
  50. Robert J. Shiller & Allan N. Weiss, 1994. "Home Equity Insurance," Cowles Foundation Discussion Papers 1074, Cowles Foundation, Yale University. [Downloadable!]
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  51. John Quigley, 2006. "Real Estate Portfolio Allocation: The European Consumers' Perspective," Berkeley Program on Housing and Urban Policy, Working Paper Series 1075, Berkeley Program on Housing and Urban Policy. [Downloadable!]
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  52. Maurice J. Roche, 1999. "Irish house prices: will the roof fall in?," Economics, Finance and Accounting Department Working Paper Series n890699, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
  53. Sewin Chan, 1998. "Spatial Lock-in: Do Falling House Prices Constrain Residential Mobility?," Departmental Working Papers 199816, Rutgers University, Department of Economics. [Downloadable!]
  54. David E. Frame, 2008. "Regional Migration and House Price Appreciation," International Real Estate Review, Asian Real Estate Society, vol. 11(1), pages 96-112. [Downloadable!] (restricted)
  55. Albert Saiz & Susan Wachter, 2006. "Immigration and the neighborhood," Working Papers 06-22, Federal Reserve Bank of Philadelphia. [Downloadable!]
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  56. Timothy Riddiough & Paul Childs & Steven Ott, 2001. "Noise, Real Estate Markets, and Options on Real Assets: Theory," Wisconsin-Madison CULER working papers 01-07, University of Wisconsin Center for Urban Land Economic Research. [Downloadable!]
  57. Jeremy C. Stein, 1993. "Prices and Trading Volume in the Housing Market: A Model with Downpayment Effects," NBER Working Papers 4373, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  58. Karl Case & John Quigley & Robert Shiller, 2006. "Stock Market Wealth, Housing Market Wealth, Spending and Consumption," Berkeley Program on Housing and Urban Policy, Working Paper Series 1021, Berkeley Program on Housing and Urban Policy. [Downloadable!]
  59. Todd Sinai & Nicholas S. Souleles, 2005. "Owner-occupied housing as a hedge against rent risk," Working Papers 05-10, Federal Reserve Bank of Philadelphia. [Downloadable!]
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  60. Karl E. Case & Robert J. Shiller & Allan N. Weiss, 1995. "Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate," NBER Working Papers 5078, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  61. Reis, Ricardo, 2005. "A cost-of-living dynamic price index, with an application to indexing retirement accounts," CEPR Discussion Papers 5394, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  62. Robert J. Shiller, 1991. "Arithmetic Repeat Sales Price Estimators," Cowles Foundation Discussion Papers 971, Cowles Foundation, Yale University. [Downloadable!]
  63. Min Hwang & John Quigley & Jae Son, 2006. "The Dividend Pricing Model: New Evidence from the Korean Housing Market," Berkeley Program on Housing and Urban Policy, Working Paper Series 1067, Berkeley Program on Housing and Urban Policy. [Downloadable!]
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  64. Steven Stillman & David C. Maré, 2008. "Housing Markets and Migration: Evidence from New Zealand," Working Papers 08_06, Motu Economic and Public Policy Research. [Downloadable!]
  65. Raimond Maurer & Steffen Sebastian & Thomas G. Stephan, 2002. "Immobilienindizes im Portfolio-Management," Working Paper Series: Finance and Accounting 52, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  66. Owen Lamont & Jeremy C. Stein, 1997. "Leverage and House-Price Dynamics in U.S. Cities," NBER Working Papers 5961, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  67. Robert J. Shiller, 1993. "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures," NBER Technical Working Papers 0131, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  68. Robert J. Shiller, 2007. "Understanding Recent Trends in House Prices and Home Ownership," NBER Working Papers 13553, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  69. John R. Knight & C. F. Sirmans & Geoffrey K. Turnbull, 1998. "List Price Information in Residential Appraisal and Underwriting," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 59-76. [Downloadable!]
  70. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004. "Physical Real Estate: A Paris Repeat Sales Residential Index," ESSEC Working Papers DR 04007, ESSEC Research Center, ESSEC Business School. [Downloadable!]
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  71. Jason Barr, 2007. "Skyscrapers and the Skyline: Manhattan, 1895-2004," Working Papers Rutgers University, Newark 2007-002, Department of Economics, Rutgers University, Newark. [Downloadable!]
  72. Juan Ayuso & Fernando Restoy, 2006. "House prices and rents in Spain: does the discount factor matter?," Banco de España Working Papers 0609, Banco de España. [Downloadable!]
  73. Jason Barr, 2008. "Skyscraper Height," Working Papers Rutgers University, Newark 2008-002, Department of Economics, Rutgers University, Newark. [Downloadable!]
  74. Wouter Vermeulen & Jan Rouwendal, 2007. "Housing supply in the Netherlands," CPB Discussion Papers 87, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
  75. Arthur J. Hosios & James E. Pesando, 1992. "Monitoring Price Behaviour in the Resale Housing Market: A Note on Measurement and Implications for Policy," Canadian Public Policy, University of Toronto Press, vol. 18(1), pages 57-61, March. [Downloadable!] (restricted)
  76. Joseph Gyourko & Richard Voith, 1990. "Local Market and National Components in House Price Appreciation," University of California at Los Angeles, Anderson Graduate School of Management 1184, Anderson Graduate School of Management, UCLA. [Downloadable!]
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  77. Davis, Morris & Heathcote, Jonathan, 2005. "The Price and Quantity of Residential Land in the United States," CEPR Discussion Papers 5333, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  78. Jianying Hu & Liangjun Su & Sainan Jin & Wanjun Jiang, 2006. "The Rise in House Prices in China: Bubbles or Fundamentals?," Economics Bulletin, Economics Bulletin, vol. 3(7), pages 1-8. [Downloadable!]
  79. Thesia I. Garner & Randal Verbrugge, 2007. "Puzzling Divergence of U.S. Rents and User Costs, 1980-2004: Summary and Extensions," Working Papers 409, U.S. Bureau of Labor Statistics. [Downloadable!]
  80. Joe Peek & Eric S. Rosengren, 1997. "Collateral damage: effects of the Japanese real estate collapse on credit availability and real activity in the United States," Working Papers 97-5, Federal Reserve Bank of Boston. [Downloadable!]
  81. Robert J. Shiller, 2007. "Understanding Recent Trends in House Prices and Home Ownership," Cowles Foundation Discussion Papers 1630, Cowles Foundation, Yale University, revised Oct 2007. [Downloadable!]
  82. de Roon, Frans & Eichholtz, Piet & Koedijk, Kees, 2002. "The Portfolio Implications of Home Ownership," CEPR Discussion Papers 3501, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  83. N. Gregory Mankiw & David N. Weil, 1990. "The Baby Boom, The Baby Bust, and the Housing Market," NBER Working Papers 2794, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  84. Donald Haurin & Patric Hendershott & Dongwook Kim, 1991. "Local House Price Indexes: 1982-1991," NBER Working Papers 3933, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  85. Wouter Vermeulen & Jan Rouwendal, 2007. "Housing Supply and Land Use Regulation in the Netherlands," Tinbergen Institute Discussion Papers 07-058/3, Tinbergen Institute. [Downloadable!]
  86. Robert J. Shiller, 2008. "Derivatives Markets for Home Prices," Cowles Foundation Discussion Papers 1648, Cowles Foundation, Yale University. [Downloadable!]
  87. John Y. Campbell & João F. Cocco, 2005. "How Do House Prices Affect Consumption? Evidence From Micro Data," NBER Working Papers 11534, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  88. M. Baroni & F. Barthélémy & M. Mokrane, 2004. "Which Capital Growth Index for the Paris Residential Market?," THEMA Working Papers 2004-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
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  89. Sean D. Campbell & Morris A. Davis & Joshua Gallin & Robert F. Martin, 2006. "A trend and variance decomposition of the rent-price ratio in housing markets," Finance and Economics Discussion Series 2006-29, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  90. Hjalmarsson, Erik & Hjalmarsson, Randi, 2006. "Efficiency In Housing Markets: Do Home Buyers Know How To Discount?," Working Papers in Economics 232, Göteborg University, Department of Economics. [Downloadable!]
  91. Raven E. Saks, 2005. "Job creation and housing construction: constraints on metropolitan area employment growth," Finance and Economics Discussion Series 2005-49, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  92. Joshua Gallin, 2004. "The long-run relationship between house prices and rents," Finance and Economics Discussion Series 2004-50, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  93. Maurice J. Roche, 1999. "The rise in Dublin city house prices: bubble, fad or just fundamentals," Economics, Finance and Accounting Department Working Paper Series n920799, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
  94. Ortalo-Magné, François & Rady, Sven, 2005. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints (Revised Version)," Discussion Papers in Economics 494, University of Munich, Department of Economics. [Downloadable!]
  95. Jason Allen & Robert Amano & David P. Byrne & Allen W. Gregory, 2006. "Canadian City Housing Prices and Urban Market Segmentation," Working Papers 06-49, Bank of Canada. [Downloadable!]
  96. Steven Bourassa & Donald Haurin & Jessica Haurin & Martin Hoesli & Jian Sun, 2007. "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," Working Papers 07-03, Ohio State University, Department of Economics. [Downloadable!]
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  97. Mark A. Sunderman & Ronald W. Spahr & John W. Birch & Russell M. Oster, 2000. "Impact of Ranch and Market Factors on an Index of Agricultural Holding Period Returns," Journal of Real Estate Research, American Real Estate Society, vol. 19(2), pages 209-234. [Downloadable!]
  98. Eerola, Essi & Määttänen, Niku, 2008. "On the importance of borrowing constraints for house price dynamics," Research Discussion Papers 8/2008, Bank of Finland. [Downloadable!]
  99. Randall S. Guttery & C. F. Sirmans, 1995. "Creating a Constant-Quality Index for Small Multifamily Rental Housing," Journal of Real Estate Research, American Real Estate Society, vol. 10(5), pages 557-568. [Downloadable!]
  100. Christopher J. Mayer, 1993. "A model of real estate auctions versus negotiated sales," Working Papers 93-3, Federal Reserve Bank of Boston. [Downloadable!]
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This page was last updated on 2008-9-6.

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