% SHARP-HPI (UQO WP22) -- verified references only. Every entry checked on 2026-10-21 against Crossref (by DOI) or the source listed in docs/literature/references_verified.json.
% Keys: lowercase author+year+word. natbib/aer compatible. Non-ASCII characters are LaTeX-escaped.

@article{hill2022rtd,
  author       = {Hill, Robert J. and Scholz, Michael and Shimizu, Chihiro and Steurer, Miriam},
  title        = {Rolling-Time-Dummy House Price Indexes: Window Length, Linking and Options for Dealing with Low Transaction Volume},
  journal      = {Journal of Official Statistics},
  year         = {2022},
  volume       = {38},
  number       = {1},
  pages        = {127--151},
  doi          = {10.2478/jos-2022-0007}
}

@techreport{hill2020rtdwp,
  author       = {Hill, Robert J. and Scholz, Michael and Shimizu, Chihiro and Steurer, Miriam},
  title        = {Rolling-Time-Dummy House Price Indexes: Window Length, Linking and Options for Dealing with the Covid-19 Shutdown},
  year         = {2020},
  number       = {2020-14},
  institution  = {Department of Economics, University of Graz},
  type         = {Graz Economics Papers},
  url          = {https://ideas.repec.org/p/grz/wpaper/2020-14.html}
}

@article{hill2018eval,
  author       = {Hill, Robert J. and Scholz, Michael and Shimizu, Chihiro and Steurer, Miriam},
  title        = {An evaluation of the methods used by {European} countries to compute their official house price indices},
  journal      = {Economie et Statistique / Economics and Statistics},
  year         = {2018},
  number       = {500-501-502},
  pages        = {221--238},
  doi          = {10.24187/ecostat.2018.500t.1953},
  note         = {Issue 500-501-502}
}

@article{ishaak2024hmts,
  author       = {Ishaak, Farley and Ouwehand, Pim and Rem{\o}y, Hilde},
  title        = {Constructing Limited-Revisable and Stable {CPPIs} for Small Domains},
  journal      = {Journal of Official Statistics},
  year         = {2024},
  volume       = {40},
  number       = {3},
  pages        = {380--408},
  doi          = {10.1177/0282423X241246617}
}

@article{hill2026survey,
  author       = {Hill, Robert J. and Steurer, Miriam},
  title        = {Real Estate Price Measurement Since the Global Financial Crisis: Methods, Data and Policy Developments},
  journal      = {Review of Income and Wealth},
  year         = {2026},
  volume       = {72},
  number       = {1},
  doi          = {10.1111/roiw.70055},
  note         = {Article e70055}
}

@article{hill2013survey,
  author       = {Hill, Robert J.},
  title        = {Hedonic Price Indexes for Residential Housing: A Survey, Evaluation and Taxonomy},
  journal      = {Journal of Economic Surveys},
  year         = {2013},
  volume       = {27},
  number       = {5},
  pages        = {879--914},
  doi          = {10.1111/j.1467-6419.2012.00731.x}
}

@article{hill2018geospatial,
  author       = {Hill, Robert J. and Scholz, Michael},
  title        = {Can Geospatial Data Improve House Price Indexes? A Hedonic Imputation Approach with Splines},
  journal      = {Review of Income and Wealth},
  year         = {2018},
  volume       = {64},
  number       = {4},
  pages        = {737--756},
  doi          = {10.1111/roiw.12303}
}

@article{hillmelser2008,
  author       = {Hill, Robert J. and Melser, Daniel},
  title        = {Hedonic Imputation and the Price Index Problem: An Application to Housing},
  journal      = {Economic Inquiry},
  year         = {2008},
  volume       = {46},
  number       = {4},
  pages        = {593--609},
  doi          = {10.1111/j.1465-7295.2007.00110.x}
}

@techreport{hill2008flexible,
  author       = {Hill, Robert J. and Melser, Daniel and Syed, Iqbal},
  title        = {Flexible Spatial and Temporal Hedonic Price Indexes for Housing in the Presence of Missing Data},
  year         = {2008},
  number       = {1313693},
  institution  = {SSRN Working Paper},
  doi          = {10.2139/ssrn.1313693}
}

@incollection{diewert2009imputation,
  author       = {Diewert, W. Erwin and Heravi, Saeed and Silver, Mick},
  title        = {Hedonic Imputation versus Time Dummy Hedonic Indexes},
  booktitle    = {Price Index Concepts and Measurement},
  year         = {2009},
  pages        = {161--196},
  publisher    = {University of Chicago Press},
  doi          = {10.7208/chicago/9780226148571.003.0005}
}

@article{diewert2005adjacent,
  author       = {Diewert, W. Erwin},
  title        = {Adjacent Period Dummy Variable Hedonic Regressions and Bilateral Index Number Theory},
  journal      = {Annales d'{\'E}conomie et de Statistique},
  year         = {2005},
  number       = {79/80},
  pages        = {759--786},
  doi          = {10.2307/20777596}
}

@techreport{diewert2007paris,
  author       = {Diewert, W. Erwin},
  title        = {The {Paris} {OECD-IMF} Workshop on Real Estate Price Indexes: Conclusions and Future Directions},
  year         = {2007},
  number       = {07-01},
  institution  = {Department of Economics, University of British Columbia},
  type         = {Discussion Paper},
  url          = {https://ideas.repec.org/p/ubc/bricol/diewert-07-01-03-08-12-12.html}
}

@techreport{diewert2011alternative,
  author       = {Diewert, W. Erwin},
  title        = {Alternative Approaches to Measuring House Price Inflation},
  year         = {2011},
  number       = {erwin\_diewert-2011-1},
  institution  = {Vancouver School of Economics, University of British Columbia},
  type         = {Working Paper},
  url          = {https://ideas.repec.org/p/ubc/bricol/erwin_diewert-2011-1.html},
  note         = {Circulated as UBC Discussion Paper 10-10}
}

@article{diewert2015land,
  author       = {Diewert, W. Erwin and de Haan, Jan and Hendriks, Rens},
  title        = {Hedonic Regressions and the Decomposition of a House Price Index into Land and Structure Components},
  journal      = {Econometric Reviews},
  year         = {2015},
  volume       = {34},
  number       = {1-2},
  pages        = {106--126},
  doi          = {10.1080/07474938.2014.944791}
}

@article{dehaan2010hedonic,
  author       = {de Haan, Jan},
  title        = {Hedonic Price Indexes: A Comparison of Imputation, Time Dummy and `Re-Pricing' Methods},
  journal      = {Jahrb{\"u}cher f{\"u}r National{\"o}konomie und Statistik},
  year         = {2010},
  volume       = {230},
  number       = {6},
  pages        = {772--791},
  doi          = {10.1515/jbnst-2010-0611}
}

@article{dehaan2014scanner,
  author       = {de Haan, Jan and Krsinich, Frances},
  title        = {Scanner Data and the Treatment of Quality Change in Nonrevisable Price Indexes},
  journal      = {Journal of Business \& Economic Statistics},
  year         = {2014},
  volume       = {32},
  number       = {3},
  pages        = {341--358},
  doi          = {10.1080/07350015.2014.880059}
}

@article{dehaan2021scanner,
  author       = {de Haan, Jan and Hendriks, Rens and Scholz, Michael},
  title        = {Price Measurement Using Scanner Data: Time-Product Dummy Versus Time Dummy Hedonic Indexes},
  journal      = {Review of Income and Wealth},
  year         = {2021},
  volume       = {67},
  number       = {2},
  pages        = {394--417},
  doi          = {10.1111/roiw.12468}
}

@article{ivancic2011scanner,
  author       = {Ivancic, Lorraine and Diewert, W. Erwin and Fox, Kevin J.},
  title        = {Scanner data, time aggregation and the construction of price indexes},
  journal      = {Journal of Econometrics},
  year         = {2011},
  volume       = {161},
  number       = {1},
  pages        = {24--35},
  doi          = {10.1016/j.jeconom.2010.09.003}
}

@article{diewertfox2022substitution,
  author       = {Diewert, W. Erwin and Fox, Kevin J.},
  title        = {Substitution Bias in Multilateral Methods for {CPI} Construction},
  journal      = {Journal of Business \& Economic Statistics},
  year         = {2022},
  volume       = {40},
  number       = {1},
  pages        = {355--369},
  doi          = {10.1080/07350015.2020.1816176}
}

@book{eurostat2013handbook,
  author       = {{Eurostat} and {ILO} and {IMF} and {OECD} and {UNECE} and {World Bank}},
  title        = {Handbook on Residential Property Price Indices ({RPPIs})},
  year         = {2013},
  publisher    = {OECD Publishing / Eurostat},
  doi          = {10.1787/9789264197183-en}
}

@article{bailey1963,
  author       = {Bailey, Martin J. and Muth, Richard F. and Nourse, Hugh O.},
  title        = {A Regression Method for Real Estate Price Index Construction},
  journal      = {Journal of the American Statistical Association},
  year         = {1963},
  volume       = {58},
  number       = {304},
  pages        = {933--942},
  doi          = {10.1080/01621459.1963.10480679}
}

@article{caseshiller1987,
  author       = {Case, Karl E. and Shiller, Robert J.},
  title        = {Prices of Single-Family Homes Since 1970: New Indexes for Four Cities},
  journal      = {New England Economic Review},
  year         = {1987},
  pages        = {45--56},
  month        = {September},
  url          = {https://ideas.repec.org/a/fip/fedbne/y1987isepp45-56.html}
}

@article{caseshiller1989,
  author       = {Case, Karl E. and Shiller, Robert J.},
  title        = {The Efficiency of the Market for Single-Family Homes},
  journal      = {American Economic Review},
  year         = {1989},
  volume       = {79},
  number       = {1},
  pages        = {125--137},
  url          = {https://ideas.repec.org/a/aea/aecrev/v79y1989i1p125-37.html}
}

@article{goetzmann1992,
  author       = {Goetzmann, William Nelson},
  title        = {The accuracy of real estate indices: Repeat sale estimators},
  journal      = {The Journal of Real Estate Finance and Economics},
  year         = {1992},
  volume       = {5},
  number       = {1},
  pages        = {5--53},
  doi          = {10.1007/bf00153997}
}

@article{shiller1991arithmetic,
  author       = {Shiller, Robert J.},
  title        = {Arithmetic repeat sales price estimators},
  journal      = {Journal of Housing Economics},
  year         = {1991},
  volume       = {1},
  number       = {1},
  pages        = {110--126},
  doi          = {10.1016/s1051-1377(05)80028-2}
}

@article{clappgiaccotto1992,
  author       = {Clapp, John M. and Giaccotto, Carmelo},
  title        = {Estimating Price Indices for Residential Property: A Comparison of Repeat Sales and Assessed Value Methods},
  journal      = {Journal of the American Statistical Association},
  year         = {1992},
  volume       = {87},
  number       = {418},
  pages        = {300--306},
  doi          = {10.1080/01621459.1992.10475209}
}

@article{clappgiaccotto1999,
  author       = {Clapp, John M. and Giaccotto, Carmelo},
  title        = {Revisions in Repeat-Sales Price Indexes: Here Today, Gone Tomorrow?},
  journal      = {Real Estate Economics},
  year         = {1999},
  volume       = {27},
  number       = {1},
  pages        = {79--104},
  doi          = {10.1111/1540-6229.00767}
}

@article{clapp1991alltransactions,
  author       = {Clapp, John M. and Giaccotto, Carmelo and Tirtiroglu, Dogan},
  title        = {Housing Price Indices Based on All Transactions Compared to Repeat Subsamples},
  journal      = {Real Estate Economics},
  year         = {1991},
  volume       = {19},
  number       = {3},
  pages        = {270--285},
  doi          = {10.1111/1540-6229.00553}
}

@article{quigley1995hybrid,
  author       = {Quigley, John M.},
  title        = {A Simple Hybrid Model for Estimating Real Estate Price Indexes},
  journal      = {Journal of Housing Economics},
  year         = {1995},
  volume       = {4},
  number       = {1},
  pages        = {1--12},
  doi          = {10.1006/jhec.1995.1001}
}

@article{casequigley1991,
  author       = {Case, Bradford and Quigley, John M.},
  title        = {The Dynamics of Real Estate Prices},
  journal      = {The Review of Economics and Statistics},
  year         = {1991},
  volume       = {73},
  number       = {1},
  pages        = {50--58},
  doi          = {10.2307/2109686}
}

@article{bourassa2006simple,
  author       = {Bourassa, Steven C. and Hoesli, Martin and Sun, Jian},
  title        = {A simple alternative house price index method},
  journal      = {Journal of Housing Economics},
  year         = {2006},
  volume       = {15},
  number       = {1},
  pages        = {80--97},
  doi          = {10.1016/j.jhe.2006.03.001}
}

@article{wallacemeese1997,
  author       = {Wallace, Nancy E. and Meese, Richard A.},
  title        = {The Construction of Residential Housing Price Indices: A Comparison of Repeat-Sales, Hedonic-Regression, and Hybrid Approaches},
  journal      = {The Journal of Real Estate Finance and Economics},
  year         = {1997},
  volume       = {14},
  number       = {1-2},
  pages        = {51--73},
  doi          = {10.1023/a:1007715917198}
}

@article{bourassa2013robust,
  author       = {Bourassa, Steven C. and Cantoni, Eva and Hoesli, Martin},
  title        = {Robust Repeat Sales Indexes},
  journal      = {Real Estate Economics},
  year         = {2013},
  volume       = {41},
  number       = {3},
  pages        = {517--541},
  doi          = {10.1111/reec.12013}
}

@article{bourassa2016robusthedonic,
  author       = {Bourassa, Steven C. and Cantoni, Eva and Hoesli, Martin},
  title        = {Robust hedonic price indexes},
  journal      = {International Journal of Housing Markets and Analysis},
  year         = {2016},
  volume       = {9},
  number       = {1},
  pages        = {47--65},
  doi          = {10.1108/ijhma-11-2014-0050}
}

@article{dorsey2010hedonic,
  author       = {Dorsey, Robert E. and Hu, Haixin and Mayer, Walter J. and Wang, Hui-chen},
  title        = {Hedonic versus repeat-sales housing price indexes for measuring the recent boom-bust cycle},
  journal      = {Journal of Housing Economics},
  year         = {2010},
  volume       = {19},
  number       = {2},
  pages        = {75--93},
  doi          = {10.1016/j.jhe.2010.04.001}
}

@article{nagaraja2011autoregressive,
  author       = {Nagaraja, Chaitra H. and Brown, Lawrence D. and Zhao, Linda H.},
  title        = {An autoregressive approach to house price modeling},
  journal      = {The Annals of Applied Statistics},
  year         = {2011},
  volume       = {5},
  number       = {1},
  pages        = {124--149},
  doi          = {10.1214/10-aoas380}
}

@article{nagaraja2014repeat,
  author       = {Nagaraja, Chaitra and Brown, Lawrence and Wachter, Susan},
  title        = {Repeat Sales House Price Index Methodology},
  journal      = {Journal of Real Estate Literature},
  year         = {2014},
  volume       = {22},
  number       = {1},
  pages        = {23--46},
  doi          = {10.1080/10835547.2014.12090375}
}

@article{gatzlaffhaurin1997,
  author       = {Gatzlaff, Dean H. and Haurin, Donald R.},
  title        = {Sample Selection Bias and Repeat-Sales Index Estimates},
  journal      = {The Journal of Real Estate Finance and Economics},
  year         = {1997},
  volume       = {14},
  number       = {1-2},
  pages        = {33--50},
  doi          = {10.1023/a:1007763816289}
}

@article{gatzlaffhaurin1998,
  author       = {Gatzlaff, Dean H. and Haurin, Donald R.},
  title        = {Sample Selection and Biases in Local House Value Indices},
  journal      = {Journal of Urban Economics},
  year         = {1998},
  volume       = {43},
  number       = {2},
  pages        = {199--222},
  doi          = {10.1006/juec.1997.2045}
}

@article{hwangquigley2004,
  author       = {Hwang, Min and Quigley, John M.},
  title        = {Selectivity, Quality Adjustment and Mean Reversion in the Measurement of House Values},
  journal      = {The Journal of Real Estate Finance and Economics},
  year         = {2004},
  volume       = {28},
  number       = {2-3},
  pages        = {161--178},
  doi          = {10.1023/b:real.0000011152.40485.12}
}

@article{bokharigeltner2012,
  author       = {Bokhari, Sheharyar and Geltner, David},
  title        = {Estimating Real Estate Price Movements for High Frequency Tradable Indexes in a Scarce Data Environment},
  journal      = {The Journal of Real Estate Finance and Economics},
  year         = {2012},
  volume       = {45},
  number       = {2},
  pages        = {522--543},
  doi          = {10.1007/s11146-010-9261-4}
}

@techreport{geltnerpollakowski2007,
  author       = {Pollakowski, Henry O. and Geltner, David},
  title        = {A Set of Indexes for Trading Commercial Real Estate Based on the Real Capital Analytics Transaction Prices Database},
  year         = {2007},
  number       = {eres2007\_322},
  institution  = {European Real Estate Society (ERES) / MIT Center for Real Estate},
  type         = {ERES Working Paper},
  url          = {https://ideas.repec.org/p/arz/wpaper/eres2007_322.html},
  note         = {Describes the MIT Center for Real Estate/RCA transaction-based indexes}
}

@article{geltner1991smoothing,
  author       = {Geltner, David Michael},
  title        = {Smoothing in appraisal-based returns},
  journal      = {The Journal of Real Estate Finance and Economics},
  year         = {1991},
  volume       = {4},
  number       = {3},
  pages        = {327--345},
  doi          = {10.1007/bf00161933}
}

@article{croushore2011realtime,
  author       = {Croushore, Dean},
  title        = {Frontiers of Real-Time Data Analysis},
  journal      = {Journal of Economic Literature},
  year         = {2011},
  volume       = {49},
  number       = {1},
  pages        = {72--100},
  doi          = {10.1257/jel.49.1.72}
}

@article{clapham2006revision,
  author       = {Clapham, Eric and Englund, Peter and Quigley, John M. and Redfearn, Christian L.},
  title        = {Revisiting the Past and Settling the Score: Index Revision for House Price Derivatives},
  journal      = {Real Estate Economics},
  year         = {2006},
  volume       = {34},
  number       = {2},
  pages        = {275--302},
  doi          = {10.1111/j.1540-6229.2006.00167.x}
}

@article{vandeminne2020revisions,
  author       = {van de Minne, Alex and Francke, Marc and Geltner, David and White, Robert},
  title        = {Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models},
  journal      = {The Journal of Real Estate Finance and Economics},
  year         = {2020},
  volume       = {60},
  number       = {4},
  pages        = {514--553},
  doi          = {10.1007/s11146-018-9692-x}
}

@article{rosen1974,
  author       = {Rosen, Sherwin},
  title        = {Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition},
  journal      = {Journal of Political Economy},
  year         = {1974},
  volume       = {82},
  number       = {1},
  pages        = {34--55},
  doi          = {10.1086/260169}
}

@incollection{court1939,
  author       = {Court, Andrew T.},
  title        = {Hedonic Price Indexes with Automotive Examples},
  booktitle    = {The Dynamics of Automobile Demand},
  year         = {1939},
  pages        = {99--117},
  publisher    = {General Motors Corporation},
  url          = {https://allengoodman.wayne.edu/Research/PUBS/Court_Hedonic.pdf}
}

@incollection{griliches1961,
  author       = {Griliches, Zvi},
  title        = {Hedonic Price Indexes for Automobiles: An Econometric Analysis of Quality Change},
  booktitle    = {The Price Statistics of the Federal Government},
  year         = {1961},
  pages        = {173--196},
  publisher    = {National Bureau of Economic Research},
  url          = {https://www.nber.org/chapters/c6492},
  note         = {Staff Paper 3; reprinted in \emph{Price Indexes and Quality Change}, Harvard University Press, 1971}
}

@article{silverheravi2007,
  author       = {Silver, Mick and Heravi, Saeed},
  title        = {The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes},
  journal      = {Journal of Business \& Economic Statistics},
  year         = {2007},
  volume       = {25},
  number       = {2},
  pages        = {239--246},
  doi          = {10.1198/073500106000000486}
}

@book{triplett2006handbook,
  author       = {Triplett, Jack},
  title        = {Handbook on Hedonic Indexes and Quality Adjustments in Price Indexes},
  year         = {2006},
  publisher    = {OECD Publishing},
  doi          = {10.1787/9789264028159-en}
}

@techreport{silver2016imf,
  author       = {Silver, Mick},
  title        = {How to Better Measure Hedonic Residential Property Price Indexes},
  year         = {2016},
  volume       = {2016},
  number       = {16/213},
  pages        = {1},
  institution  = {International Monetary Fund},
  type         = {IMF Working Paper},
  doi          = {10.5089/9781475552249.001}
}

@article{anenberg2017timely,
  author       = {Anenberg, Elliot and Laufer, Steven},
  title        = {A More Timely House Price Index},
  journal      = {The Review of Economics and Statistics},
  year         = {2017},
  volume       = {99},
  number       = {4},
  pages        = {722--734},
  doi          = {10.1162/rest_a_00634}
}

@article{bollerslev2016daily,
  author       = {Bollerslev, Tim and Patton, Andrew J. and Wang, Wenjing},
  title        = {Daily House Price Indices: Construction, Modeling, and Longer-run Predictions},
  journal      = {Journal of Applied Econometrics},
  year         = {2016},
  volume       = {31},
  number       = {6},
  pages        = {1005--1025},
  doi          = {10.1002/jae.2471}
}

@article{francke2010thin,
  author       = {Francke, Marc K.},
  title        = {Repeat Sales Index for Thin Markets},
  journal      = {The Journal of Real Estate Finance and Economics},
  year         = {2010},
  volume       = {41},
  number       = {1},
  pages        = {24--52},
  doi          = {10.1007/s11146-009-9203-1}
}

@article{franckedevos2000,
  author       = {Francke, Marc K. and de Vos, Aart F.},
  title        = {Efficient Computation of Hierarchical Trends},
  journal      = {Journal of Business \& Economic Statistics},
  year         = {2000},
  volume       = {18},
  number       = {1},
  pages        = {51--57},
  doi          = {10.1080/07350015.2000.10524847}
}

@article{francke2017land,
  author       = {Francke, Marc K. and van de Minne, Alex M.},
  title        = {Land, Structure and Depreciation},
  journal      = {Real Estate Economics},
  year         = {2017},
  volume       = {45},
  number       = {2},
  pages        = {415--451},
  doi          = {10.1111/1540-6229.12146}
}

@article{schwann1998thin,
  author       = {Schwann, Gregory M.},
  title        = {A Real Estate Price Index for Thin Markets},
  journal      = {The Journal of Real Estate Finance and Economics},
  year         = {1998},
  volume       = {16},
  number       = {3},
  pages        = {269--287},
  doi          = {10.1023/a:1007719513787}
}

@article{clapp2004semiparametric,
  author       = {Clapp, John M.},
  title        = {A Semiparametric Method for Estimating Local House Price Indices},
  journal      = {Real Estate Economics},
  year         = {2004},
  volume       = {32},
  number       = {1},
  pages        = {127--160},
  doi          = {10.1111/j.1080-8620.2004.00086.x}
}

@article{mcmillen2012matching,
  author       = {McMillen, Daniel P.},
  title        = {Repeat Sales as a Matching Estimator},
  journal      = {Real Estate Economics},
  year         = {2012},
  volume       = {40},
  number       = {4},
  pages        = {745--773},
  doi          = {10.1111/j.1540-6229.2012.00343.x}
}

@article{francke2017hierarchical,
  author       = {Francke, Marc K. and van de Minne, Alex},
  title        = {The Hierarchical Repeat Sales Model for Granular Commercial Real Estate and Residential Price Indices},
  journal      = {The Journal of Real Estate Finance and Economics},
  year         = {2017},
  volume       = {55},
  number       = {4},
  pages        = {511--532},
  doi          = {10.1007/s11146-017-9632-1}
}

@article{francke2021heterogeneity,
  author       = {Francke, Marc and van de Minne, Alex},
  title        = {Modeling unobserved heterogeneity in hedonic price models},
  journal      = {Real Estate Economics},
  year         = {2021},
  volume       = {49},
  number       = {4},
  pages        = {1315--1339},
  doi          = {10.1111/1540-6229.12320}
}

@article{francke2022daily,
  author       = {Francke, Marc and van de Minne, Alex},
  title        = {Daily appraisal of commercial real estate a new mixed frequency approach},
  journal      = {Real Estate Economics},
  year         = {2022},
  volume       = {50},
  number       = {5},
  pages        = {1257--1281},
  doi          = {10.1111/1540-6229.12378}
}

@article{francke2025censustract,
  author       = {Francke, Marc and Rolheiser, Lyndsey and van de Minne, Alex},
  title        = {Estimating Census Tract House Price Indexes: A New Spatial Dynamic Factor Approach},
  journal      = {The Journal of Real Estate Finance and Economics},
  year         = {2025},
  volume       = {70},
  number       = {3},
  pages        = {483--514},
  doi          = {10.1007/s11146-023-09957-w}
}

@article{renfoxbruce2017,
  author       = {Ren, You and Fox, Emily B. and Bruce, Andrew},
  title        = {Clustering correlated, sparse data streams to estimate a localized housing price index},
  journal      = {The Annals of Applied Statistics},
  year         = {2017},
  volume       = {11},
  number       = {2},
  pages        = {808--839},
  doi          = {10.1214/17-AOAS1019}
}

@article{lopezhewings2018,
  author       = {Lopez, Esteban and Hewings, Geoffrey J.D.},
  title        = {Housing price indices for small spatial units},
  journal      = {Regional Science and Urban Economics},
  year         = {2018},
  volume       = {70},
  pages        = {57--71},
  doi          = {10.1016/j.regsciurbeco.2018.02.005}
}

@article{bogin2019local,
  author       = {Bogin, Alexander and Doerner, William and Larson, William},
  title        = {Local House Price Dynamics: New Indices and Stylized Facts},
  journal      = {Real Estate Economics},
  year         = {2019},
  volume       = {47},
  number       = {2},
  pages        = {365--398},
  doi          = {10.1111/1540-6229.12233}
}

@article{ahlfeldt2023micro,
  author       = {Ahlfeldt, Gabriel M. and Heblich, Stephan and Seidel, Tobias},
  title        = {Micro-geographic property price and rent indices},
  journal      = {Regional Science and Urban Economics},
  year         = {2023},
  volume       = {98},
  pages        = {103836},
  doi          = {10.1016/j.regsciurbeco.2022.103836},
  note         = {Article 103836}
}

@article{guntermann2016thin,
  author       = {Guntermann, Karl L. and Liu, Crocker and Nowak, Adam D.},
  title        = {Price Indexes for Short Horizons, Thin Markets or Smaller Cities},
  journal      = {Journal of Real Estate Research},
  year         = {2016},
  volume       = {38},
  number       = {1},
  pages        = {93--128},
  doi          = {10.1080/10835547.2016.12091439}
}

@article{sayag2022nowcasts,
  author       = {Sayag, Doron and Ben-hur, Dano and Pfeffermann, Danny},
  title        = {Reducing revisions in hedonic house price indices by the use of nowcasts},
  journal      = {International Journal of Forecasting},
  year         = {2022},
  volume       = {38},
  number       = {1},
  pages        = {253--266},
  doi          = {10.1016/j.ijforecast.2021.04.008}
}

@article{contatlarson2024,
  author       = {Contat, Justin and Larson, William D.},
  title        = {A flexible method of housing price index construction using repeat-sales aggregates},
  journal      = {Real Estate Economics},
  year         = {2024},
  volume       = {52},
  number       = {6},
  pages        = {1551--1583},
  doi          = {10.1111/1540-6229.12474}
}

@article{nowaksmith2020,
  author       = {Nowak, Adam D. and Smith, Patrick S.},
  title        = {Quality-Adjusted House Price Indexes},
  journal      = {American Economic Review: Insights},
  year         = {2020},
  volume       = {2},
  number       = {3},
  pages        = {339--356},
  doi          = {10.1257/aeri.20190337}
}

@article{hilltrojanek2022warsaw,
  author       = {Hill, Robert J. and Trojanek, Radoslaw},
  title        = {An evaluation of competing methods for constructing house price indexes: The case of {Warsaw}},
  journal      = {Land Use Policy},
  year         = {2022},
  volume       = {120},
  pages        = {106226},
  doi          = {10.1016/j.landusepol.2022.106226},
  note         = {Article 106226}
}

@article{hill2024warning,
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  title        = {Warning: Some transaction prices can be detrimental to your house price index},
  journal      = {Review of Income and Wealth},
  year         = {2024},
  volume       = {70},
  number       = {2},
  pages        = {320--344},
  doi          = {10.1111/roiw.12652}
}

@article{deng2012matching,
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@article{maguire2016sparse,
  author       = {Maguire, Phil and Miller, Robert and Moser, Philippe and Maguire, Rebecca},
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  year         = {2016},
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  number       = {4},
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  doi          = {10.1080/09599916.2016.1258718}
}

@article{hollypesaran2010,
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@article{waltl2016continuous,
  author       = {Waltl, Sofie R.},
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  year         = {2016},
  volume       = {9},
  number       = {4},
  pages        = {648--670},
  doi          = {10.1108/ijhma-10-2015-0066}
}

@book{raomolina2015,
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  author       = {Pfeffermann, Danny},
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  author       = {Gelman, Andrew and Hill, Jennifer},
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  title        = {Time Series Analysis by State Space Methods},
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}

@book{harvey1989,
  author       = {Harvey, Andrew C.},
  title        = {Forecasting, Structural Time Series Models and the {Kalman} Filter},
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  author       = {Hyndman, Rob J. and Ahmed, Roman A. and Athanasopoulos, George and Shang, Han Lin},
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@article{wickramasuriya2019mint,
  author       = {Wickramasuriya, Shanika L. and Athanasopoulos, George and Hyndman, Rob J.},
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  journal      = {Journal of the American Statistical Association},
  year         = {2019},
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@article{athanasopoulos2024reconciliation,
  author       = {Athanasopoulos, George and Hyndman, Rob J. and Kourentzes, Nikolaos and Panagiotelis, Anastasios},
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  journal      = {International Journal of Forecasting},
  year         = {2024},
  volume       = {40},
  number       = {2},
  pages        = {430--456},
  doi          = {10.1016/j.ijforecast.2023.10.010}
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@article{huber1964,
  author       = {Huber, Peter J.},
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  journal      = {The Annals of Mathematical Statistics},
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@article{lange1989robust,
  author       = {Lange, Kenneth L. and Little, Roderick J. A. and Taylor, Jeremy M. G.},
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  year         = {1989},
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@book{rousseeuwleroy1987,
  author       = {Rousseeuw, Peter J. and Leroy, Annick M.},
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  author       = {Pace, R. Kelley and Barry, Ronald and Gilley, Otis W. and Sirmans, C. F.},
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@book{anselin1988,
  author       = {Anselin, Luc},
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@article{kelejianprucha2010,
  author       = {Kelejian, Harry H. and Prucha, Ingmar R.},
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@book{lesagepace2009,
  author       = {LeSage, James and Pace, Robert Kelley},
  title        = {Introduction to Spatial Econometrics},
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@book{wood2017gam,
  author       = {Wood, Simon N.},
  title        = {Generalized Additive Models},
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@inproceedings{ke2017lightgbm,
  author       = {Ke, Guolin and Meng, Qi and Finley, Thomas and Wang, Taifeng and Chen, Wei and Ma, Weidong and Ye, Qiwei and Liu, Tie-Yan},
  title        = {LightGBM: A Highly Efficient Gradient Boosting Decision Tree},
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@article{chernozhukov2018dml,
  author       = {Chernozhukov, Victor and Chetverikov, Denis and Demirer, Mert and Duflo, Esther and Hansen, Christian and Newey, Whitney and Robins, James},
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  journal      = {The Econometrics Journal},
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@article{diewertshimizu2015tokyo,
  author       = {Diewert, W. Erwin and Shimizu, Chihiro},
  title        = {Residential Property Price Indices for {Tokyo}},
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  year         = {2015},
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  pages        = {1659--1714},
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@article{shimizu2010tokyo,
  author       = {Shimizu, Chihiro and Nishimura, Kiyohiko G. and Watanabe, Tsutomu},
  title        = {Housing Prices in {Tokyo}: A Comparison of Hedonic and Repeat Sales Measures},
  journal      = {Jahrb{\"u}cher f{\"u}r National{\"o}konomie und Statistik},
  year         = {2010},
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@article{diewertshimizu2016condo,
  author       = {Diewert, W. Erwin and Shimizu, Chihiro},
  title        = {Hedonic regression models for {Tokyo} condominium sales},
  journal      = {Regional Science and Urban Economics},
  year         = {2016},
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  doi          = {10.1016/j.regsciurbeco.2016.08.002}
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@article{hill2025ooh,
  author       = {Hill, Robert J. and Steurer, Miriam and Waltl, Sofie R.},
  title        = {Owner-Occupied Housing, Inflation, and Monetary Policy},
  journal      = {Journal of Money, Credit and Banking},
  year         = {2025},
  volume       = {57},
  number       = {2-3},
  pages        = {583--614},
  doi          = {10.1111/jmcb.13059}
}

@article{waltl2018rental,
  author       = {Waltl, Sofie R.},
  title        = {Estimating quantile-specific rental yields for residential housing in {Sydney}},
  journal      = {Regional Science and Urban Economics},
  year         = {2018},
  volume       = {68},
  pages        = {204--225},
  doi          = {10.1016/j.regsciurbeco.2017.10.011}
}

@article{waltl2019quantile,
  author       = {Waltl, Sofie R.},
  title        = {Variation Across Price Segments and Locations: A Comprehensive Quantile Regression Analysis of the {Sydney} Housing Market},
  journal      = {Real Estate Economics},
  year         = {2019},
  volume       = {47},
  number       = {3},
  pages        = {723--756},
  doi          = {10.1111/1540-6229.12177}
}

@article{mcmillenshimizu2021,
  author       = {McMillen, Daniel and Shimizu, Chihiro},
  title        = {Decompositions of house price distributions over time: The rise and fall of {Tokyo} house prices},
  journal      = {Real Estate Economics},
  year         = {2021},
  volume       = {49},
  number       = {4},
  pages        = {1290--1314},
  doi          = {10.1111/1540-6229.12338}
}

@article{ohanlon2011ireland,
  author       = {O'Hanlon, Niall},
  title        = {Constructing a National House Price Index for {Ireland}},
  journal      = {Journal of the Statistical and Social Inquiry Society of Ireland},
  year         = {2011},
  volume       = {40},
  pages        = {167--196},
  url          = {https://www.edepositireland.ie/handle/2262/62349}
}

@misc{teranet2017methodology,
  author       = {{Teranet} and {National Bank of Canada}},
  title        = {Teranet--National Bank House Price Index: Methodology Overview},
  year         = {2017},
  howpublished = {\url{https://housepriceindex.ca/wp-content/uploads/2017/08/Teranet-National-Bank-House-Price-Index-Methodology-Overview.pdf}},
  note         = {Accessed 21 October 2026}
}

@misc{crea2023hpi,
  author       = {{Canadian Real Estate Association}},
  title        = {MLS\textsuperscript{\textregistered} Home Price Index ({HPI}) Methodology},
  year         = {2023},
  howpublished = {\url{https://www.crea.ca/files/HPI_Methodology-July-2023-rev-ENG.pdf}},
  note         = {July 2023 revision}
}

@misc{statcan2019rppi,
  author       = {{Statistics Canada}},
  title        = {Methodology of the Residential Property Price Index ({RPPI})},
  year         = {2019},
  howpublished = {Statistics Canada, Prices Analytical Series, Catalogue no. 62F0014M2019006},
  note         = {Released 14 November 2019; archived}
}

@misc{statcan2022nhpi,
  author       = {{Statistics Canada}},
  title        = {Technical Guide for the New Housing Price Index ({NHPI})},
  year         = {2022},
  howpublished = {Statistics Canada, Catalogue no. 62F0014M2022003},
  note         = {April 2022}
}