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Revisiting the Past and Settling the Score: Index Revision for House Price Derivatives

  • Published:2006-06 Issue:2 Volume:34 Page:275-302
  • ISSN:1080-8620
  • Container-title:Real Estate Economics
  • language:en
  • Short-container-title:Real Estate Econ

Author:

Clapham Eric,Englund Peter,Quigley John M.,Redfearn Christian L.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference21 articles.

1. New Evidence on Home Prices from Freddie Mac Repeat Sales

2. A Regression Method for Real Estate Price Index Construction

3. Bureau of Labor Statistics . 2003 . CPI Summary, January . http://www.bls.gov/news.release/cpi.nr0.htm.

4. J.S. Butler, Y. Chang, and A. Crews-Cutts . 2005 . Revision Bias in Repeat Sale Home Price Indices . Unpublished manuscript.

5. C.A. Calhoun, 1996 . OFHEO House Price Indexes: HPI Technical Description . OFHEO Working Paper. http://www.ofheo.gov/house/hpi_tech.pdf.

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