Measuring aggregate housing wealth: New insights from machine learning☆
We construct a new measure of aggregate housing wealth for the US based on (1) home-
value estimates derived from machine learning algorithms applied to detailed information on …
value estimates derived from machine learning algorithms applied to detailed information on …
Tracking home-owners' sentiments: Subjective indices and convergent validity
SR Waltl, A Lepinteur - The Journal of Real Estate Finance and Economics, 2023 - Springer
Surveys regularly ask home-owners to guess what their property might be worth in the
current housing market. We develop suitable statistical techniques to construct hedonic and …
current housing market. We develop suitable statistical techniques to construct hedonic and …
Objectified housing sales and rent prices in representative household surveys: the impact on macroeconomic statistics
MD Naidin, SR Waltl, M Ziegelmeyer - Available at SSRN 4211817, 2022 - papers.ssrn.com
Reliable macroeconomic housing and wealth statistics and counterfactual analyses require
hypothetical but realistic sales and rent prices for properties off the market, representing the …
hypothetical but realistic sales and rent prices for properties off the market, representing the …
Tracking owners' sentiments: Subjective home values, expectations and house price dynamics
A Lepinteur, SR Waltl - Luxembourg Institute of Socio-Economic …, 2021 - papers.ssrn.com
Economic theory predicts that expectations on future house price growth are related to the
current price of a house. We test this relationship for the supply side of the secondary …
current price of a house. We test this relationship for the supply side of the secondary …
House Price Markups and Mortgage Defaults
PE Carrillo, WM Doerner… - Journal of Money, Credit …, 2023 - Wiley Online Library
The transaction price of identical housing units can vary widely due to heterogeneity in
buyer and seller preferences, matching, and search costs, generating what we term …
buyer and seller preferences, matching, and search costs, generating what we term …
Do Appraiser and Borrower Race Affect Mortgage Collateral Valuation?
We examine racial bias in property appraisals using a national sample of refinanced
mortgages from 2000 to 2007. Our data allow us to observe the race of the appraiser and …
mortgages from 2000 to 2007. Our data allow us to observe the race of the appraiser and …
Tracking Owners' Sentiments: Subjective Home Values, Expectations and House Price Dynamics
SR Waltl, A Lepinteur - Expectations and House Price Dynamics, 2022 - papers.ssrn.com
Economic theory predicts that expectations on future house price growth are related to the
current price. We test this relationship for the supply side of the secondary housing market …
current price. We test this relationship for the supply side of the secondary housing market …