Evaluating alternative monthly house price measures for New Zealand
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Arthur Grimes & Chris Young, 2010. "A Simple Repeat Sales House Price Index: Comparative Properties Under Alternative Data Generation Processes," Working Papers 10_10, Motu Economic and Public Policy Research.
- 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, issue Sep, pages 45-56.
- Karl E. Case & Robert J. Shiller, 1987. "Prices of Single Family Homes Since 1970: New Indexes for Four Cities," NBER Working Papers 2393, National Bureau of Economic Research, Inc.
- Karl E. Case & Robert J. Shiller, 1987. "Prices of Single Family Homes Since 1970: New Indexes for Four Cities," Cowles Foundation Discussion Papers 851, Cowles Foundation for Research in Economics, Yale University.
- 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.
- Steven C. Bourassa & Martin Hoesli & Jian Sun, 2004. "A Simple Alternative House Price Index Method," FAME Research Paper Series rp119, International Center for Financial Asset Management and Engineering.
- Case, Karl E & Shiller, Robert J, 1989.
"The Efficiency of the Market for Single-Family Homes,"
American Economic Review, American Economic Association, vol. 79(1), pages 125-137, March.
- Karl E. Case & Robert J. Shiller, 1988. "The Efficiency of the Market for Single-Family Homes," NBER Working Papers 2506, National Bureau of Economic Research, Inc.
- Nagaraja, Chaitra H. & Brown, Lawrence D. & Wachter, Susan M., 2010. "House Price Index Methodology," Working Papers 11-04, University of Pennsylvania, Wharton School, Weiss Center.
- Eurostat, 2013. "Handbook on Residential Property Prices Indices," World Bank Publications - Books, The World Bank Group, number 17280.
- Chris McDonald & Mark Smith, 2009. "Developing stratified housing price measures for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/07, Reserve Bank of New Zealand.
- Nikolay Gospodinov & Serena Ng, 2013. "Commodity Prices, Convenience Yields, and Inflation," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 206-219, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- repec:vuw:vuwecf:16724 is not listed on IDEAS
- Shaar, Karam, 2019. "Essays on modern economic issues in international trade, exchange rates and housing," Working Paper Series 8039, Victoria University of Wellington, School of Economics and Finance.
- Armstrong, Jed & Skilling, Hayden & Yao, Fang, 2019. "Loan-to-value ratio restrictions and house prices: Micro evidence from New Zealand," Journal of Housing Economics, Elsevier, vol. 44(C), pages 88-98.
- Jed Armstrong & Hayden Skilling & Fang Yao, 2018. "Loan-to-Value Ratio Restrictions and House Prices," Reserve Bank of New Zealand Discussion Paper Series DP2018/05, Reserve Bank of New Zealand.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Robert Hill & Radoslaw Trojanek, 2020. "House Price Indexes for Warsaw: An Evaluation of Competing Methods," Graz Economics Papers 2020-08, University of Graz, Department of Economics.
- Jéssica Fernanda Castaño Lavado. & Miguel Ángel Morales Mosquera, 2015.
"Revisión Metodológica de Índices de Precios de la Vivienda,"
Temas de Estabilidad Financiera
81, Banco de la Republica de Colombia.
- Jéssica Fernanda Castaño Lavado & Miguel Ángel Morales Mosquera, 2015. "Revisión Metodológica de Índices de Precios de la Vivienda," Borradores de Economia 13317, Banco de la Republica.
- Jéssica Fernanda Castaño Lavado & Miguel Ángel Morales Mosquera, 2015. "Revisión Metodológica de Índices de Precios de la Vivienda," Borradores de Economia 895, Banco de la Republica de Colombia.
- Diewert, W. Erwin & Nishimura , Kiyohiko & Shimizu, Chihiro & Watanabe, Tsutomu, 2014. "Residential Property Price Indexes for Japan: An Outline of the Japanese Official RPPI," Economics working papers erwin_diewert-2014-17, Vancouver School of Economics, revised 27 Mar 2014.
- Lepinteur, Anthony & Waltl, Sofie R., 2020.
"Tracking Owners' Sentiments: Subjective Home Values, Expectations and House Price Dynamics,"
Department of Economics Working Paper Series
299, WU Vienna University of Economics and Business.
- Anthony Lepinteur & Sofie R. Waltl, 2021. "Tracking Owners’ Sentiments: Subjective Home Values, Expectations and House Price Dynamics," LISER Working Paper Series 2021-02, Luxembourg Institute of Socio-Economic Research (LISER).
- Anthony Lepinteur & Sofie R. Waltl, 2020. "Tracking Owners’ Sentiments: Subjective Home Values, Expectations and House Price Dynamics," Department of Economics Working Papers wuwp299, Vienna University of Economics and Business, Department of Economics.
- 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).
- Ryan Greenaway-McGrevy & Kade Sorensen, 2021. "A spatial model averaging approach to measuring house prices," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-32, December.
- Jing Wu & Yongheng Deng & Hongyu Liu, 2014. "House Price Index Construction in the Nascent Housing Market: The Case of China," The Journal of Real Estate Finance and Economics, Springer, vol. 48(3), pages 522-545, April.
- DeForest McDuff, 2012. "Home Price Risk, Local Market Shocks, and Index Hedging," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 212-237, June.
- Constantinescu, Mihnea & Francke, Marc, 2013. "The historical development of the Swiss rental market – A new price index," Journal of Housing Economics, Elsevier, vol. 22(2), pages 135-145.
- 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.
- Carini Manuela & Ciuna Marina & De Ruggiero Manuela & Salvo Francesca & Simonotti Marco, 2017. "Repeat Assessed Values Model for Housing Price Index," Real Estate Management and Valuation, Sciendo, vol. 25(4), pages 25-39, December.
- Jiang, Liang & Phillips, Peter C.B. & Yu, Jun, 2015. "New methodology for constructing real estate price indices applied to the Singapore residential market," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 121-131.
- Bettina H. Aten, 2017. "Rental equivalence estimates of national and regional housing expenditures," BEA Working Papers 0142, Bureau of Economic Analysis.
- Jon Olaf Olaussen, 2018. "Energy performance certificates: The role of the energy price," ERES eres2018_50, European Real Estate Society (ERES).
- 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.
- Baroni Michel & Barthélémy Fabrice & Mokrane Madhi, 2009. "A repeat sales index robust to small datasets," THEMA Working Papers 2009-16, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Michel Baroni & Fabrice Barthélémy & Mokrane Mahdi, 2009. "A Repeat Sales Index Robust to Small Datasets," Post-Print hal-00551732, HAL.
- Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2009. "A repeat sales index Robust to small datasets," ESSEC Working Papers DR 09003, ESSEC Research Center, ESSEC Business School.
- Stephen Billings & Thomas Thibodeau, 2011. "Intrametropolitan Decentralization: Is Government Structure Capitalized in Residential Property Values?," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 416-450, May.
- 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.
- Wu, Guiying Laura & Feng, Qu & Li, Pei, 2015.
"Does local governments’ budget deficit push up housing prices in China?,"
China Economic Review, Elsevier, vol. 35(C), pages 183-196.
- Guiying Laura WU & Qu FENG & Pei LI, 2014. "Does Local Governments' Budget Deficit Push Up Housing Prices in China?," Economic Growth Centre Working Paper Series 1409, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Karl E Case & John M Quigley & Robert J Shiller, 2003.
"Home-buyers, Housing and the Macroeconomy,"
RBA Annual Conference Volume (Discontinued), in: Anthony Richards & Tim Robinson (ed.),Asset Prices and Monetary Policy,
Reserve Bank of Australia.
- Case, Karl E. & Quigley, John M. & Shiller, Robert J., 2003. "Home-buyers, Housing and the Macroeconomy," Berkeley Program on Housing and Urban Policy, Working Paper Series qt0v59r392, Berkeley Program on Housing and Urban Policy.
- L. Rachel Ngai & Silvana Tenreyro, 2014.
"Hot and Cold Seasons in the Housing Market,"
American Economic Review, American Economic Association, vol. 104(12), pages 3991-4026, December.
- Ngai, L.Rachel & Tenreyro, Silvana, 2008. "Hot and cold seasons in the housing markets," LSE Research Online Documents on Economics 4994, London School of Economics and Political Science, LSE Library.
- Ngai, Liwa Rachel & Tenreyro, Silvana, 2013. "Hot and Cold Seasons in the Housing Market," CEPR Discussion Papers 9427, C.E.P.R. Discussion Papers.
- Ngai, L. Rachel & Tenreyro, Silvana, 2013. "Hot and cold seasons in the housing market," LSE Research Online Documents on Economics 54251, London School of Economics and Political Science, LSE Library.
- Ngai, L. Rachel & Tenreyro, Silvana, 2014. "Hot and cold seasons in the housing market," LSE Research Online Documents on Economics 63659, London School of Economics and Political Science, LSE Library.
- L. Rachel Ngai & Silvana Tenreyro, 2009. "Hot and Cold Seasons in the Housing Market," CEP Discussion Papers dp0922, Centre for Economic Performance, LSE.
- Silvana Tenreyro & Rachel Ngai, 2009. "Hot And Cold Seasons in the Housing Market," 2009 Meeting Papers 955, Society for Economic Dynamics.
- Ngai, L. Rachel & Tenreyro, Silvana, 2009. "Hot and cold seasons in the housing market," LSE Research Online Documents on Economics 25497, London School of Economics and Political Science, LSE Library.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-URE-2017-03-26 (Urban and Real Estate Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nzb:nzbans:2017/02. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Reserve Bank of New Zealand Knowledge Centre (email available below). General contact details of provider: https://edirc.repec.org/data/rbngvnz.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.