Chapitre 10. Bibliographie

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1 Chapitre 10 Bibliographie Principales revues spécialisées dans l'immobilier : Appraisal Journal : AJ Housing Policy Debate : HPD Journal of the American Real Estate and Urban Economic Association : AREUEA Journal of Housing Economics : JHE Journal of Property Management : JPM Journal of Property Research : JPR Journal of Property Valuation and Investment : JPVI Journal of Property Investment and Finance : JPIF Journal of Property Valuation and Investment : JPVI Journal of Real Estate Literature : JREL Journal of Real Estate Research : JRER Journal of Real Estate Finance and Economics : JREFE Journal of Real Estate Portfolio Management : JREPM Journal of Real Estate Taxation : JRET Journal of Urban Economics : JUE Land Economics : LE Real Estate Economics : REE Real Estate Finance : REF Real Estate Review : RER 10.1 Publications historiques Beauvois M. (2004) : "La hausse des prix des logements anciens depuis 1998", Insee première, 991. Court A. (1939) : Hedonic Price Indexes with Automotive Examples, p , dans The Dynamics of Automobile Demand, New-York, General Motors Company. Duon G. (1943) : "Evolution de la valeur vénale des immeubles parisiens", Journal de la Société de Statistique de Paris, octobre. Duon G. (1943) : "Evolution de la valeur vénale des immeubles à Paris de 1840 à 1939", Bulletin Statistique de la France, décembre. Duon G. (1946) : "Document sur le problème du logement", Etudes Economiques, 1. Eichholtz P. (1997) : A Long Run House Price Index : the Herengracht Index , REE, 25 (2), Friggit J. (2001a) : "Le prix des logements sur longue période", L'Observateur de l'immobilier, 49-50, Friggit J. (2001b) : "Droits de mutation, prix immobiliers et budgets départementaux", Etudes Foncières, n 91 Friggit J. (2003a) : "Droits de mutation et montant des transactions immobilières de 1800 à 2002", Conseil Général des Ponts et Chaussées. Friggit J. (2003b) : "Deux siècles de transactions immobilières", Etudes foncières, 103. Griliches Z. (1971) : Price Indices and Quality Change, Cambridge, Harvard University Press. Hoyt, H (1933) : One Hundred Years of Land Values in Chicago, University of Chicago Press. Hurd, R. (1905) : Principles of City Land Values, New-York, Record and Guide. Lancaster, K. (1971) : Consumer Demand, Columbia University. Rosen, S., (1974) : Hedonic Prices and Implicit Markets : Product Differentiation in Pure Competition, Journal of Political Economy, 82, Paghari, J., Lieblich, F., Schaner, M. et J. Webb (2001) : Twenty Years of the NCREIF Property Index, REE, 29, 1-28.

2 Triplett Jack E. (1983) : Concept of Quality in Input and Output Price Measures: A Resolution of the User-Value Resource Cost Debate, dans The US Income and Product Accounts: Selected Topics, éd M.F. Foss, NBER Studies in Income and Wealth, University of Chicago Press, Chicago. Triplett Jack E. (2004) : Handbook on Hedonic Indexes and Quality Adjustments in Prices Indexes: Special Application to Information Technology Products, STI Working papers 2004/9, OECD, téléchargeable sur Von Hofsten, E. (1952) : Price Indexes and Quality Changes, Bokförlaget Forum, Stockholm. Waug F. V. (1928) : "Quality Factors Influencing Vegetable Prices", Journal of Farm Economics, 10, Méthodologie des indices Ventes répétées Abraham, J. M. and W. Schauman (1991) : New evidence on house prices from Freddie Mac repeat sales, AREUEA, 19, Cheung, U.S.L., Yau, K.K.W. et Y.V. Hui (2004) : The Effects of Attributes on the Repeat Sales Pattern of Residential Property in Hong Kong, JREFE, 29, Case, B., Pollakowski, H., et S. Wachter (1997) : Frequency of Transaction and House Price Modelling, JREFE, 14, Clapp, J., et C. Giacotto (1991) : House Price Indices Based on All Transactions Compared to Repeat Subsamples, AREUEA, 19, Clapp, J., et C. Giacotto (1992) : "Repeat Sales Methodology for Price Trend Estimation : An Evaluation of Sample Selectivity", JREFE, 5, Clapp, J., et C. Giaccotto (1992) : Estimating price indices for residential property : A comparison of repeat sales and assessed value methods, Journal of the American Statistical Association, 87, Clapp, J., et C. Giacotto (1998) : "Price Indices Based on the Hedonic Repeat-Sales Method: Application to the Housing Market", JREFE, 16, Clapp, J.M., C. Giaccotto (1999) : Revisions in Repeat-Sales Price Indexes: Here Today, Gone Tomorrow?, REE, 27 (1), Dipasquale, D. et C. Somerville (1995) : "Do House Price Indices Based on Transacting Units Represent the Entire Stock? Evidence from the American Housing Survey", JHE, 4, Dowbrow, J., Knight, J. et C. Sirmans (1997) : "Aggregation Bias in Repeat Sales Indices", JREFE, 14, Dreiman, M.H et A. Pennington-Cross (2004) : Alternative Methods of Increasing the Precision of Weighted Repeat Sales House Prices Indices, JREFE, 28, Gat, D. (1996) : "A Compact Hedonic Model of the Greater Tel-Aviv Housing Market, JREL, 4, Gatzlaff, D. et D. Haurin (1997) : "Sample Selection Bias and Repeat-Sales Index Estimates", JREFE, 14(1/2), Geltner, D. (1996) : "The Repeated Measures Regression-Based Index : A Better Way to Construct Appraisal Based Indexes of Commercial Property Value", REF, 12, 4. Geltner, D. (1997) : "Bias and Precision of Estimates of Housing Investment Risk Based on Repeat- Sales Indexes : A Simulation Analysis", JREFE, 14, Goetzmann, W. (1992) : "The Accuracy of Real Estate Indices: Repeat Sales Estimators", JREFE, 5, Leishman, C. et C.Watkins (2002): Estimating local repeat sales house price indices for British cities, JPIF, 20 (1); McMillen, D. P. et J. Dombrow (2001) : A Flexible Fourier Approach to Repeat Sales Price Indexes, REE, 29 (2). Peng L. (2002) : GMM Repeat Sales Price Indices, REE, 30 (2). Shiller, R.J. (1993) : Measuring asset value for cash settlement in derivative markets: hedonic repeated measures indices and perpetual futures, The Journal of Finance, 48, Stephens W.,Y. Li, V. Lekkas, J. Abraham, C. Calhoun et T. Kimner (1995) : "Conventional Mortgage Home Price Index", Journal of Housing Research, 6, 3, Wang F.T. et Zorn P.M. (1997) : "Estimating House Price Growth with Repeat Sales Data : What"s the Aim of the Game?", JHE, 6,

3 Approches par régressions hédoniques Arguea, N. et C. Hsiao (1993) : "Econometric Issues of Estimating Hedonic Price Functions", Journal of Econometrics, 56, Bailey, M., Muth, R., et H. Nourse (1963) : "A Regression Method for Real Estate Price Index Construction", Journal of the American Statistical Association, 58, Benjamin, J.D., Jud, J.D. et D.T. Winkler (2001) : The Value of Smoking Prohibitions in Vacation Rental Properties, JREFE, 22, Blackley, D. M., J.R. Follain Jr., avec H. Lee, (1986): An Evaluation of Hedonic Price Indexes for Thirty-four Large SMSAs, AREUEA, 14 (2), Boyle, K. et L.Taylor (2001) : "Does the Measurement of Property and Structural Characteristics Affect Estimated Implicit Prices for Environmental Amenities in a Hedonic Model?", JREFE, 22, Boyle M., et K. Kiel (2001) : "A Survey of House Price Hedonic Studies of the Impact of Environmental Externalities, JREL, 9, Brasington, D.M. (2004) : House Prices and the Structure of Local Government : An Application of Spatial Statistics, JREFE, 29, Bryan, T., et P., Colwell (1982) : "Housing Price Indices", Research in Real Estate, 2, Buchel, S., et M. Hoesli (1995) : "A Hedonic Analysis of Rent and Rental Revenue in the Subsidized and Unsubsidized Housing Sectors in Geneva", Urban Studies, 32,7. Butler, R. V. (1982) : The specification of hedonic indexes for urban housing, Land Economics, 58, Can, A. (1992) : "Specification and Estimation of Hedonic Housing Price Models", Regional Science and Urban Economics, 22, Caples, S., Hauna, M et S. Premeaux (1997) : "Least Squares Versus Least Absolute Value in Real Estate Appraisals", AJ, 65. Case, B., Pollakowski, H., et S. Wachter (1991) : "On Choosing Among House Price Index Methodologies", AREUEA, 19(3), Case, B. Pollakowski, H. et S. Wachter (1997) : Frequency of Transaction and House Price Modeling, JREFE, 14, Chaplin, R (1997) : "Unsmoothing Valuation-Based Indices Using Multiple Regimes", JPR, 14. Colwell, P., et H., Munneke (1999) : "Land Prices and Land Assembly in the CBD", JREFE, 18, Chau, K., Ma, V., et D. Ho (2001) : "The Pricing of Luckiness in the Apartment Market, JREL, 9, Costello G., Watkins C. (2002) : Towards a System of Local House Price Indices, Housing Studies, 17, (6), Craig, L., Palmquist, R., et T., Weiss (1998) : "Transportation Improvements and Land Values in the Antebellum United States; A Hedonic Approach", JREFE, 16, Crone, T., et R., Voith (1992) : "Estimating House Price Appreciation : A Comparison of Methods", JHE, 2(4), Crosson, S., Dannis, C. et T., Thibodeau (1996) : "Regression Analysis : A Cost Effective Approach for the Valuation of Commercial Property Portfolio", REF, 12, 4. David A., Dubujet F., Gouriéroux C. et Laferrère A. (2002) : "Les indices de prix des logements anciens", Insee méthodes, 98. Des Rosiers, F., Thereault, M., Kesters, Y, et P. Villeneuve (2002) : "Landscaping and House Values : an Empirical Investigation", JRER, 23, Drug, C., Simons, R., et Baku, E. (2000) : "The Effect of Residential Investment on Nearby Property Values : Evidence from Cleveland, Ohio, JRER, 19, Dubin, R., and C., Sung (1990) : "Specification of Hedonic Regressions : Non Nested Tests on Measures of Neighbourhood Quality", JUE, 27, Duff H., et D. Fenwick (2002) : An improved House Price Index - update on developments, Economic Trends, 588. Englund, P., Quigley, J et C. Redfearn (1999) : "The Choice of Methodology for Computing Housing Price Indexes: Comparisons of Temporal Aggregation and Sample Definition", JREFE, 19, Fisher, J., Geltner, D. et B. Webb (1994) : "Value Indices of Commercial Real Estate: A Comparison of Index Construction Methods", JREFE, 9, Francois J.F. (1989) : Estimating Homeownership Costs : Owner's Estimates of Implicit Rents and the Relative Importance of Rental Equivalence in the Consumer Price Index, AREUEA, 17 (1),

4 Galtzlaff, D., et D. Ling (1994) : "Measuring Changes in Local House Prices: An Empirical Investigation of Alternate Methodologies", JUE, 35, Gatzlaff D.H. and Haurin D.R. (1998) : Sample Selection and Biases in Local House Value Indices, JUE, 43, Geltner, G. (1993) : "Temporal Aggregation in Real Estate Returns Indices", AREUEA, 21, Gilberto, M., et F. Sidoroff (1995) : "Real Estate Stock Indexes", REF, 12, 1. Gilley, O., et R. Pace (1995) : "Improving Hedonic Estimation with an Inequality Restricted Estimator", Review of Economics and Statistics, 77, Goodman, A., et T. Thibodeau (1995) : "Dwelling Age Related Heteroscedasticity in Hedonic House Price Equation", Journal of Housing Research, 6, Goodman, A., et T. Thibodeau (1995) : "Dwelling Age Related Heteroscedasticity in Hedonic House Price Equations : An Extension", Journal of Housing Research, 8, Griliches, Z. (1961) : "Hedonic Prices Indexes for Automobiles", NBER Price Statistics of the Federal Government. Griliches, Z. et I. Adelman (1961) : "On an Index of Quality", Journal of the American Statistical Association, 56. Harding, J., Knight, J. et C. Sirmans (2003) : Estimating Bargaining Effects in Hedonic Models : Evidence from the Housing Market, REE, 31, Harding, W et M. Wolverton (2000) : Micro-market Determinants of Neighborhood Center Rental Rates, JRER, 20, Harrison, D., Smersh, G. et A. Schwartz (2001) : Environmental Determinants of Housing Prices : The Impact of Flood Zone Status, JRER, 21, Haurin, D., Hendershott, P., et D., Kim (1991) : "Local House Price Indexes: ", AREUEA, 19, Haurin D.R. et P.H. Hendershott (1991) : House price indexes : Issues and results, AREUEA, 19, Heikkila, E (1988) : "Multicollinearity in Regression Models with Multiple Distance Measures", Journal of Regional Science, 28, Hendershott P.H. et T. Thibodeau (1990) : The relationship between median and constant quality house prices: Implications for setting FHA loan limits, AREUEA, 18, Hoesli, M., Giacotto, C., et P., Favarger (1997) : "Three New Real Estate Price Indices for Geneva, Switzerland", JREFE, 15, Hwang, M. et J.M. Quigley (2004) : Selectivity, Quality Adjustment and Mean Reversion in the Measurement of House Values, JREFE, 28, Kain, J et J. Quigley (1970) : "Measuring the Value of Housing Quality", Journal of the American Statistical Association, 65, Knight, J., Dowbrow, J. et C. Sirmans (1995) : "A Varying Parameter Approach to Constructing House Price Indexes", REE, 23, Krashinsky, M. et W. Milne (1987) : "Housing Price in Metropolitan Toronto: An Empirical Analysis", Regional Science and Urban Economics, Kuo, C. (1997) : "A Bayesian Approach to the Construction and Comparison of Alternative House Price Indices", JREFE, 14. Lacour-Little, M. et S. Malpezzi (2003) : Appraisal Quality and Residential Mortgage Default : Evidence from Alaska, JREFE, 27, Linneman, P. (1980) : Some empirical results on the nature of the hedonic price function for the urban housing market, Journal of Urban Economics, 8, Lusht, K. (1997) : Real Estate Valuations Principles and Applications, 480p, Irwin. Malpezzi, S., L. Ozanne et T. Thibodeau (1987) : Microeconomic estimates of housing depreciation, Land Economics 6, Mark, J., et M. Goldberg (1984) : "Alternative Housing Price Indices : An Evaluation", AREUEA, 12, Mc Donald, J. et D. Mc Millen (1991) : "A Simultaneous Equations Model of Zoning and Land Values", Regional Science and Urban Economics, 21, Mc Donald, J. et D. Mc Millen (1998) "Land Values, Land Use and the First Chicago Zoning Ordinance", JREFE, 16, Mc Donald, d., et M. Veeman (1996) : "Valuing Housing Characteristics : a Case Study of Single- Family Houses in Edmonton, Alberta", Canadian Journal of Economics, 29. Mc Mallan, D., Jarmin, R. et P. Thorsnes (1992) : "Selection Bias and Land Development in the Monocentric City Model", Journal of Urban Economics, 22,

5 Mc Millen, D., et J. Mc Donald (1991) : "A Simultaneous Equations Model of Zoning and Land Values", Regional Science and Urban Economics, 21, Meese, R., et N. Wallace (1997) : "The Construction of Residential Housing Price Indices : A Comparison of Repeat Sales, Hedonic Regression and Hybrid Approach", JREFE, 14, Mok,H., Chan, P., et Y. Cho (1995) : "A Hedonic Price Model fot Private properties in Hong-Kong", JREFE, 10, Moreau, A. (1996) : Methodology of the Price Index for Microcomputers and Printers in France, dans Industry Productivity : International Comparison and Measurement Issues, OECD Proceedings, Munneke, H.J. et B.A. Slade (2000) : An Empirical Study of Sample-Selection Bias in Indices of Commercial Real Estate, JREFE, 21, Ong S.E. (2000) : Temporal and distribution biases in real estate transaction based price indices, JPR, 17(4),, Ong S.E.; Hin K.; Ho D., Lim C.H. (2003) : A constant-quality price index for resale public housing flats in Singapore, Urban Studies, 40(13), Palmquist, R.B., (1980) : "Alternative Techniques for Developing Real Estate Price Indexes", The Review of Economics and Statistics, 66, 3, Quigley, J. (1995) : "A Simple Hybrid Model for Estimating Real Estate Price Indices", JHE, 4, Read, C. (1988) : Price strategies for idiosyncratic goods : the case of housing, AREUEA, 16, Schwann, G. (1998) : "A Real Estate Price Index for Thin Market", JREFE, Simioni, M (2002) : "Méthodes semi-paramétriques en économétrie appliquée : une application aux prix hédoniques", article présenté lors des Journées de méthodologie statistique 2002, Insee. Thibodeau, T. (1992) : Residential Real Estate Prices : , Mount Pleasant, The Blackstone Company. Thorson, J. (1994) : "The Use of Least Median of Squares in the Estimation of Land Value Equations", JREFE, 8, Waddell, P, Berry, B., et I. Hoch (1993) : "Residential Property Values in a Multinodal Urban Area: New Evidence on the Implicit Price of Location", JREFE, 7, Wolverton, M. et J., Senteza (2000) : "Hedonic Estimate of Regional Constant Quality House Prices", JRER, 19, Zabel, J. (1999) : "Controlling for Quality in House Price Indices", JREFE, 19, Approches semi-paramétriques Bao, H., et A Wan (2004) : "On the Use of Spline Smoothing in Estimating Housing Price Models : Empirical Evidence Using Hong-Kong Data, REE, 32, Cassel, R. et R., Mendelsohn (1985) : "The Choice of Functional Forms for Hedonic Equations : Comment", JUE, 18, Colwell, F. (1998) : "A Primer on Piecewise Parabolic Multiple Regression Analysis via Estimations of Chicago CBD Land Prices", JREFE, \ 17, Clapp, J.M. (2003) : A Semiparametric Method for Valuing Residential Locations : Application to Automated Valuation, JREFE, 27, Clapp, J. (2004) : A Semiparametric Method for Estimating Local House Price Indices, REE, 32, Colwell, P., et C. Sirmans (1980) : "Nonlinear Urban Land Prices", JUE, 41, Colwell, P., et H. Munneke (1999) : "Land Prices and Land Assembly in the CBD", JREFE, 18, Halvorsen, R., et H. Pollakowski (1981) : "Choice of Functional Form for Hedonic Price Equations", JUE, 10, Hartog, J., et H. Bierens (1989) : "Estimating a Hedonic Earnings Function with a Nonparametric Method", dans A. Ullah, Eds, Semi-parametric and Nonparametric Econometric, Heidelberg, Physica- Verlag Isakson, H. (1986) : "The Nearest Neighbors Appraisal Techniques : An Alternative to the Adjustment Grid Methods", AREUEA, 14, Kang, H., et A. Reichert (1991) : "An Empirical Analysis of Hedonic Regression and Grid Adjustment Techniques in Real Estate Appraisal", AREUEA, 19, Mc Millen, D. (1990) : "Consistent Estimation of the Urban Land Value Function", JUE, 27,

6 Meese, R., et N. Wallace (1991) : "Nonparametric Estimation of Dynamic Hedonic Price Models and the Construction of Residential Housing Price Indices", AREUEA, 19, Nguyen, N., et A. Cripps (2001) : "Predicting Housing Value : A Comparison of Multiple Regression Analysis and Artificial Neural Network, JRER, 22, O"Connor, P., et J. Eichenbaum (1988) : "Location Value Response Surfaces : The Geometry of Advanced Mass Appraisal", Property Tax Journal, 7, Pace, K. (1993) : "Nonparametric Methods with Applications to Hedonic Models", JREFE, 7, Speyrer, J. et W. Ragas (1991) : "Housing Prices and Fload Risk : An Examination Using Spline Regression", JREFE, 4, Thorsnes, P et D. Mc Millen (1998) : "Land Value and Parcel Size : A Semi-Parametric Approach", JREFE, 17, Autocorrélation spatiale Basu, S., et G. Thibodeau (1998) : "Analysis of Spatial Autocorrelation in House Prices", JREFE, Can, A. (1990) : "The Measurement of Neighborhood Dynamics in Urban Housing Prices", Economic Geography, 66, Can, A., et I. Megbolugbe (1997) : "Spatial Dependence and House Price Index Construction", JREFE, 14, Clapp, J., Kim, H., et A. Gelfaud (2002) : "Predicting Spatial Patterns of House Prices Using LPR and Bayesian Smoothing, REE, 30, Colwell, P., Caunaday, R., et C. Wu (1983) : "The Analytical Foundations of Adjustment Grid Methods", AREUEA, 11, Dubin, R., et C. Sung (1990) : "Specification of Hedonic Regressions : NonNested Tests on Measures of Neighborhood Quality", JUE, 27, Dubin, R. (1992) : "Spatial Autocorrelation and Neighborhood Quality", Regional Science and Urban Economics, 22, Dubin, R. (1998) : "Predicting House Prices Using Multiple Listings Data", JREFE, Dubin, R., Pace, K, et T. Thibodeau (1999) : "Spatial Autoregression Techniques for Real Estate Data", JREL, 7, Francke M.K. et G.A. Vos (2004) : The Hierarchical Trend Model for Property Valuation and Local Price Indices, JREFE, 28, Gelfaud, A.E., Ecker M.D., Knight, J.R. et C.F. Sirmans (2004) : The Dynamics of Location in Home Price, JREFE, 29, Gillen, K., Thibodeau, T. et S. Wachter (2001) : Anisotropic Autocorrelation in House Prices, JREFE, 23, LeSage, J.P. et R.K. Pace (204) : Models for Spatially Dependent Missing Data, JREFE, 29, Militino, A.F., Ugarte, M.D., et L. Garcia-Reinaldas (2004) : "Alternative Models for Describing Spatial Dependance among Dwelling Selling Prices", JREFE, 29, Olmo, J (1995) : "Spatial Estimation of Housing Prices and Locational Rents", Urban Studies, 32, 8. Ord, K. (1975) : "Estimation Methods for Models of Spatial Interaction", Journal of the American Statistical Association, 70, Pace, K., Barry, R., Clapp, J. et M. Rodriguez (1998) : "Spatio-Temporal Autoregressive Models of Neighbourhood Effects", JREFE, 17, Pace, K., et O. Gilley (1997) : "Using the Spatial Configuration of the Data to Improve Estimation", JREFE, 14, Strange, W. (1992) : "Overlapping Neighbourhoods and Housing Externalities", JUE, 32, Wiltshaw, D. (1996) : "Spatial Autocorrelation and Valuation Accuracy: A Neglected Methodological Problem", JPR, 13. Tu, Y., S-M. Yu et H. Sun (2004) : Transaction-Based Office Price Indexes: A Spatio-temporal Modeling Approach, REE, 32 (2). Webb, J., et R. Tsé (2000) : "Regional Comparison of Office Prices and Rental in China : Evidence from Shangai, Guengzhou and Shenzhen, JREPM, 6,

7 Utilisation d enquêtes Goodman, J. et J. Ittner (1992) : The accuracy of homeowner's estimates of house value, Journal of Housing Economics 2, Kiel, K., et J. Zabel (1997) : "Evaluating the Usefulness of the American Housing Survey for Creating House Price Indices", JREFE, 14, Kiel, K., et Z. Zabel (1999) : " The Accuracy of Owner Provided House Values : The American Housing Survey", REE, 27, Koepp P., Corvaisier Y. (1995) : "Les statistiques sur le logement : rapport d'expertise", Conseil national de l'information statistique. Laferrère A. (2003) : "Hedonic Housing Price Indices : The French Experience", prepared for the IMF and BIS conference on Real Estate Indicators and Financial Stability, October 27-28, 2003, Washington, DC. Pollakowski, H. (1995) : "Data Sources for Measuring House Price Changes", Journal of Housing Research, 6, Schultz S.D. et D.A. King (2001) : The Use of Census Data for Hedonic Price Estimates of Open- Space Amenities and Land Use, JREFE, 22, Thibodeau, T. (1989) : "Housing Price Indexes from the SMSA Annual Housing Surveys", AREUEA, 17(1), Déterminants du prix de l immobilier et des terrains Acharya, G. Et L.L. Benett (2001) : «Valuing open space and land use patterns in Urban Watersheds», JREFE, 22, Akpom, U. (1996) : "Housing Attributes and the Lost of Private Rental Buildings in Lagos Nigeria : A Hedonic Price Analysis", Review of Region Studies, 26, 3. Archer, W., Gatzlaff, D. et D. Ling (1996) : "Measuring the Importance of Location in House Price Appreciation", JUE, 40, Asabere, P. (1981) : "The Determinants of Land Values in an African City : The Case of Accra, Ghana", Land Economics, 57, Asabere, P. (1990) : "The Value of a Neighborhood Street with Reference to the Cul-de-Sac", JREFE, 3, Asabere, P., Hachey, G., et S. Grubaugh (1989) : "Architecture, Historic Zoning and the Value of Homes", JREFE, 2, Asabere, P., et F. Huffman (1991) : "Historic District and Land Values", JRER, 6,1, 1-8. Asabere, P., et F. Huffman (1993a) : "The Impact of Settlement Period on Sales Price", JREFE, 7, Asabere, P., et F. Huffman (1993b) : "Price Concessions, Time on the Market and the Actual Sale Price of Homes", JREFE, 6, Asabere, P., Huffman, F., et S. Mehdian (1994) : "The Adverse Impacts of Local Historic Designation : The Case of Small Apartment Buildings in Philadelphia", JREFE, 8, Atack, J., et R. Margo (1998) : "Location, Location, Location! The Price Gradiant for Vacan Urban Land : New-York, 1835 to 1900", JREFE, 16, Bajic, V. (1983) : "The Effects of a New Subway Line on Housing Prices in Metropolitan Toronto", Urban Studies, Bender, R., et H.S. Hwang (1985) : "Hedonic Housing Prices Indices and Secondary Employment Centers", Journal of Urban Economics, 17, Benjamin, J., et G. Sirmans (1996) : "Mass Transportation, Apartment Rent and Property Values", JRER, 12. Benson E.D., Hansen, J.L., Schwartz, A.L. et G.T. Smersh (1998) : Pricing Residential Amenities : the Value of a View, JREFE, 16, Beron, K., Murdoch,J. et M. Thayer (2001) : The Benefits of Visibility Improvement: New Evidence from the Los Angeles Metropolitan Area, JREFE, 22, Berry, B. (1976) : "Ghetto Expansion and Single Family Housing Prices : Chicago, ", JUE, 3, Berry, B., et B., Bednarz (1975) : "A Hedonic Model of Prices and Assessments for Single Family Homes in Chicago : Does the Assessor Follow the Market or the Market the Assessor?", LE, 51,

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10 Paghari, J. et J., Webbs (1996) : "On Setting Apartment Rental Rates : A Regression Based Approach", JRER, 12. Peiser, R. (1987) : "The Determinants of Non Residential Urban Land Values", JUE, 22, Polinsky, A., et L., Smith (1983) : "The Price Adjustment Process for Rental Housing at the Natural Vacancy Rate", American Economic Review, 73, Potepan, M. (1996) : "Explaining Intermetropolitan Variation in Housing Prices, Rents and Land Prices", REE, 24, Quang Do, A., et G., Grudnitskit (1995) : "Golf Courses and Residential House Prices : An Empirical Examination", JREFE, 10, Quang Do, A., Wilbur, R. et J. Short (1994) : "An Empirical Examination of the Externalities of Neighborhood Churches on Housing Values", JREFE, 9, Rodriguez, M., et C. Sirmans (1994) : "Quantifying the Value of a View in Single Family Housing Markets", The Appraisal Journal, 62, Rodriguez, M., Sirmans, C., et A., Marks (1995) : "Using Geographical Information Systems to Improve Real Estate Analysis", JREFE, 10, Schulz, R. et A. Werwatz (2004) : A State Space Model for Berlin House Prices : Estimation and Economic Interpretation, JREFE, 28, Sengupta, S. et D.E. Osgood (2003) : The value of remoteness: a hedonic estimation of ranchette prices, Ecological Economics, 44 (1), Shapiro, C. (1983) : "Premiums for High Quality Products as Rents to Reputation", Quarterly Journal of Economics, 98, Shi, Y., Phipps, T. et D., Colyer (1997) : "Agricultural Land Values Under Urbanizing Influences", LE, 73, Février. Sirmans, C., et P. Colwell (1978) : "Area, Time, Centrality and the Value of Urban Land", LE, 54, Sirpal, R (1994) : "Empirical Modeling of the Relative Impacts of Various Sizes of Shopping Centers on the Values of Surrounding Residential Properties", JRER, 9, 4. Shonkwiler, J. et J. Reynolds (1986) : "Hedonic Price Models in the Analysis of Land Prices at the Urban Fringe", LE, 62, So, H., Tse, R., et S. Ganesan (1997) : "Estimating the Influence of Transport on House Prices : Evidence from Hong-Kong", Journal of Property Valuation and Investment, 15, 1. Stegman, M. (1969) : "Accessibility Models and Residential Location", Journal of the American Institute of Planners, Janvier. Stiegler, M. (1997) : "Common Areas of Shopping Mall Must Be Included in Assessed Valuation of Stores", AJ, 65, Juillet. Theebe, M.A. (2004) : Planes, Trains and Automobiles : the Impact of Trafic Noise on House Prices, JREFE, 28, Thibodeau, T. (1990) : "Estimating the Effect of High Rise Office Buildings on Residential Property Values", LE, 66, Trippi, R. (1997) : "Estimating the Relationship Between Price and Time of Sale for Investment Property", Management Science, 23, Vaillancourt, F., et L., Monty (1985) : "The Effects of Agricultural Zoning on Land Prices ; Québec, ", LE, 61, Vitaliano, D., et C., Hill (1994) : "Agricultural Districts and Farmland Prices", JREFE, 8, Waddell, P., Berry, B. et I. Hoch (1993) : "Residential Property Values in a Multinational Urban Area : New Evidence on the Implicit Price of Location", JREFE, 7, Wang, K., Grissom, T., Webb, J. et C., Spellman (1991) : "The Impact of Rental Properties on the Value of Single Family Residences", JUE, 30, Willis, K., et A. Ali (1997) : "The Impact of Earthquake Risk on Housing Markets : Evidence from Teheran Real Estate Agents", Journal of Housing Research, 8. Yeates, M. (1965) : "Some Factors Affecting the Spatial Distribution of Chicago Land Values", Economic Geography, 41, Zabel J.E. (2004 ) : The demand for housing services, JHE, 13(1), Cycles et saisonnalité dans l immobilier Abraham, J. M. et P.H. Hendershott (1996) : Bubbles in metropolitan housing markets, Journal of Housing Research, 7,

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13 Goetzmann, W. (1993) : "The Single-Family House in the Investment Portfolio", JREFE, 6, Hamchuck, F., et M. Hoesli (2004) : "What Factors Determine International Real Estate Security Returns, REE, 32, Hamilton, B., et R., Schwab (1985) : "Expected Appreciation in Urban Housing Markets", JUE, 18, Huberman, G., Kandel, S. et R.Stambaugh (1987) : "Mimicking Portfolio and Exact Arbitrage Pricing", Journal of Finance, 42, 1-9. Hübner, R., Exchange Traded Real Estate Derivatives for Germany, University of Potsdam, 2002, Verlag Wissenschaft und Praxis. Kim, K., et S., Suh (1993) : "Speculation and Price Bubbles in the Korean and Japanese Real Estate Markets", JREFE, 6, Le Blanc, D et C. Lagarenne (2004) : "Own-Occupied Housing and the Composition of the Household Portfolio : the Case of France, JREFE, 29, Meese, R., et N., Wallace (1994) : "Testing the Present Value Relation for House Price : Should I Leave my House in San Francisco? ", JUE, 35, Ong, S., et Ong Y. (2000) : Real Estate Exposure and Asset Intensity, JREPM, 6, Pak, T. et Switzer, L.: "Risk Management of Real Estate: The Case of Real Estate Swaps", Journal of Real Estate Finance and Economics, 11, 1995 Poterba, J. (1984) : "The Subsidies of Owner Occupied Housing : An Asset Market Approach", Quarterly Journal of Economics, 99, Quan, D., et J., Quigley (1991) : "Price Formation and the Appraisal Function in Real Estate Markets", JREFE, 4, Roche, J. (1995) : Property Futures and Securitisation- the Way ahead, Woodhead Publishing limited. Seck D. (1996) : The Substitutability of Real Estate Assets, REE, 24 (1), Seiler, M., Chatrath, A., et J. Webb (2001) : "Real Estate Ownership and the Risk and Return to Stockholders", JRER, 22, Shiller, R.J., et Weiss A.N. (1999) : "Home Equity Insurance", JREFE, 19. Summers, L. (1981) : "Inflation, the Stock Market and Owner Occupied Housing", American Economic Review, 71, Shiller, R. J. et A.N. Weiss (2000) : Moral hazard in Home Equity Conversion, REE, 28 (1),1-31. Shilling, J. (2003) : Is there a Risk Premium Puzzle in Real Estate?, REE, 31, Tegene, A., et F., Kuchler (1993) : "Evidence on the Existence of Speculative Bubbles in Farmland Prices", JREFE, 6, Williams, J. (1999) : "What is Real Estate Finance? ", JREFE, 19, Stevenson, S. (2000) : International Real Estate Diversification : Empirical Tests Using Hedged Indices, JRER, 19, Thomas, R G (1996) : Indemnities for long-term price risk in the UK housing market, Journal of Property Finance, 7 (3); Tuluca, S.A., Myer, F.C.N. et J.R. Webb (2000) : Dynamics of Private and Public Real Estate Markets, JREFE, 21, Turner, B. (1997) : Housing cooperatives in Sweden : the Effects of Financial Deregulation, JREFE, 15, Ullah, A. et Zhou, Z-G (2003) : Real estate and stock returns : a multivariate VAREC model, Property Management; 21 (1), Viezer, T. (2000) : "Evaluating within Real Estate Diversification Strategies, JREPM, 6, Vorms B., Friggit J., Jachiet N., Taffin C. (2004) : Rapport sur le prêt viager hypothécaire et la mobilisation de l'actif résidentiel des personnes âgées, Inspection Générale des Finances et Conseil Général des Ponts et Chaussées, téléchargeable sur

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