TeX 55.1%
Python 44.2%
1% 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.2% Keys: lowercase author+year+word. natbib/aer compatible. Non-ASCII characters are LaTeX-escaped.34@article{hill2022rtd,5 author = {Hill, Robert J. and Scholz, Michael and Shimizu, Chihiro and Steurer, Miriam},6 title = {Rolling-Time-Dummy House Price Indexes: Window Length, Linking and Options for Dealing with Low Transaction Volume},7 journal = {Journal of Official Statistics},8 year = {2022},9 volume = {38},10 number = {1},11 pages = {127--151},12 doi = {10.2478/jos-2022-0007}13}1415@techreport{hill2020rtdwp,16 author = {Hill, Robert J. and Scholz, Michael and Shimizu, Chihiro and Steurer, Miriam},17 title = {Rolling-Time-Dummy House Price Indexes: Window Length, Linking and Options for Dealing with the Covid-19 Shutdown},18 year = {2020},19 number = {2020-14},20 institution = {Department of Economics, University of Graz},21 type = {Graz Economics Papers},22 url = {https://ideas.repec.org/p/grz/wpaper/2020-14.html}23}2425@article{hill2018eval,26 author = {Hill, Robert J. and Scholz, Michael and Shimizu, Chihiro and Steurer, Miriam},27 title = {An evaluation of the methods used by {European} countries to compute their official house price indices},28 journal = {Economie et Statistique / Economics and Statistics},29 year = {2018},30 number = {500-501-502},31 pages = {221--238},32 doi = {10.24187/ecostat.2018.500t.1953},33 note = {Issue 500-501-502}34}3536@article{ishaak2024hmts,37 author = {Ishaak, Farley and Ouwehand, Pim and Rem{\o}y, Hilde},38 title = {Constructing Limited-Revisable and Stable {CPPIs} for Small Domains},39 journal = {Journal of Official Statistics},40 year = {2024},41 volume = {40},42 number = {3},43 pages = {380--408},44 doi = {10.1177/0282423X241246617}45}4647@article{hill2026survey,48 author = {Hill, Robert J. and Steurer, Miriam},49 title = {Real Estate Price Measurement Since the Global Financial Crisis: Methods, Data and Policy Developments},50 journal = {Review of Income and Wealth},51 year = {2026},52 volume = {72},53 number = {1},54 doi = {10.1111/roiw.70055},55 note = {Article e70055}56}5758@article{hill2013survey,59 author = {Hill, Robert J.},60 title = {Hedonic Price Indexes for Residential Housing: A Survey, Evaluation and Taxonomy},61 journal = {Journal of Economic Surveys},62 year = {2013},63 volume = {27},64 number = {5},65 pages = {879--914},66 doi = {10.1111/j.1467-6419.2012.00731.x}67}6869@article{hill2018geospatial,70 author = {Hill, Robert J. and Scholz, Michael},71 title = {Can Geospatial Data Improve House Price Indexes? A Hedonic Imputation Approach with Splines},72 journal = {Review of Income and Wealth},73 year = {2018},74 volume = {64},75 number = {4},76 pages = {737--756},77 doi = {10.1111/roiw.12303}78}7980@article{hillmelser2008,81 author = {Hill, Robert J. and Melser, Daniel},82 title = {Hedonic Imputation and the Price Index Problem: An Application to Housing},83 journal = {Economic Inquiry},84 year = {2008},85 volume = {46},86 number = {4},87 pages = {593--609},88 doi = {10.1111/j.1465-7295.2007.00110.x}89}9091@techreport{hill2008flexible,92 author = {Hill, Robert J. and Melser, Daniel and Syed, Iqbal},93 title = {Flexible Spatial and Temporal Hedonic Price Indexes for Housing in the Presence of Missing Data},94 year = {2008},95 number = {1313693},96 institution = {SSRN Working Paper},97 doi = {10.2139/ssrn.1313693}98}99100@incollection{diewert2009imputation,101 author = {Diewert, W. Erwin and Heravi, Saeed and Silver, Mick},102 title = {Hedonic Imputation versus Time Dummy Hedonic Indexes},103 booktitle = {Price Index Concepts and Measurement},104 year = {2009},105 pages = {161--196},106 publisher = {University of Chicago Press},107 doi = {10.7208/chicago/9780226148571.003.0005}108}109110@article{diewert2005adjacent,111 author = {Diewert, W. Erwin},112 title = {Adjacent Period Dummy Variable Hedonic Regressions and Bilateral Index Number Theory},113 journal = {Annales d'{\'E}conomie et de Statistique},114 year = {2005},115 number = {79/80},116 pages = {759--786},117 doi = {10.2307/20777596}118}119120@techreport{diewert2007paris,121 author = {Diewert, W. Erwin},122 title = {The {Paris} {OECD-IMF} Workshop on Real Estate Price Indexes: Conclusions and Future Directions},123 year = {2007},124 number = {07-01},125 institution = {Department of Economics, University of British Columbia},126 type = {Discussion Paper},127 url = {https://ideas.repec.org/p/ubc/bricol/diewert-07-01-03-08-12-12.html}128}129130@techreport{diewert2011alternative,131 author = {Diewert, W. Erwin},132 title = {Alternative Approaches to Measuring House Price Inflation},133 year = {2011},134 number = {erwin\_diewert-2011-1},135 institution = {Vancouver School of Economics, University of British Columbia},136 type = {Working Paper},137 url = {https://ideas.repec.org/p/ubc/bricol/erwin_diewert-2011-1.html},138 note = {Circulated as UBC Discussion Paper 10-10}139}140141@article{diewert2015land,142 author = {Diewert, W. Erwin and de Haan, Jan and Hendriks, Rens},143 title = {Hedonic Regressions and the Decomposition of a House Price Index into Land and Structure Components},144 journal = {Econometric Reviews},145 year = {2015},146 volume = {34},147 number = {1-2},148 pages = {106--126},149 doi = {10.1080/07474938.2014.944791}150}151152@article{dehaan2010hedonic,153 author = {de Haan, Jan},154 title = {Hedonic Price Indexes: A Comparison of Imputation, Time Dummy and `Re-Pricing' Methods},155 journal = {Jahrb{\"u}cher f{\"u}r National{\"o}konomie und Statistik},156 year = {2010},157 volume = {230},158 number = {6},159 pages = {772--791},160 doi = {10.1515/jbnst-2010-0611}161}162163@article{dehaan2014scanner,164 author = {de Haan, Jan and Krsinich, Frances},165 title = {Scanner Data and the Treatment of Quality Change in Nonrevisable Price Indexes},166 journal = {Journal of Business \& Economic Statistics},167 year = {2014},168 volume = {32},169 number = {3},170 pages = {341--358},171 doi = {10.1080/07350015.2014.880059}172}173174@article{dehaan2021scanner,175 author = {de Haan, Jan and Hendriks, Rens and Scholz, Michael},176 title = {Price Measurement Using Scanner Data: Time-Product Dummy Versus Time Dummy Hedonic Indexes},177 journal = {Review of Income and Wealth},178 year = {2021},179 volume = {67},180 number = {2},181 pages = {394--417},182 doi = {10.1111/roiw.12468}183}184185@article{ivancic2011scanner,186 author = {Ivancic, Lorraine and Diewert, W. Erwin and Fox, Kevin J.},187 title = {Scanner data, time aggregation and the construction of price indexes},188 journal = {Journal of Econometrics},189 year = {2011},190 volume = {161},191 number = {1},192 pages = {24--35},193 doi = {10.1016/j.jeconom.2010.09.003}194}195196@article{diewertfox2022substitution,197 author = {Diewert, W. Erwin and Fox, Kevin J.},198 title = {Substitution Bias in Multilateral Methods for {CPI} Construction},199 journal = {Journal of Business \& Economic Statistics},200 year = {2022},201 volume = {40},202 number = {1},203 pages = {355--369},204 doi = {10.1080/07350015.2020.1816176}205}206207@book{eurostat2013handbook,208 author = {{Eurostat} and {ILO} and {IMF} and {OECD} and {UNECE} and {World Bank}},209 title = {Handbook on Residential Property Price Indices ({RPPIs})},210 year = {2013},211 publisher = {OECD Publishing / Eurostat},212 doi = {10.1787/9789264197183-en}213}214215@article{bailey1963,216 author = {Bailey, Martin J. and Muth, Richard F. and Nourse, Hugh O.},217 title = {A Regression Method for Real Estate Price Index Construction},218 journal = {Journal of the American Statistical Association},219 year = {1963},220 volume = {58},221 number = {304},222 pages = {933--942},223 doi = {10.1080/01621459.1963.10480679}224}225226@article{caseshiller1987,227 author = {Case, Karl E. and Shiller, Robert J.},228 title = {Prices of Single-Family Homes Since 1970: New Indexes for Four Cities},229 journal = {New England Economic Review},230 year = {1987},231 pages = {45--56},232 month = {September},233 url = {https://ideas.repec.org/a/fip/fedbne/y1987isepp45-56.html}234}235236@article{caseshiller1989,237 author = {Case, Karl E. and Shiller, Robert J.},238 title = {The Efficiency of the Market for Single-Family Homes},239 journal = {American Economic Review},240 year = {1989},241 volume = {79},242 number = {1},243 pages = {125--137},244 url = {https://ideas.repec.org/a/aea/aecrev/v79y1989i1p125-37.html}245}246247@article{goetzmann1992,248 author = {Goetzmann, William Nelson},249 title = {The accuracy of real estate indices: Repeat sale estimators},250 journal = {The Journal of Real Estate Finance and Economics},251 year = {1992},252 volume = {5},253 number = {1},254 pages = {5--53},255 doi = {10.1007/bf00153997}256}257258@article{shiller1991arithmetic,259 author = {Shiller, Robert J.},260 title = {Arithmetic repeat sales price estimators},261 journal = {Journal of Housing Economics},262 year = {1991},263 volume = {1},264 number = {1},265 pages = {110--126},266 doi = {10.1016/s1051-1377(05)80028-2}267}268269@article{clappgiaccotto1992,270 author = {Clapp, John M. and Giaccotto, Carmelo},271 title = {Estimating Price Indices for Residential Property: A Comparison of Repeat Sales and Assessed Value Methods},272 journal = {Journal of the American Statistical Association},273 year = {1992},274 volume = {87},275 number = {418},276 pages = {300--306},277 doi = {10.1080/01621459.1992.10475209}278}279280@article{clappgiaccotto1999,281 author = {Clapp, John M. and Giaccotto, Carmelo},282 title = {Revisions in Repeat-Sales Price Indexes: Here Today, Gone Tomorrow?},283 journal = {Real Estate Economics},284 year = {1999},285 volume = {27},286 number = {1},287 pages = {79--104},288 doi = {10.1111/1540-6229.00767}289}290291@article{clapp1991alltransactions,292 author = {Clapp, John M. and Giaccotto, Carmelo and Tirtiroglu, Dogan},293 title = {Housing Price Indices Based on All Transactions Compared to Repeat Subsamples},294 journal = {Real Estate Economics},295 year = {1991},296 volume = {19},297 number = {3},298 pages = {270--285},299 doi = {10.1111/1540-6229.00553}300}301302@article{quigley1995hybrid,303 author = {Quigley, John M.},304 title = {A Simple Hybrid Model for Estimating Real Estate Price Indexes},305 journal = {Journal of Housing Economics},306 year = {1995},307 volume = {4},308 number = {1},309 pages = {1--12},310 doi = {10.1006/jhec.1995.1001}311}312313@article{casequigley1991,314 author = {Case, Bradford and Quigley, John M.},315 title = {The Dynamics of Real Estate Prices},316 journal = {The Review of Economics and Statistics},317 year = {1991},318 volume = {73},319 number = {1},320 pages = {50--58},321 doi = {10.2307/2109686}322}323324@article{bourassa2006simple,325 author = {Bourassa, Steven C. and Hoesli, Martin and Sun, Jian},326 title = {A simple alternative house price index method},327 journal = {Journal of Housing Economics},328 year = {2006},329 volume = {15},330 number = {1},331 pages = {80--97},332 doi = {10.1016/j.jhe.2006.03.001}333}334335@article{wallacemeese1997,336 author = {Wallace, Nancy E. and Meese, Richard A.},337 title = {The Construction of Residential Housing Price Indices: A Comparison of Repeat-Sales, Hedonic-Regression, and Hybrid Approaches},338 journal = {The Journal of Real Estate Finance and Economics},339 year = {1997},340 volume = {14},341 number = {1-2},342 pages = {51--73},343 doi = {10.1023/a:1007715917198}344}345346@article{bourassa2013robust,347 author = {Bourassa, Steven C. and Cantoni, Eva and Hoesli, Martin},348 title = {Robust Repeat Sales Indexes},349 journal = {Real Estate Economics},350 year = {2013},351 volume = {41},352 number = {3},353 pages = {517--541},354 doi = {10.1111/reec.12013}355}356357@article{bourassa2016robusthedonic,358 author = {Bourassa, Steven C. and Cantoni, Eva and Hoesli, Martin},359 title = {Robust hedonic price indexes},360 journal = {International Journal of Housing Markets and Analysis},361 year = {2016},362 volume = {9},363 number = {1},364 pages = {47--65},365 doi = {10.1108/ijhma-11-2014-0050}366}367368@article{dorsey2010hedonic,369 author = {Dorsey, Robert E. and Hu, Haixin and Mayer, Walter J. and Wang, Hui-chen},370 title = {Hedonic versus repeat-sales housing price indexes for measuring the recent boom-bust cycle},371 journal = {Journal of Housing Economics},372 year = {2010},373 volume = {19},374 number = {2},375 pages = {75--93},376 doi = {10.1016/j.jhe.2010.04.001}377}378379@article{nagaraja2011autoregressive,380 author = {Nagaraja, Chaitra H. and Brown, Lawrence D. and Zhao, Linda H.},381 title = {An autoregressive approach to house price modeling},382 journal = {The Annals of Applied Statistics},383 year = {2011},384 volume = {5},385 number = {1},386 pages = {124--149},387 doi = {10.1214/10-aoas380}388}389390@article{nagaraja2014repeat,391 author = {Nagaraja, Chaitra and Brown, Lawrence and Wachter, Susan},392 title = {Repeat Sales House Price Index Methodology},393 journal = {Journal of Real Estate Literature},394 year = {2014},395 volume = {22},396 number = {1},397 pages = {23--46},398 doi = {10.1080/10835547.2014.12090375}399}400401@article{gatzlaffhaurin1997,402 author = {Gatzlaff, Dean H. and Haurin, Donald R.},403 title = {Sample Selection Bias and Repeat-Sales Index Estimates},404 journal = {The Journal of Real Estate Finance and Economics},405 year = {1997},406 volume = {14},407 number = {1-2},408 pages = {33--50},409 doi = {10.1023/a:1007763816289}410}411412@article{gatzlaffhaurin1998,413 author = {Gatzlaff, Dean H. and Haurin, Donald R.},414 title = {Sample Selection and Biases in Local House Value Indices},415 journal = {Journal of Urban Economics},416 year = {1998},417 volume = {43},418 number = {2},419 pages = {199--222},420 doi = {10.1006/juec.1997.2045}421}422423@article{hwangquigley2004,424 author = {Hwang, Min and Quigley, John M.},425 title = {Selectivity, Quality Adjustment and Mean Reversion in the Measurement of House Values},426 journal = {The Journal of Real Estate Finance and Economics},427 year = {2004},428 volume = {28},429 number = {2-3},430 pages = {161--178},431 doi = {10.1023/b:real.0000011152.40485.12}432}433434@article{bokharigeltner2012,435 author = {Bokhari, Sheharyar and Geltner, David},436 title = {Estimating Real Estate Price Movements for High Frequency Tradable Indexes in a Scarce Data Environment},437 journal = {The Journal of Real Estate Finance and Economics},438 year = {2012},439 volume = {45},440 number = {2},441 pages = {522--543},442 doi = {10.1007/s11146-010-9261-4}443}444445@techreport{geltnerpollakowski2007,446 author = {Pollakowski, Henry O. and Geltner, David},447 title = {A Set of Indexes for Trading Commercial Real Estate Based on the Real Capital Analytics Transaction Prices Database},448 year = {2007},449 number = {eres2007\_322},450 institution = {European Real Estate Society (ERES) / MIT Center for Real Estate},451 type = {ERES Working Paper},452 url = {https://ideas.repec.org/p/arz/wpaper/eres2007_322.html},453 note = {Describes the MIT Center for Real Estate/RCA transaction-based indexes}454}455456@article{geltner1991smoothing,457 author = {Geltner, David Michael},458 title = {Smoothing in appraisal-based returns},459 journal = {The Journal of Real Estate Finance and Economics},460 year = {1991},461 volume = {4},462 number = {3},463 pages = {327--345},464 doi = {10.1007/bf00161933}465}466467@article{croushore2011realtime,468 author = {Croushore, Dean},469 title = {Frontiers of Real-Time Data Analysis},470 journal = {Journal of Economic Literature},471 year = {2011},472 volume = {49},473 number = {1},474 pages = {72--100},475 doi = {10.1257/jel.49.1.72}476}477478@article{clapham2006revision,479 author = {Clapham, Eric and Englund, Peter and Quigley, John M. and Redfearn, Christian L.},480 title = {Revisiting the Past and Settling the Score: Index Revision for House Price Derivatives},481 journal = {Real Estate Economics},482 year = {2006},483 volume = {34},484 number = {2},485 pages = {275--302},486 doi = {10.1111/j.1540-6229.2006.00167.x}487}488489@article{vandeminne2020revisions,490 author = {van de Minne, Alex and Francke, Marc and Geltner, David and White, Robert},491 title = {Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models},492 journal = {The Journal of Real Estate Finance and Economics},493 year = {2020},494 volume = {60},495 number = {4},496 pages = {514--553},497 doi = {10.1007/s11146-018-9692-x}498}499500@article{rosen1974,501 author = {Rosen, Sherwin},502 title = {Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition},503 journal = {Journal of Political Economy},504 year = {1974},505 volume = {82},506 number = {1},507 pages = {34--55},508 doi = {10.1086/260169}509}510511@incollection{court1939,512 author = {Court, Andrew T.},513 title = {Hedonic Price Indexes with Automotive Examples},514 booktitle = {The Dynamics of Automobile Demand},515 year = {1939},516 pages = {99--117},517 publisher = {General Motors Corporation},518 url = {https://allengoodman.wayne.edu/Research/PUBS/Court_Hedonic.pdf}519}520521@incollection{griliches1961,522 author = {Griliches, Zvi},523 title = {Hedonic Price Indexes for Automobiles: An Econometric Analysis of Quality Change},524 booktitle = {The Price Statistics of the Federal Government},525 year = {1961},526 pages = {173--196},527 publisher = {National Bureau of Economic Research},528 url = {https://www.nber.org/chapters/c6492},529 note = {Staff Paper 3; reprinted in \emph{Price Indexes and Quality Change}, Harvard University Press, 1971}530}531532@article{silverheravi2007,533 author = {Silver, Mick and Heravi, Saeed},534 title = {The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes},535 journal = {Journal of Business \& Economic Statistics},536 year = {2007},537 volume = {25},538 number = {2},539 pages = {239--246},540 doi = {10.1198/073500106000000486}541}542543@book{triplett2006handbook,544 author = {Triplett, Jack},545 title = {Handbook on Hedonic Indexes and Quality Adjustments in Price Indexes},546 year = {2006},547 publisher = {OECD Publishing},548 doi = {10.1787/9789264028159-en}549}550551@techreport{silver2016imf,552 author = {Silver, Mick},553 title = {How to Better Measure Hedonic Residential Property Price Indexes},554 year = {2016},555 volume = {2016},556 number = {16/213},557 pages = {1},558 institution = {International Monetary Fund},559 type = {IMF Working Paper},560 doi = {10.5089/9781475552249.001}561}562563@article{anenberg2017timely,564 author = {Anenberg, Elliot and Laufer, Steven},565 title = {A More Timely House Price Index},566 journal = {The Review of Economics and Statistics},567 year = {2017},568 volume = {99},569 number = {4},570 pages = {722--734},571 doi = {10.1162/rest_a_00634}572}573574@article{bollerslev2016daily,575 author = {Bollerslev, Tim and Patton, Andrew J. and Wang, Wenjing},576 title = {Daily House Price Indices: Construction, Modeling, and Longer-run Predictions},577 journal = {Journal of Applied Econometrics},578 year = {2016},579 volume = {31},580 number = {6},581 pages = {1005--1025},582 doi = {10.1002/jae.2471}583}584585@article{francke2010thin,586 author = {Francke, Marc K.},587 title = {Repeat Sales Index for Thin Markets},588 journal = {The Journal of Real Estate Finance and Economics},589 year = {2010},590 volume = {41},591 number = {1},592 pages = {24--52},593 doi = {10.1007/s11146-009-9203-1}594}595596@article{franckedevos2000,597 author = {Francke, Marc K. and de Vos, Aart F.},598 title = {Efficient Computation of Hierarchical Trends},599 journal = {Journal of Business \& Economic Statistics},600 year = {2000},601 volume = {18},602 number = {1},603 pages = {51--57},604 doi = {10.1080/07350015.2000.10524847}605}606607@article{francke2017land,608 author = {Francke, Marc K. and van de Minne, Alex M.},609 title = {Land, Structure and Depreciation},610 journal = {Real Estate Economics},611 year = {2017},612 volume = {45},613 number = {2},614 pages = {415--451},615 doi = {10.1111/1540-6229.12146}616}617618@article{schwann1998thin,619 author = {Schwann, Gregory M.},620 title = {A Real Estate Price Index for Thin Markets},621 journal = {The Journal of Real Estate Finance and Economics},622 year = {1998},623 volume = {16},624 number = {3},625 pages = {269--287},626 doi = {10.1023/a:1007719513787}627}628629@article{clapp2004semiparametric,630 author = {Clapp, John M.},631 title = {A Semiparametric Method for Estimating Local House Price Indices},632 journal = {Real Estate Economics},633 year = {2004},634 volume = {32},635 number = {1},636 pages = {127--160},637 doi = {10.1111/j.1080-8620.2004.00086.x}638}639640@article{mcmillen2012matching,641 author = {McMillen, Daniel P.},642 title = {Repeat Sales as a Matching Estimator},643 journal = {Real Estate Economics},644 year = {2012},645 volume = {40},646 number = {4},647 pages = {745--773},648 doi = {10.1111/j.1540-6229.2012.00343.x}649}650651@article{francke2017hierarchical,652 author = {Francke, Marc K. and van de Minne, Alex},653 title = {The Hierarchical Repeat Sales Model for Granular Commercial Real Estate and Residential Price Indices},654 journal = {The Journal of Real Estate Finance and Economics},655 year = {2017},656 volume = {55},657 number = {4},658 pages = {511--532},659 doi = {10.1007/s11146-017-9632-1}660}661662@article{francke2021heterogeneity,663 author = {Francke, Marc and van de Minne, Alex},664 title = {Modeling unobserved heterogeneity in hedonic price models},665 journal = {Real Estate Economics},666 year = {2021},667 volume = {49},668 number = {4},669 pages = {1315--1339},670 doi = {10.1111/1540-6229.12320}671}672673@article{francke2022daily,674 author = {Francke, Marc and van de Minne, Alex},675 title = {Daily appraisal of commercial real estate a new mixed frequency approach},676 journal = {Real Estate Economics},677 year = {2022},678 volume = {50},679 number = {5},680 pages = {1257--1281},681 doi = {10.1111/1540-6229.12378}682}683684@article{francke2025censustract,685 author = {Francke, Marc and Rolheiser, Lyndsey and van de Minne, Alex},686 title = {Estimating Census Tract House Price Indexes: A New Spatial Dynamic Factor Approach},687 journal = {The Journal of Real Estate Finance and Economics},688 year = {2025},689 volume = {70},690 number = {3},691 pages = {483--514},692 doi = {10.1007/s11146-023-09957-w}693}694695@article{renfoxbruce2017,696 author = {Ren, You and Fox, Emily B. and Bruce, Andrew},697 title = {Clustering correlated, sparse data streams to estimate a localized housing price index},698 journal = {The Annals of Applied Statistics},699 year = {2017},700 volume = {11},701 number = {2},702 pages = {808--839},703 doi = {10.1214/17-AOAS1019}704}705706@article{lopezhewings2018,707 author = {Lopez, Esteban and Hewings, Geoffrey J.D.},708 title = {Housing price indices for small spatial units},709 journal = {Regional Science and Urban Economics},710 year = {2018},711 volume = {70},712 pages = {57--71},713 doi = {10.1016/j.regsciurbeco.2018.02.005}714}715716@article{bogin2019local,717 author = {Bogin, Alexander and Doerner, William and Larson, William},718 title = {Local House Price Dynamics: New Indices and Stylized Facts},719 journal = {Real Estate Economics},720 year = {2019},721 volume = {47},722 number = {2},723 pages = {365--398},724 doi = {10.1111/1540-6229.12233}725}726727@article{ahlfeldt2023micro,728 author = {Ahlfeldt, Gabriel M. and Heblich, Stephan and Seidel, Tobias},729 title = {Micro-geographic property price and rent indices},730 journal = {Regional Science and Urban Economics},731 year = {2023},732 volume = {98},733 pages = {103836},734 doi = {10.1016/j.regsciurbeco.2022.103836},735 note = {Article 103836}736}737738@article{guntermann2016thin,739 author = {Guntermann, Karl L. and Liu, Crocker and Nowak, Adam D.},740 title = {Price Indexes for Short Horizons, Thin Markets or Smaller Cities},741 journal = {Journal of Real Estate Research},742 year = {2016},743 volume = {38},744 number = {1},745 pages = {93--128},746 doi = {10.1080/10835547.2016.12091439}747}748749@article{sayag2022nowcasts,750 author = {Sayag, Doron and Ben-hur, Dano and Pfeffermann, Danny},751 title = {Reducing revisions in hedonic house price indices by the use of nowcasts},752 journal = {International Journal of Forecasting},753 year = {2022},754 volume = {38},755 number = {1},756 pages = {253--266},757 doi = {10.1016/j.ijforecast.2021.04.008}758}759760@article{contatlarson2024,761 author = {Contat, Justin and Larson, William D.},762 title = {A flexible method of housing price index construction using repeat-sales aggregates},763 journal = {Real Estate Economics},764 year = {2024},765 volume = {52},766 number = {6},767 pages = {1551--1583},768 doi = {10.1111/1540-6229.12474}769}770771@article{nowaksmith2020,772 author = {Nowak, Adam D. and Smith, Patrick S.},773 title = {Quality-Adjusted House Price Indexes},774 journal = {American Economic Review: Insights},775 year = {2020},776 volume = {2},777 number = {3},778 pages = {339--356},779 doi = {10.1257/aeri.20190337}780}781782@article{hilltrojanek2022warsaw,783 author = {Hill, Robert J. and Trojanek, Radoslaw},784 title = {An evaluation of competing methods for constructing house price indexes: The case of {Warsaw}},785 journal = {Land Use Policy},786 year = {2022},787 volume = {120},788 pages = {106226},789 doi = {10.1016/j.landusepol.2022.106226},790 note = {Article 106226}791}792793@article{hill2024warning,794 author = {Hill, Robert J. and Pfeifer, Norbert and Steurer, Miriam and Trojanek, Radoslaw},795 title = {Warning: Some transaction prices can be detrimental to your house price index},796 journal = {Review of Income and Wealth},797 year = {2024},798 volume = {70},799 number = {2},800 pages = {320--344},801 doi = {10.1111/roiw.12652}802}803804@article{deng2012matching,805 author = {Deng, Yongheng and McMillen, Daniel P. and Sing, Tien Foo},806 title = {Private residential price indices in {Singapore}: A matching approach},807 journal = {Regional Science and Urban Economics},808 year = {2012},809 volume = {42},810 number = {3},811 pages = {485--494},812 doi = {10.1016/j.regsciurbeco.2011.06.004}813}814815@article{maguire2016sparse,816 author = {Maguire, Phil and Miller, Robert and Moser, Philippe and Maguire, Rebecca},817 title = {A robust house price index using sparse and frugal data},818 journal = {Journal of Property Research},819 year = {2016},820 volume = {33},821 number = {4},822 pages = {293--308},823 doi = {10.1080/09599916.2016.1258718}824}825826@article{hollypesaran2010,827 author = {Holly, Sean and Pesaran, M. Hashem and Yamagata, Takashi},828 title = {A spatio-temporal model of house prices in the {USA}},829 journal = {Journal of Econometrics},830 year = {2010},831 volume = {158},832 number = {1},833 pages = {160--173},834 doi = {10.1016/j.jeconom.2010.03.040}835}836837@article{waltl2016continuous,838 author = {Waltl, Sofie R.},839 title = {A hedonic house price index in continuous time},840 journal = {International Journal of Housing Markets and Analysis},841 year = {2016},842 volume = {9},843 number = {4},844 pages = {648--670},845 doi = {10.1108/ijhma-10-2015-0066}846}847848@book{raomolina2015,849 author = {Rao, J.N.K. and Molina, Isabel},850 title = {Small Area Estimation},851 year = {2015},852 publisher = {John Wiley \& Sons},853 edition = {2},854 doi = {10.1002/9781118735855}855}856857@article{fayherriot1979,858 author = {Fay, Robert E. and Herriot, Roger A.},859 title = {Estimates of Income for Small Places: An Application of {James-Stein} Procedures to Census Data},860 journal = {Journal of the American Statistical Association},861 year = {1979},862 volume = {74},863 number = {366},864 pages = {269--277},865 doi = {10.1080/01621459.1979.10482505}866}867868@article{dattalahiri2000,869 author = {Datta, Gauri Sankar and Lahiri, Partha},870 title = {A Unified Measure of Uncertainty of Estimated Best Linear Unbiased Predictors in Small Area Estimation Problems},871 journal = {Statistica Sinica},872 year = {2000},873 volume = {10},874 number = {2},875 pages = {613--627},876 url = {https://www3.stat.sinica.edu.tw/statistica/J10n2/j10n214/j10n214.htm}877}878879@article{datta2005variability,880 author = {Datta, Gauri Sankar and Rao, J. N. K. and Smith, David Daniel},881 title = {On measuring the variability of small area estimators under a basic area level model},882 journal = {Biometrika},883 year = {2005},884 volume = {92},885 number = {1},886 pages = {183--196},887 doi = {10.1093/biomet/92.1.183}888}889890@article{pfeffermann2013sae,891 author = {Pfeffermann, Danny},892 title = {New Important Developments in Small Area Estimation},893 journal = {Statistical Science},894 year = {2013},895 volume = {28},896 number = {1},897 pages = {40--68},898 doi = {10.1214/12-sts395}899}900901@book{gelmanhill2007,902 author = {Gelman, Andrew and Hill, Jennifer},903 title = {Data Analysis Using Regression and {Multilevel/Hierarchical} Models},904 year = {2007},905 publisher = {Cambridge University Press},906 doi = {10.1017/CBO9780511790942}907}908909@article{gelman2006prior,910 author = {Gelman, Andrew},911 title = {Prior distributions for variance parameters in hierarchical models (comment on article by Browne and Draper)},912 journal = {Bayesian Analysis},913 year = {2006},914 volume = {1},915 number = {3},916 pages = {515--534},917 doi = {10.1214/06-ba117a}918}919920@article{efronmorris1973,921 author = {Efron, Bradley and Morris, Carl},922 title = {Stein's Estimation Rule and its Competitors---An Empirical {Bayes} Approach},923 journal = {Journal of the American Statistical Association},924 year = {1973},925 volume = {68},926 number = {341},927 pages = {117--130},928 doi = {10.1080/01621459.1973.10481350}929}930931@article{efronmorris1975,932 author = {Efron, Bradley and Morris, Carl},933 title = {Data Analysis Using {Stein's} Estimator and its Generalizations},934 journal = {Journal of the American Statistical Association},935 year = {1975},936 volume = {70},937 number = {350},938 pages = {311--319},939 doi = {10.1080/01621459.1975.10479864}940}941942@book{durbinkoopman2012,943 author = {Durbin, James and Koopman, Siem Jan},944 title = {Time Series Analysis by State Space Methods},945 year = {2012},946 publisher = {Oxford University Press},947 edition = {2},948 doi = {10.1093/acprof:oso/9780199641178.001.0001}949}950951@book{harvey1989,952 author = {Harvey, Andrew C.},953 title = {Forecasting, Structural Time Series Models and the {Kalman} Filter},954 year = {1989},955 publisher = {Cambridge University Press},956 doi = {10.1017/CBO9781107049994}957}958959@article{kalman1960,960 author = {Kalman, R. E.},961 title = {A New Approach to Linear Filtering and Prediction Problems},962 journal = {Journal of Basic Engineering},963 year = {1960},964 volume = {82},965 number = {1},966 pages = {35--45},967 doi = {10.1115/1.3662552}968}969970@article{hyndman2011hierarchical,971 author = {Hyndman, Rob J. and Ahmed, Roman A. and Athanasopoulos, George and Shang, Han Lin},972 title = {Optimal combination forecasts for hierarchical time series},973 journal = {Computational Statistics \& Data Analysis},974 year = {2011},975 volume = {55},976 number = {9},977 pages = {2579--2589},978 doi = {10.1016/j.csda.2011.03.006}979}980981@article{wickramasuriya2019mint,982 author = {Wickramasuriya, Shanika L. and Athanasopoulos, George and Hyndman, Rob J.},983 title = {Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization},984 journal = {Journal of the American Statistical Association},985 year = {2019},986 volume = {114},987 number = {526},988 pages = {804--819},989 doi = {10.1080/01621459.2018.1448825}990}991992@article{athanasopoulos2024reconciliation,993 author = {Athanasopoulos, George and Hyndman, Rob J. and Kourentzes, Nikolaos and Panagiotelis, Anastasios},994 title = {Forecast reconciliation: A review},995 journal = {International Journal of Forecasting},996 year = {2024},997 volume = {40},998 number = {2},999 pages = {430--456},1000 doi = {10.1016/j.ijforecast.2023.10.010}1001}10021003@article{huber1964,1004 author = {Huber, Peter J.},1005 title = {Robust Estimation of a Location Parameter},1006 journal = {The Annals of Mathematical Statistics},1007 year = {1964},1008 volume = {35},1009 number = {1},1010 pages = {73--101},1011 doi = {10.1214/aoms/1177703732}1012}10131014@article{lange1989robust,1015 author = {Lange, Kenneth L. and Little, Roderick J. A. and Taylor, Jeremy M. G.},1016 title = {Robust Statistical Modeling Using the t Distribution},1017 journal = {Journal of the American Statistical Association},1018 year = {1989},1019 volume = {84},1020 number = {408},1021 pages = {881--896},1022 doi = {10.1080/01621459.1989.10478852}1023}10241025@book{rousseeuwleroy1987,1026 author = {Rousseeuw, Peter J. and Leroy, Annick M.},1027 title = {Robust Regression and Outlier Detection},1028 year = {1987},1029 publisher = {John Wiley \& Sons},1030 doi = {10.1002/0471725382}1031}10321033@article{pace2000spatiotemporal,1034 author = {Pace, R. Kelley and Barry, Ronald and Gilley, Otis W. and Sirmans, C. F.},1035 title = {A method for spatial--temporal forecasting with an application to real estate prices},1036 journal = {International Journal of Forecasting},1037 year = {2000},1038 volume = {16},1039 number = {2},1040 pages = {229--246},1041 doi = {10.1016/s0169-2070(99)00047-3}1042}10431044@book{anselin1988,1045 author = {Anselin, Luc},1046 title = {Spatial Econometrics: Methods and Models},1047 year = {1988},1048 publisher = {Kluwer Academic Publishers},1049 doi = {10.1007/978-94-015-7799-1}1050}10511052@article{kelejianprucha2010,1053 author = {Kelejian, Harry H. and Prucha, Ingmar R.},1054 title = {Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances},1055 journal = {Journal of Econometrics},1056 year = {2010},1057 volume = {157},1058 number = {1},1059 pages = {53--67},1060 doi = {10.1016/j.jeconom.2009.10.025}1061}10621063@book{lesagepace2009,1064 author = {LeSage, James and Pace, Robert Kelley},1065 title = {Introduction to Spatial Econometrics},1066 year = {2009},1067 publisher = {Chapman and Hall/CRC},1068 doi = {10.1201/9781420064254}1069}10701071@book{wood2017gam,1072 author = {Wood, Simon N.},1073 title = {Generalized Additive Models},1074 year = {2017},1075 publisher = {Chapman and Hall/CRC},1076 edition = {2},1077 doi = {10.1201/9781315370279}1078}10791080@inproceedings{ke2017lightgbm,1081 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},1082 title = {LightGBM: A Highly Efficient Gradient Boosting Decision Tree},1083 booktitle = {Advances in Neural Information Processing Systems 30 (NIPS 2017)},1084 year = {2017},1085 pages = {3146--3154},1086 url = {https://proceedings.neurips.cc/paper/2017/hash/6449f44a102fde848669bdd9eb6b76fa-Abstract.html}1087}10881089@article{chernozhukov2018dml,1090 author = {Chernozhukov, Victor and Chetverikov, Denis and Demirer, Mert and Duflo, Esther and Hansen, Christian and Newey, Whitney and Robins, James},1091 title = {Double/debiased machine learning for treatment and structural parameters},1092 journal = {The Econometrics Journal},1093 year = {2018},1094 volume = {21},1095 number = {1},1096 pages = {C1-C68},1097 doi = {10.1111/ectj.12097}1098}10991100@article{diewertshimizu2015tokyo,1101 author = {Diewert, W. Erwin and Shimizu, Chihiro},1102 title = {Residential Property Price Indices for {Tokyo}},1103 journal = {Macroeconomic Dynamics},1104 year = {2015},1105 volume = {19},1106 number = {8},1107 pages = {1659--1714},1108 doi = {10.1017/s1365100514000042}1109}11101111@article{shimizu2010tokyo,1112 author = {Shimizu, Chihiro and Nishimura, Kiyohiko G. and Watanabe, Tsutomu},1113 title = {Housing Prices in {Tokyo}: A Comparison of Hedonic and Repeat Sales Measures},1114 journal = {Jahrb{\"u}cher f{\"u}r National{\"o}konomie und Statistik},1115 year = {2010},1116 volume = {230},1117 number = {6},1118 pages = {792--813},1119 doi = {10.1515/jbnst-2010-0612}1120}11211122@article{diewertshimizu2016condo,1123 author = {Diewert, W. Erwin and Shimizu, Chihiro},1124 title = {Hedonic regression models for {Tokyo} condominium sales},1125 journal = {Regional Science and Urban Economics},1126 year = {2016},1127 volume = {60},1128 pages = {300--315},1129 doi = {10.1016/j.regsciurbeco.2016.08.002}1130}11311132@article{hill2025ooh,1133 author = {Hill, Robert J. and Steurer, Miriam and Waltl, Sofie R.},1134 title = {Owner-Occupied Housing, Inflation, and Monetary Policy},1135 journal = {Journal of Money, Credit and Banking},1136 year = {2025},1137 volume = {57},1138 number = {2-3},1139 pages = {583--614},1140 doi = {10.1111/jmcb.13059}1141}11421143@article{waltl2018rental,1144 author = {Waltl, Sofie R.},1145 title = {Estimating quantile-specific rental yields for residential housing in {Sydney}},1146 journal = {Regional Science and Urban Economics},1147 year = {2018},1148 volume = {68},1149 pages = {204--225},1150 doi = {10.1016/j.regsciurbeco.2017.10.011}1151}11521153@article{waltl2019quantile,1154 author = {Waltl, Sofie R.},1155 title = {Variation Across Price Segments and Locations: A Comprehensive Quantile Regression Analysis of the {Sydney} Housing Market},1156 journal = {Real Estate Economics},1157 year = {2019},1158 volume = {47},1159 number = {3},1160 pages = {723--756},1161 doi = {10.1111/1540-6229.12177}1162}11631164@article{mcmillenshimizu2021,1165 author = {McMillen, Daniel and Shimizu, Chihiro},1166 title = {Decompositions of house price distributions over time: The rise and fall of {Tokyo} house prices},1167 journal = {Real Estate Economics},1168 year = {2021},1169 volume = {49},1170 number = {4},1171 pages = {1290--1314},1172 doi = {10.1111/1540-6229.12338}1173}11741175@article{ohanlon2011ireland,1176 author = {O'Hanlon, Niall},1177 title = {Constructing a National House Price Index for {Ireland}},1178 journal = {Journal of the Statistical and Social Inquiry Society of Ireland},1179 year = {2011},1180 volume = {40},1181 pages = {167--196},1182 url = {https://www.edepositireland.ie/handle/2262/62349}1183}11841185@misc{teranet2017methodology,1186 author = {{Teranet} and {National Bank of Canada}},1187 title = {Teranet--National Bank House Price Index: Methodology Overview},1188 year = {2017},1189 howpublished = {\url{https://housepriceindex.ca/wp-content/uploads/2017/08/Teranet-National-Bank-House-Price-Index-Methodology-Overview.pdf}},1190 note = {Accessed 21 October 2026}1191}11921193@misc{crea2023hpi,1194 author = {{Canadian Real Estate Association}},1195 title = {MLS\textsuperscript{\textregistered} Home Price Index ({HPI}) Methodology},1196 year = {2023},1197 howpublished = {\url{https://www.crea.ca/files/HPI_Methodology-July-2023-rev-ENG.pdf}},1198 note = {July 2023 revision}1199}12001201@misc{statcan2019rppi,1202 author = {{Statistics Canada}},1203 title = {Methodology of the Residential Property Price Index ({RPPI})},1204 year = {2019},1205 howpublished = {Statistics Canada, Prices Analytical Series, Catalogue no. 62F0014M2019006},1206 note = {Released 14 November 2019; archived}1207}12081209@misc{statcan2022nhpi,1210 author = {{Statistics Canada}},1211 title = {Technical Guide for the New Housing Price Index ({NHPI})},1212 year = {2022},1213 howpublished = {Statistics Canada, Catalogue no. 62F0014M2022003},1214 note = {April 2022}1215}1216