-
1
-
-
84983920881
-
New evidence on home prices from Freddie Mac repeat sales
-
Abraham, J.M., & Schauman, W.S. (1991). New evidence on home prices from Freddie Mac repeat sales. AREUEA Journal, 19(3), 333-352.
-
(1991)
Areuea Journal
, vol.19
, Issue.3
, pp. 333-352
-
-
Abraham, J.M.1
Schauman, W.S.2
-
2
-
-
0028579663
-
Seasonality and cointegration of regional house prices in the UK
-
Alexander, C., & Barrow, M. (1994) Seasonality and cointegration of regional house prices in the UK. Urban Studies, 31(10), 1667-1689.
-
(1994)
Urban Studies
, vol.31
, Issue.10
, pp. 1667-1689
-
-
Alexander, C.1
Barrow, M.2
-
3
-
-
0001654296
-
A regression method for real estate price index construction
-
Bailey, M.J., Muth, R.F., & Nourse, H.O. (1963). A regression method for real estate price index construction. Journal of the American Statistical Association, 58(304), 933-942.
-
(1963)
Journal of The American Statistical Association
, vol.58
, Issue.304
, pp. 933-942
-
-
Bailey, M.J.1
Muth, R.F.2
Nourse, H.O.3
-
4
-
-
33645846591
-
A simple alternative house price index method
-
Bourassa, S.C., Hoesli, M., & Sun, J. (2006). A simple alternative house price index method. Journal of Housing Economics, 15(1), 80-97.
-
(2006)
Journal of Housing Economics
, vol.15
, Issue.1
, pp. 80-97
-
-
Bourassa, S.C.1
Hoesli, M.2
Sun, J.3
-
6
-
-
0031485104
-
Frequency of transaction and house price modelling
-
Case, B., Pollakowski, H.O., & Wachter, S.M. (1997). Frequency of transaction and house price modelling. Journal of Real Estate Finance and Economics, 14(1-2), 173-187.
-
(1997)
Journal of Real Estate Finance and Economics
, vol.14
, Issue.1-2
, pp. 173-187
-
-
Case, B.1
Pollakowski, H.O.2
Wachter, S.M.3
-
8
-
-
0024569535
-
The efficiency of the market for single-family homes
-
Case, K.E., & Shiller, R.J. (1989). The efficiency of the market for single-family homes. The American Economic Review, 79(1), 125-137.
-
(1989)
The American Economic Review
, vol.79
, Issue.1
, pp. 125-137
-
-
Case, K.E.1
Shiller, R.J.2
-
9
-
-
33745292440
-
Revisiting the past and settling the score: Index revision for house price derivatives
-
Clapham, E., Englund, P., Quigley, J.M., & Redfearn, C.L. (2006). Revisiting the past and settling the score: Index revision for house price derivatives. Real Estate Economics, 34(2), 275-302.
-
(2006)
Real Estate Economics
, vol.34
, Issue.2
, pp. 275-302
-
-
Clapham, E.1
Englund, P.2
Quigley, J.M.3
Redfearn, C.L.4
-
10
-
-
0000789999
-
Repeated sales methodology for price trend estimation: An evaluation of sample selectivity
-
Clapp, J.M., & Giaccotto, C. (1992) Repeated sales methodology for price trend estimation: An evaluation of sample selectivity. Journal of Real Estate Finance and Economics, 5, 357-374.
-
(1992)
Journal of Real Estate Finance and Economics
, vol.5
, pp. 357-374
-
-
Clapp, J.M.1
Giaccotto, C.2
-
11
-
-
0000013567
-
Cointegration and error correction: Representation, estimation, and testing
-
Engle, R.F., & Granger, C.W.J. (1987). Cointegration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251-276.
-
(1987)
Econometrica
, vol.55
, Issue.2
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
12
-
-
0033417053
-
The choice of methodology for comput-ing housing price indexes: Comparisons of temporal aggregation and sample definition
-
Englund, P., Quigley, J.M., & Redfearn, C.L. (1999). The choice of methodology for comput-ing housing price indexes: Comparisons of temporal aggregation and sample definition. Journal of Real Estate Finance and Economics, 19(2), 91-112.
-
(1999)
Journal of Real Estate Finance and Economics
, vol.19
, Issue.2
, pp. 91-112
-
-
Englund, P.1
Quigley, J.M.2
Redfearn, C.L.3
-
14
-
-
0000962885
-
Seasonality, nonstationarity and the forecasting of monthly time series
-
Franses, P.H. (1991). Seasonality, nonstationarity and the forecasting of monthly time series. International Journal of Forecasting, 7, 199-208.
-
(1991)
International Journal of Forecasting
, vol.7
, pp. 199-208
-
-
Franses, P.H.1
-
15
-
-
2442764854
-
Measuring changes in local house prices: An empirical investigation of alternative methodologies
-
Gatzlaff, D.H., & Ling, D.C. (1994). Measuring changes in local house prices: An empirical investigation of alternative methodologies. Journal of Urban Economics, 35(2), 221-244.
-
(1994)
Journal of Urban Economics
, vol.35
, Issue.2
, pp. 221-244
-
-
Gatzlaff, D.H.1
Ling, D.C.2
-
16
-
-
33845788779
-
Considerations in the design and construction of investment real estate research indices
-
Geltner, D., & Ling, D.C. (2006). Considerations in the design and construction of investment real estate research indices. Journal of Real Estate Research, 28(4), 411-444.
-
(2006)
Journal of Real Estate Research
, vol.28
, Issue.4
, pp. 411-444
-
-
Geltner, D.1
Ling, D.C.2
-
17
-
-
0026379707
-
Modeling regional house prices in the United Kingdom
-
Giussani, B., & Hadjimatheou, G. (1991). Modeling regional house prices in the United Kingdom. Papers in Regional Science, 70(2), 201-219.
-
(1991)
Papers In Regional Science
, vol.70
, Issue.2
, pp. 201-219
-
-
Giussani, B.1
Hadjimatheou, G.2
-
18
-
-
0031508070
-
A spatial model of housing returns and neighbour-hood substitutability
-
Goetzmann, W.N., & Spiegel, M. (1995). A spatial model of housing returns and neighbour-hood substitutability. Journal of Real Estate Finance and Economics, 14(1-2), 11-31.
-
(1995)
Journal of Real Estate Finance and Economics
, vol.14
, Issue.1-2
, pp. 11-31
-
-
Goetzmann, W.N.1
Spiegel, M.2
-
19
-
-
84983931954
-
House price indexes: Issues and results
-
Haurin, D.R., & Hendershott, P.H. (1991). House price indexes: Issues and results. AREUEA Journal, 19(3), 259-269.
-
(1991)
Areuea Journal
, vol.19
, Issue.3
, pp. 259-269
-
-
Haurin, D.R.1
Hendershott, P.H.2
-
20
-
-
54249093382
-
Domino effects within a housing market: The Transmis-sion of house price changes across quality tiers
-
Ho, L., Ma, Y., & Haurin, D. (2008). Domino effects within a housing market: The Transmis-sion of house price changes across quality tiers. The Journal of Real Estate Finance and Economics, 37(4), 299-316.
-
(2008)
The Journal of Real Estate Finance and Economics
, vol.37
, Issue.4
, pp. 299-316
-
-
Ho, L.1
Ma, Y.2
Haurin, D.3
-
22
-
-
0000158117
-
Estimation and hypothesis testing of cointegration vectors in gaussian vector autoregressive models
-
Johansen, S. (1991). Estimation and hypothesis testing of cointegration vectors in gaussian vector autoregressive models. Econometrica, 59(6), 1551-1580.
-
(1991)
Econometrica
, vol.59
, Issue.6
, pp. 1551-1580
-
-
Johansen, S.1
-
23
-
-
0033444729
-
Numerical distribution functions of likeli-hood ratio tests for cointegration
-
MacKinnon, J., Haug, A., & Michelis, L. (1999). Numerical distribution functions of likeli-hood ratio tests for cointegration. Journal of Applied Econometrics, 14, 563-577.
-
(1999)
Journal of Applied Econometrics
, vol.14
, pp. 563-577
-
-
Mackinnon, J.1
Haug, A.2
Michelis, L.3
-
24
-
-
0030467876
-
Spatial aggregation, spatial dependence and predictability in the UK hous-ing market
-
Meen, G. (1996). Spatial aggregation, spatial dependence and predictability in the UK hous-ing market. Housing Studies, 11(3), 345-372.
-
(1996)
Housing Studies
, vol.11
, Issue.3
, pp. 345-372
-
-
Meen, G.1
-
25
-
-
0033427734
-
Regional house prices and the ripple effect: A new interpretation
-
Meen, G. (1999). Regional house prices and the ripple effect: A new interpretation. Housing Studies, 14(6), 733-753.
-
(1999)
Housing Studies
, vol.14
, Issue.6
, pp. 733-753
-
-
Meen, G.1
-
26
-
-
0031509268
-
The construction of residential housing price indices: A comparison of repeated sales, hedonic regression, and hybrid approaches
-
Meese, R., & Wallace, N. (1997). The construction of residential housing price indices: A comparison of repeated sales, hedonic regression, and hybrid approaches. Journal of Real Estate Finance and Economics, 14(1-2), 51-74.
-
(1997)
Journal of Real Estate Finance and Economics
, vol.14
, Issue.1-2
, pp. 51-74
-
-
Meese, R.1
Wallace, N.2
-
27
-
-
74849083577
-
-
January, Paper presented at the Pacific-Rim Real Estate Society Conference, Auckland, New Zealand
-
Rossini, P., & Kershaw, P. (2006, January). Developing a weekly residential price index using the sale price appraisal ratio. Paper presented at the Pacific-Rim Real Estate Society Conference, Auckland, New Zealand.
-
(2006)
Developing a Weekly Residential Price Index Using the Sale Price Appraisal Ratio
-
-
Rossini, P.1
Kershaw, P.2
-
28
-
-
0000424562
-
Arithmetic repeat sales price estimators
-
Shiller, R. J. (1991). Arithmetic repeat sales price estimators. Journal of Housing Economics, 1(1), 110-126.
-
(1991)
Journal of Housing Economics
, vol.1
, Issue.1
, pp. 110-126
-
-
Shiller, R.J.1
-
29
-
-
74849134544
-
-
November, Paper presented at the OECD-IMF Workshop on Real Estate Price Indexes, Paris
-
Wal, E. v. d., Steege, D. t., & Kroese, B. (2006, November). Two ways to construct a house price index for the Netherlands: The repeat sales and the sales price appraisal ratio. Paper presented at the OECD-IMF Workshop on Real Estate Price Indexes, Paris.
-
(2006)
Two Ways to Construct a House Price Index For the Netherlands: The Repeat Sales and The Sales Price Appraisal Ratio
-
-
Wal, E.V.D.1
Steege, D.T.2
Kroese, B.3
-
30
-
-
84986082584
-
Comovement in UK regional property markets: A multi-variate cointegration analysis
-
Worthington, A., & Higgs, H. (2003). Comovement in UK regional property markets: a multi-variate cointegration analysis. Journal of Property Investment and Finance, 21(4), 326-347.
-
(2003)
Journal of Property Investment and Finance
, vol.21
, Issue.4
, pp. 326-347
-
-
Worthington, A.1
Higgs, H.2
-
31
-
-
1842470921
-
Forecasting Sales and price for existing single-family homes: A VAR model with error correction
-
Zhou, Z.-G. (1997). Forecasting Sales and price for existing single-family homes: A VAR model with error correction. Journal of Real Estate Research, 14(1-2), 155-167.
-
(1997)
Journal of Real Estate Research
, vol.14
, Issue.1-2
, pp. 155-167
-
-
Zhou, Z.-G.1
|