The Efficiency of the Market for Single-Family Homes

Keywords

Single-family detached home, Business, Geography

References

• Short-Term Interest Rates as Predictors of InflationEugene F. Fama — 1975
• Prices of Single Family Homes Since 1970: New Indexes for Four CitiesKarl E. Case, Robert J. Shiller — 1987
• An empirical test of the efficiency of the housing marketPeter Linneman — 1986
• A dymimic model of housing price determinationRobert F. Engle, David M. Lilien, Mark W. Watson — 1985
• WEAK FORM TESTS OF THE EFFICIENCY OF REAL ESTATE INVESTMENT MARKETSGeorge W. Gau — 1984
• Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric AnalysisLars Peter Hansen, Robert J. Hodrick — 1980
• A Regression Method for Real Estate Price Index ConstructionMartin J. Bailey, Richard F. Muth, Hugh O. Nourse — 1963
• Public Information and Abnormal Returns in Real Estate InvestmentGeorge W. Gau — 1985
• Monetary Policy Regime Shifts and the Unusual Behavior of Real Interest RatesJohn Huizinga, Frederic S. Mishkin — 1985
• Measurement Error ModelsAlbert Satorra, Wayne A. Fuller — 1988
• Measurement Error ModelsLeonard A. Stefanski, Wayne A. Fuller, John Wiley — 1988
• A Regression Method for Real Estate Price Index ConstructionMartin J. Bailey, Richard F. Muth, Hugh O. Nourse — 1963
• A Probabilistic Model for Price Levels in Discontinuous MarketsCary Webb — 1988

Cited by

• Contributions to a History of Prices in Norway: Monthly Price Indices, 1777-1920Jan Tore Klovland — 2013
• Removing Appraisal Bias from a Repeat-Transactions House Price Index A Basic ApproachAndrew Leventis — 2006
• Contingent Claim Pricing with Applications to Financial Risk ManagementHua Chen — 2008
• The determinants of residential house prices in South AfricaBarry Standish, B. Lowther, R Morgan-Grenville — 2005
• Forecasting House Prices in the United States with Multiple Structural BreaksMahua Barari, Nityananda Sarkar, Srikanta Kundu — 2014
• The Microfoundations of Housing Market DynamicsAlvin Murphy — 2008
• Essays in Applied Microeconomics With Policy ImplicationsChristopher Geissler — 2013
• Vliv podmínek bydlení na zamýšlenou migraci české populace za pracíMartin Lux, Petr Sunega — 2007
• Un índice de precios espacial para la vivienda urbana en Colombia: Una aplicación con métodos de emparejamiento (A Spatial Price Index for Urban Housing in Colombia: A Matching Approach)Luis Armando Galvis–Aponte, Bladimir Carrillo — 2012
• The Estonian speculative real estate market: the boom and bust cycleFrancesca Medda, Luca Cocconcelli — 2010
• A New Approach for Constructing Home Price Indices in China: The Pseudo Repeat Sales ModelX. Guo, Siqi Zheng, David Geltner — 2012
• EVOLUCIÓN DE LOS PRECIOS DE VIVIENDAS EN CHILEH Eric Parrado, Paulo Cox, Cristian Fuenzalida — 2009
• Rental Adjustment and Housing Prices: Evidence from Hong Kong's Residential Property MarketHonglin Wang, Chu Zhang, Weihang Dai — 2013
• Daily House Price Indexes: Volatility Dynamics and Longer-Run PredictionsWenjing Wang — 2014
• Real estate returns predictability revisited: novel evidence from the US REITs marketOmokolade Akinsomi, Goodness C. Aye, Vassilios Babalos — 2016
• Challenges for the construction of historical price indices: The case of Norway, 1777-1920Jan Tore Klovland — 2014
• Developing a repeat sales property price index for residential properties in South AfricaHermine Bester — 2010
• Economic linkages between Australian REITs and the commerical real estate marketJaime Yong — 2013
• House Price Dynamics: A Survey of Theoretical and Empirical IssuesMan Cho — 2001
• General equilibrium asset pricing model: three applications to land marketsCheol Soo Park — 1991

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