The Dynamics of Intraurban Quantile House Price Indexes

N. Edward Coulson · Daniel P. McMillen

60 citations0/0 files storedUrban Studies

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Housing Market and Economics Urban, Neighborhood, and Segregation Studies Regional Economics and Spatial Analysis

Abstract

Estimating price indexes for different quantiles shows how prices vary for homes that are in different stages of the filtering process. The paper describes a filtering model and its implication for the dynamic interaction of housing prices at these various stages. A time-series analysis of quantile price indexes for three municipalities near Chicago supports the predictions of the filtering model.

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References

1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 1982Trends and random walks in macroeconmic time series 1994Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression 1989NBER macroeconomics annual 1987 2003Is There a Glass Ceiling in Sweden?1987Hedonic Prices and Implicit Markets: Estimating Demand and Supply Functions for Differentiated Products 1988Sources of Business Cycle Fluctuations 1991House Price Dynamics: The Role of Tax Policy and Demography

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