Chapitre 10. Bibliographie

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. 99-117, 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 1628-1973, REE, 25 (2),175-192. Friggit J. (2001a) : "Le prix des logements sur longue période", L'Observateur de l'immobilier, 49-50, 14-25. 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, 35-55. Paghari, J., Lieblich, F., Schaner, M. et J. Webb (2001) : Twenty Years of the NCREIF Property Index, REE, 29, 1-28.

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 http://www.oecd.org/dataoecd/37/31/33789552.pdf 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, 185-196. 10.2 Méthodologie des indices 10.2.1 Ventes répétées Abraham, J. M. and W. Schauman (1991) : New evidence on house prices from Freddie Mac repeat sales, AREUEA, 19, 333 352. 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, 321-339. Case, B., Pollakowski, H., et S. Wachter (1997) : Frequency of Transaction and House Price Modelling, JREFE, 14, 173-188. Clapp, J., et C. Giacotto (1991) : House Price Indices Based on All Transactions Compared to Repeat Subsamples, AREUEA, 19, 270-285. Clapp, J., et C. Giacotto (1992) : "Repeat Sales Methodology for Price Trend Estimation : An Evaluation of Sample Selectivity", JREFE, 5, 357-374. 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, 300 306. Clapp, J., et C. Giacotto (1998) : "Price Indices Based on the Hedonic Repeat-Sales Method: Application to the Housing Market", JREFE, 16, 5-26. Clapp, J.M., C. Giaccotto (1999) : Revisions in Repeat-Sales Price Indexes: Here Today, Gone Tomorrow?, REE, 27 (1), 79-104. 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, 195-229. Dowbrow, J., Knight, J. et C. Sirmans (1997) : "Aggregation Bias in Repeat Sales Indices", JREFE, 14, 75-88. Dreiman, M.H et A. Pennington-Cross (2004) : Alternative Methods of Increasing the Precision of Weighted Repeat Sales House Prices Indices, JREFE, 28, 299-317. Gat, D. (1996) : "A Compact Hedonic Model of the Greater Tel-Aviv Housing Market, JREL, 4, 163-174. Gatzlaff, D. et D. Haurin (1997) : "Sample Selection Bias and Repeat-Sales Index Estimates", JREFE, 14(1/2), 13-50. 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, 155-171. Goetzmann, W. (1992) : "The Accuracy of Real Estate Indices: Repeat Sales Estimators", JREFE, 5, 5-14. Leishman, C. et C.Watkins (2002): Estimating local repeat sales house price indices for British cities, JPIF, 20 (1);36-58. 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, 911-931. 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, 389-418. 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, 93-118.

10.2.2 Approches par régressions hédoniques Arguea, N. et C. Hsiao (1993) : "Econometric Issues of Estimating Hedonic Price Functions", Journal of Econometrics, 56, 243-267. Bailey, M., Muth, R., et H. Nourse (1963) : "A Regression Method for Real Estate Price Index Construction", Journal of the American Statistical Association, 58, 933-942. Benjamin, J.D., Jud, J.D. et D.T. Winkler (2001) : The Value of Smoking Prohibitions in Vacation Rental Properties, JREFE, 22, 117-128. 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), 179-205. 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, 308-318. Boyle M., et K. Kiel (2001) : "A Survey of House Price Hedonic Studies of the Impact of Environmental Externalities, JREL, 9, 117-144. Brasington, D.M. (2004) : House Prices and the Structure of Local Government : An Application of Spatial Statistics, JREFE, 29, 211-231. Bryan, T., et P., Colwell (1982) : "Housing Price Indices", Research in Real Estate, 2, 57-84. 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, 96-108. Can, A. (1992) : "Specification and Estimation of Hedonic Housing Price Models", Regional Science and Urban Economics, 22, 453-477. 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), 286-307. Case, B. Pollakowski, H. et S. Wachter (1997) : Frequency of Transaction and House Price Modeling, JREFE, 14, 173-187. 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, 163-180. Chau, K., Ma, V., et D. Ho (2001) : "The Pricing of Luckiness in the Apartment Market, JREL, 9, 31-40. Costello G., Watkins C. (2002) : Towards a System of Local House Price Indices, Housing Studies, 17, (6), 857-873. Craig, L., Palmquist, R., et T., Weiss (1998) : "Transportation Improvements and Land Values in the Antebellum United States; A Hedonic Approach", JREFE, 16, 173-186. Crone, T., et R., Voith (1992) : "Estimating House Price Appreciation : A Comparison of Methods", JHE, 2(4), 324-338. 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, 139-161. Drug, C., Simons, R., et Baku, E. (2000) : "The Effect of Residential Investment on Nearby Property Values : Evidence from Cleveland, Ohio, JRER, 19, 23-48. Dubin, R., and C., Sung (1990) : "Specification of Hedonic Regressions : Non Nested Tests on Measures of Neighbourhood Quality", JUE, 27, 97-110. 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, 91-112. Fisher, J., Geltner, D. et B. Webb (1994) : "Value Indices of Commercial Real Estate: A Comparison of Index Construction Methods", JREFE, 9, 17-164. 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), 87-109.

Galtzlaff, D., et D. Ling (1994) : "Measuring Changes in Local House Prices: An Empirical Investigation of Alternate Methodologies", JUE, 35, 221-244. Gatzlaff D.H. and Haurin D.R. (1998) : Sample Selection and Biases in Local House Value Indices, JUE, 43, 199-222 Geltner, G. (1993) : "Temporal Aggregation in Real Estate Returns Indices", AREUEA, 21, 141-166. 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, 609-621. Goodman, A., et T. Thibodeau (1995) : "Dwelling Age Related Heteroscedasticity in Hedonic House Price Equation", Journal of Housing Research, 6, 299-317. Goodman, A., et T. Thibodeau (1995) : "Dwelling Age Related Heteroscedasticity in Hedonic House Price Equations : An Extension", Journal of Housing Research, 8, 299-317. 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, 601-622. Harding, W et M. Wolverton (2000) : Micro-market Determinants of Neighborhood Center Rental Rates, JRER, 20, 299-322. Harrison, D., Smersh, G. et A. Schwartz (2001) : Environmental Determinants of Housing Prices : The Impact of Flood Zone Status, JRER, 21, 3-20. Haurin, D., Hendershott, P., et D., Kim (1991) : "Local House Price Indexes: 1982-1991", AREUEA, 19,451-472. Haurin D.R. et P.H. Hendershott (1991) : House price indexes : Issues and results, AREUEA, 19, 259-269. Heikkila, E (1988) : "Multicollinearity in Regression Models with Multiple Distance Measures", Journal of Regional Science, 28, 345-361. Hendershott P.H. et T. Thibodeau (1990) : The relationship between median and constant quality house prices: Implications for setting FHA loan limits, AREUEA, 18, 323 334. Hoesli, M., Giacotto, C., et P., Favarger (1997) : "Three New Real Estate Price Indices for Geneva, Switzerland", JREFE, 15, 93-109. Hwang, M. et J.M. Quigley (2004) : Selectivity, Quality Adjustment and Mean Reversion in the Measurement of House Values, JREFE, 28, 161-178. Kain, J et J. Quigley (1970) : "Measuring the Value of Housing Quality", Journal of the American Statistical Association, 65, 532-548. Knight, J., Dowbrow, J. et C. Sirmans (1995) : "A Varying Parameter Approach to Constructing House Price Indexes", REE, 23, 187-205. Krashinsky, M. et W. Milne (1987) : "Housing Price in Metropolitan Toronto: An Empirical Analysis", Regional Science and Urban Economics, 17-289-305. 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, 211-233. Linneman, P. (1980) : Some empirical results on the nature of the hedonic price function for the urban housing market, Journal of Urban Economics, 8, 47-68. 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, 372-385. Mark, J., et M. Goldberg (1984) : "Alternative Housing Price Indices : An Evaluation", AREUEA, 12, 30-49. Mc Donald, J. et D. Mc Millen (1991) : "A Simultaneous Equations Model of Zoning and Land Values", Regional Science and Urban Economics, 21, 55-72. Mc Donald, J. et D. Mc Millen (1998) "Land Values, Land Use and the First Chicago Zoning Ordinance", JREFE, 16, 135-150. 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, 273-284.

Mc Millen, D., et J. Mc Donald (1991) : "A Simultaneous Equations Model of Zoning and Land Values", Regional Science and Urban Economics, 21, 55-72. 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, 51-74. Mok,H., Chan, P., et Y. Cho (1995) : "A Hedonic Price Model fot Private properties in Hong-Kong", JREFE, 10, 37-48. Moreau, A. (1996) : Methodology of the Price Index for Microcomputers and Printers in France, dans Industry Productivity : International Comparison and Measurement Issues, OECD Proceedings, 99-118. Munneke, H.J. et B.A. Slade (2000) : An Empirical Study of Sample-Selection Bias in Indices of Commercial Real Estate, JREFE, 21, 45-64. Ong S.E. (2000) : Temporal and distribution biases in real estate transaction based price indices, JPR, 17(4),,293-310. 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), 2705-2729. Palmquist, R.B., (1980) : "Alternative Techniques for Developing Real Estate Price Indexes", The Review of Economics and Statistics, 66, 3, 442-448. Quigley, J. (1995) : "A Simple Hybrid Model for Estimating Real Estate Price Indices", JHE, 4, 1-12. Read, C. (1988) : Price strategies for idiosyncratic goods : the case of housing, AREUEA, 16, 379-395. Schwann, G. (1998) : "A Real Estate Price Index for Thin Market", JREFE, 16 269-287. 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 : 1974-1983, Mount Pleasant, The Blackstone Company. Thorson, J. (1994) : "The Use of Least Median of Squares in the Estimation of Land Value Equations", JREFE, 8, 183-190. 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, 117-141. Wolverton, M. et J., Senteza (2000) : "Hedonic Estimate of Regional Constant Quality House Prices", JRER, 19, 235-253. Zabel, J. (1999) : "Controlling for Quality in House Price Indices", JREFE, 19, 223-241. 10.2.3 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, 487-508. Cassel, R. et R., Mendelsohn (1985) : "The Choice of Functional Forms for Hedonic Equations : Comment", JUE, 18, 135-142. Colwell, F. (1998) : "A Primer on Piecewise Parabolic Multiple Regression Analysis via Estimations of Chicago CBD Land Prices", JREFE, \ 17, 87-98. Clapp, J.M. (2003) : A Semiparametric Method for Valuing Residential Locations : Application to Automated Valuation, JREFE, 27, 303-320. Clapp, J. (2004) : A Semiparametric Method for Estimating Local House Price Indices, REE, 32,1 127-160. Colwell, P., et C. Sirmans (1980) : "Nonlinear Urban Land Prices", JUE, 41, 321-336. Colwell, P., et H. Munneke (1999) : "Land Prices and Land Assembly in the CBD", JREFE, 18, 183-180. Halvorsen, R., et H. Pollakowski (1981) : "Choice of Functional Form for Hedonic Price Equations", JUE, 10, 37-49. 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 145-171. Isakson, H. (1986) : "The Nearest Neighbors Appraisal Techniques : An Alternative to the Adjustment Grid Methods", AREUEA, 14, 274-286. Kang, H., et A. Reichert (1991) : "An Empirical Analysis of Hedonic Regression and Grid Adjustment Techniques in Real Estate Appraisal", AREUEA, 19,70-91. Mc Millen, D. (1990) : "Consistent Estimation of the Urban Land Value Function", JUE, 27, 285-293.

Meese, R., et N. Wallace (1991) : "Nonparametric Estimation of Dynamic Hedonic Price Models and the Construction of Residential Housing Price Indices", AREUEA, 19, 308-332. Nguyen, N., et A. Cripps (2001) : "Predicting Housing Value : A Comparison of Multiple Regression Analysis and Artificial Neural Network, JRER, 22, 313-336. O"Connor, P., et J. Eichenbaum (1988) : "Location Value Response Surfaces : The Geometry of Advanced Mass Appraisal", Property Tax Journal, 7, 277-296. Pace, K. (1993) : "Nonparametric Methods with Applications to Hedonic Models", JREFE, 7, 185-204. Speyrer, J. et W. Ragas (1991) : "Housing Prices and Fload Risk : An Examination Using Spline Regression", JREFE, 4, 395-407. Thorsnes, P et D. Mc Millen (1998) : "Land Value and Parcel Size : A Semi-Parametric Approach", JREFE, 17, 233-244. 10.2.4 Autocorrélation spatiale Basu, S., et G. Thibodeau (1998) : "Analysis of Spatial Autocorrelation in House Prices", JREFE, 61-86. Can, A. (1990) : "The Measurement of Neighborhood Dynamics in Urban Housing Prices", Economic Geography, 66, 254-272. Can, A., et I. Megbolugbe (1997) : "Spatial Dependence and House Price Index Construction", JREFE, 14, 203-222. Clapp, J., Kim, H., et A. Gelfaud (2002) : "Predicting Spatial Patterns of House Prices Using LPR and Bayesian Smoothing, REE, 30, 505-532. Colwell, P., Caunaday, R., et C. Wu (1983) : "The Analytical Foundations of Adjustment Grid Methods", AREUEA, 11, 11-29. Dubin, R., et C. Sung (1990) : "Specification of Hedonic Regressions : NonNested Tests on Measures of Neighborhood Quality", JUE, 27, 97-110. Dubin, R. (1992) : "Spatial Autocorrelation and Neighborhood Quality", Regional Science and Urban Economics, 22, 433-452. Dubin, R. (1998) : "Predicting House Prices Using Multiple Listings Data", JREFE, 17 35-59. Dubin, R., Pace, K, et T. Thibodeau (1999) : "Spatial Autoregression Techniques for Real Estate Data", JREL, 7, 79-95. Francke M.K. et G.A. Vos (2004) : The Hierarchical Trend Model for Property Valuation and Local Price Indices, JREFE, 28, 179-208. Gelfaud, A.E., Ecker M.D., Knight, J.R. et C.F. Sirmans (2004) : The Dynamics of Location in Home Price, JREFE, 29, 149-166. Gillen, K., Thibodeau, T. et S. Wachter (2001) : Anisotropic Autocorrelation in House Prices, JREFE, 23, 5-30. LeSage, J.P. et R.K. Pace (204) : Models for Spatially Dependent Missing Data, JREFE, 29, 233-254. Militino, A.F., Ugarte, M.D., et L. Garcia-Reinaldas (2004) : "Alternative Models for Describing Spatial Dependance among Dwelling Selling Prices", JREFE, 29, 193-209. 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, 120-126. Pace, K., Barry, R., Clapp, J. et M. Rodriguez (1998) : "Spatio-Temporal Autoregressive Models of Neighbourhood Effects", JREFE, 17, 15-34. Pace, K., et O. Gilley (1997) : "Using the Spatial Configuration of the Data to Improve Estimation", JREFE, 14, 333-340. Strange, W. (1992) : "Overlapping Neighbourhoods and Housing Externalities", JUE, 32, 17-39. 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, 141-151.

10.2.5 Utilisation d enquêtes Goodman, J. et J. Ittner (1992) : The accuracy of homeowner's estimates of house value, Journal of Housing Economics 2, 39-357. Kiel, K., et J. Zabel (1997) : "Evaluating the Usefulness of the American Housing Survey for Creating House Price Indices", JREFE, 14, 189-202. Kiel, K., et Z. Zabel (1999) : " The Accuracy of Owner Provided House Values : The 1978-1991 American Housing Survey", REE, 27, 263-298. 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, 377-387. 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, 239-252. Thibodeau, T. (1989) : "Housing Price Indexes from the 1974-83 SMSA Annual Housing Surveys", AREUEA, 17(1), 110-117. 10.3 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, 221-237. 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, 334-353. Asabere, P. (1981) : "The Determinants of Land Values in an African City : The Case of Accra, Ghana", Land Economics, 57, 385-397. Asabere, P. (1990) : "The Value of a Neighborhood Street with Reference to the Cul-de-Sac", JREFE, 3, 185-193. Asabere, P., Hachey, G., et S. Grubaugh (1989) : "Architecture, Historic Zoning and the Value of Homes", JREFE, 2, 181-195. 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, 213-219. Asabere, P., et F. Huffman (1993b) : "Price Concessions, Time on the Market and the Actual Sale Price of Homes", JREFE, 6, 167-174. 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, 225-234. Atack, J., et R. Margo (1998) : "Location, Location, Location! The Price Gradiant for Vacan Urban Land : New-York, 1835 to 1900", JREFE, 16, 151-172. Bajic, V. (1983) : "The Effects of a New Subway Line on Housing Prices in Metropolitan Toronto", Urban Studies, 147-158. Bender, R., et H.S. Hwang (1985) : "Hedonic Housing Prices Indices and Secondary Employment Centers", Journal of Urban Economics, 17, 90-107. 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, 55-73. Beron, K., Murdoch,J. et M. Thayer (2001) : The Benefits of Visibility Improvement: New Evidence from the Los Angeles Metropolitan Area, JREFE, 22, 319-337. Berry, B. (1976) : "Ghetto Expansion and Single Family Housing Prices : Chicago, 1968-1972", JUE, 3, 397-423. 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, 21-40.

Besson, V., et R. Klein (1988) : "The Impact of Historic Districting on Property Values", Appraisal Journal, Avril, 223-232. Blackley, D., Follain, J. et H., Lee (1986) : "An Evaluation of Hedonic Price Indexes for Thirty-four Large SMSAs", AREUEA, 14, 179-205. Butler, R. (1982) ""The Specification of Hedonic Indexes for Urban Housing", LE, 58, 97-108. Capozza, D., et R. Helsley (1989) : "The Fundamentals of Land Prices and Urban Growth", JUE, 26, 295-306. Carroll, T., Clauretic, T., et J., Jensen (1996) : "Living Next to Godliness: Residential Property Values and Churches", JREFE, 12, 319-330. Case, K., et R. Shiller (1987) : "Price of Single-Family Homes since 1970: New Indexes from Four Cities", New England Economic Review, sept/oct, 45-56. Castle, E., et I. Hoch (1982) : "Farm Real Estate price Components, 1920-1978", American Journal of Agricultural Economics, 64, 8-18. Chang, Y.L., Tsang, S. et S. Muk (1995) : "The Causal Relationships Between Residential Property Prices and Rentals in Hong-Kong: 1982-1991", JREFE, 10, 23-35. Chicoine, P. (1981) : "Farmland Values at the Urban Fringe : An Analysis of Sale Price", LE, 57, 353-362. Coffman, C., et M. Gregson (1998) : "Railroad Development and Land Value", JREFE, 16, 191-204. Colwell, P., Gujral, S., et C. Coley (1985) : "The Impact of a Shopping Center on the Value of Surrounding Properties", Real Estate Issues, 10, 35-39. Colwell, P., et H. Munneke (1997) : "The Structure of Urban Land Prices", JUE, 41, 321-336. Colwell, P., et C. Sirmans (1978) : "Area, Time Centrality and the Value of Urban Land", Land Economics, 54, 514-519. Cordes, J.J., Gatzlaff D.H. et A.M. Yezer (2001) : To the Water s Edge, and Beyond: Effects of Shore Protection Projects on Beach Development, JREFE, 22, 287-302. Cubbins, J. (1974) : "Price Quality and Selling Time in the Housing Market", Applied Economics, 6, 171-187. Downes, T., et J., Zabel (1997) : The Impact of School Quality on House Prices", Tafts University DP. Englund, P., Quigley, J. et C., Redfearn (1998) : "Improved Price Indexes for Real Estate : Measuring the Course of Swedish Housing Prices", JUE, 44, 171-196. Ferreira, E., et G. Sirmans (1989) : "Selling Price, Financing Premiums and Days on the Market", JREFE, 2, 209-222. Follain, J., et E., Jimenez (1985) : "The Demand for Housing Characteristics in Developing Countries", Urban Studies, 22, 421-432. Follain, J., et E. Jimenez (1985) : "Estimating The Demand for Housing Characteristics: a survey and critique", Regional Science and Urban Economics, 15, 77-107. Fu Y. (2003) : Estimating the Lagging Error in Real Estate Price Indices, REE, 31(1). Gat, D. (1996) : "A Compact Hedonic Model of the Greater Tel Aviv Housing Market", JREL, 4, 163-172. Gayer, T et W.K Viscus (2002) : Housing price responses to newspaper publicity of hazardous waste sites, Resource and Energy Economics, 24 (1-2), 15, 33-51. Gillingham, R. (1975) : "Place to Place Rent Comparisons", Annals of Economic and Social Measurement, 4, 153-174. Goodman, A. (1978) : "Time on the Market and Selling Price", AREUEA, 6, 164-174. Goodman, A.C. et J.L. Goodman Jr (1997) : The Co-op Discount, JREFE, 14, 223-233. Grether, D. et P. Micskowski (1974) : "Determinants of Real Estate Values", Journal of Urban Economics, 1, 127-185. Grudnitski, G., et D. Quang (1997) : "Adjusting the Value of Houses Located on a Golf Course", AJ, 65, Juillet. Harding J.P., Rosenthal S.S., Sirmans C.F. (2003) : Estimating Bargaining Power in The Market for Existing Homes, The Review of Economics and Statistics, 85 (1), 178-188. Harrison, D. et D. Rubinfeld (1978) : "Hedonic Housing Prices and the Demand for Clean Air", Journal of Environmental Economics and Management, 5, 81-102. Haurin, D. (1988) : "The Duration of Marketing Time of Residential Housing", AREUEA, 16, 396-410. Heikkila, E., Gordon, P, Kim, J., Pieser, R. et H., Richardson (1989) : ""What Happened to the CBD Distance Gradient? Land Values in a Policentric City", Environment and Planning, 21, 221-232. Hellman, D., et J., Narroff (1979) : "The Impact of Crime on Urban Residential Property Values", Urban Studies, 16, 105-112. Hite D., Cherch W., Hitzhusen F. et A. Randall (2001) : Property-Value Impacts of an Environmental Disamenity : The Case of Landfills, JREFE, 22, 185-202.

Hoch, I. (1957) : "Changes in Land Values along Edens Expressway", CATS Research News, 1, 10-15. Hoesli, M, Thion, B. et C., Watkins (1997) : "A Hedonic Investigation of the Rental Value of Apartments in Central Bordeaux", JPR, 14. Holmes A. et B. A. Slade (2001) : Do Tax-Deferred Exchanges Impact Purchase Price? Evidence from the Phoenix Apartment Market, REE, 29 (4). Hughes, W., et C., Sirmans (1992) : "Traffic Externalities and Single Family House Prices", Journal of Regional Science, 4, 487-500. Ihlanfeldt, K.R. et T.M. Shaughnessy (2004) : "An empirical investigation of the effects of impact fees on housing and land markets, Regional Science and Urban Economics, 34 (6), 639-661. Jud, G. (1980) : "The Effects of Zoning on Single Family Residential Property Values : Charlotte, North Carolina", Land Economics, 56, 142-154. Jud, G., et J., Watt (1981) : "Schools and Housing Values", Land Economics, 57, 459-470. Kaganova, O (1997) : "Appraising Undeveloped Land in Russian Cities", AJ, 65, Juillet. Kahn, M.E. (2001) : City Quality of Life Dynamics : Measuring the Costs of Growth, JREFE, 22, 339-352. Kiel, A., et J. Zabel (1996) : "House Price Differentials in U.S. Cities : Household and Neighborhood Effects", JHE, 5, 143-165. Knight J. R. and C. F. Sirmans (1996) : Depreciation, maintenance, and housing prices, Journal of Housing Economics, 5, 269-389. Laferrère, A. et F. Dubujet (2003) : "Niveau et évolution des prix des logements anciens en province", in Données Urbaines, 4, D. Pumain, M.-F. Mattei, éd, collection Villes, Anthropos, Economica, 293-306. Lee, B.S., Chung E.C. et Y.H. Kim (2005) : "Dwelling Age, Redevelopment, and Housing Prices : the Case of Apartment Complexes in Seoul, JREFE, 30, 55-80. Lin, C. (1993) : "The Relationhip Between Rents and Prices of Owner Occupied Housing in Taiwan", JREFE, 6, 25-54. Linnerman, P. (1980) : "Some Empirical Results on the Nature of the Hedonic Price Function for the Urban Housing Market", JUE, 8, 47-68. Linneman, P. (1981) : "The Demand for Residence Site Characteristics", JUE, 9, 129-148. Luckard, W., et S., Hines (1983) : "Historic Zoning Considerations in Neighborhood and District Analysis", AJ, Octobre, 485-497. McCluskey, J.J. et G.C. Rausser (2003) : Hazardous waste sites and housing appreciation rates, Journal of Environmental Economics and Management, 45, 166-176. Mc Donald, J., et D., Mc Millen (1990) : "Employment Subcenters and Land Values in a Polycentric Urban Area : The Case of Chicago", Environment and Planning, 22, 1561-1574. Mc Millen, D., et J., Mc Donald (1991) : "Urban Land Value Functions with Endogenous Zoning", JUE, 29, 14-27. McMillen, D.P. (2003) : The return of centralization to Chicago : using repeat sales to identify changes in house price distance gradients, Regional Science and Urban Economics, 33 (3), 287-304. McPherson D.A. et G.S. Sirmans (2001) : Neighborhood Diversity and House-Price Appreciation, JREFE, 22, 81-97. Megbolugbe, I. (1989) : "A Hedonic Index Model : The Housing Market of Jos, Nigeria", Urban Studies, 26, 486-494. Miller, N. (1978) : "Time on the Market and Selling Price", AREUEA, 6, 164-174. Mills, E. (1969) : "The Value of Urban Land", dans H. Perloff, ed., The Quality of the Urban Environment, Washington. Mills, E., et R. Simenaaure (1996) : "New Hedonic Estimates of Regional Constant Quality House Prices", JUE, 39. Mingchi, L., et J. Brown (1980) : "Micro-Neighborhood Externalities and Hedonic Housing Prices", Land Economics, 56, 125-141. Mooney, S. et L.M. Eisgruber (2001) : The Influence of Riparian Protection Measures on Residential Property Values : The Case of the Oregon Plan for Salmon and Watersheds, JREFE, 22, 273-286. Munneke, H., et C., Slawson (1999) : " A Housing Price Model with Endogenous Externality Location : A Study of Mobile Home Parks", JREFE, 19, 113-131. Murray, M. (1978) : "Hedonic Prices and Composite Commodities", JUE, 5, 188-197. Nelson, J. (1978) ""Residential Choice, Hedonic Prices and the Demand for Urban Air Quality", JUE, 5, 357-369. Nourse, H (1970) : "The Effect of Air Pollution on House Values", LE, 46, 435-446.

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Andrew, M. et G. Meen (2004) : House Price Appreciation, Transactions and Structural Changes in the British Housing Market : A Macroeconomic Perspective, REE, 31, 75-98, 99-116. Bar-Nathan, M., M. Beenstock, et Y. Haitovsky (1998) : The market for housing in Israel, Regional Science and Urban Economics, 28 (1), 21-49. Born, W., et S. Pyhrr (1994) : "Real Estate Valuation : The Effect of Market and Property Cycles", JRER, 9,4. Capozza, D., Hendershoff, P., et C. Mack (2004) : An Anatomy of Price Dynamics in Illiquid Markets : Analysis and Evidence from Local Housing Markets, REE, 32, 1-32. Clayton, J. (1996) : "Market Fundamentals, Risk and the Canadian Property Cycle : Implications for Property Valuation and Investment Decisions", JRER, 12, 3. Clayton, J. (1997) : "Are Housing Price Cycles Driven by Irrational Expectations? ", JREFE, 14, 341-363. Clemhout, S. (1981) : "The Impact of Housing Cyclicality on the Construction of Residential Units and Housing Costs", LE, 57, 609-623. Comby J. (1994) : "Le cycle de l immobilier", Etudes foncières, 56. Crawford, G. et M. Fratantoni (2003) : "Assessing the Forecasting Performance of Regime Switching, ARIMA and GARCH Models of Housing Prices, REE, 31, 223-244. Edmonds, R. (1985) : "Some Evidence on the Intertemporal Stability of Hedonic Price Functions", LE, 61, 445-449. Fisher, J., D. Gatzlaff; D. Geltner et D. Haurin (2003) : Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices, REE, 31(2). Grenadier, S. (1995) : "The Persistence of Real Estate Cycles", JREFE, 10, 95-120. Jud, D., et D. Winckler (2002) : "The Dynamics of Metropolitan Housing Prices", JRER, 23, 29-45. Kuo, C. (1996) : "Serial Correlation and Seasonality in the Real Estate Market", JREFE, 12, 139-162. McCoy, B. (1997) : "Will the Volatility of the Real Estate Cycle Continue?", Real Estate Issues, 22, 3. Smith, B., et W., Tesarek (1991) : "House Prices and Regional Real Estate Cycles : Market Adjustments in Houston", AREUEA, 19, 396-416. Spregel, M. (2002) : Housing Return and Construction Cycle, REE, 29, 521-552. Wang Z. (2004) : Dynamics of Urban Residential Property Prices : A Case Study of the Manhattan Market, JREFE, 29, 99-118. Wilson, D., S. D. Paris, J. A. Ware and D. H. Jenkins (2002) : Residential property price time series forecasting with neural networks, Knowledge-Based Systems, 15 (5-6), 35-341. 10.5 Etudes macroéconomiques Abraham, J. et P. Hendershott (1992) : "Patterns and Determinants of Metropolitan House Prices, 1977 to 1991", dans L. Brownie et E., Rosengren, Ed., Real Estate and Credit Crunch., Federal Reserve Bank of Boston Conference Series, 36, 19-42. Anari, A. et J.W. Kolari (2002) : House price and Inflation, REE, 30 (1). Baffoe-Bonnie, J. (1998) : "The Dynamic Impact of Macroeconomic Aggregates on Housing Prices and Stock of Houses : A National and Regional Analysis", JREFE, 17, 179-198. Boone L., et N. Girouard (2002) : The Stock Market, the Housing Market and Consumer Behaviour, OECD Economic Studies, 35, 2002/2, 223-260. Buetow, G. et R. Johnson (2001) : "The Real Estate Asset Allocation Decision : Monetary Policy Implications, JREPM, 7, 215-223. Englund, P., et Y. Ioannides (1997) : "House Price Dynamics : An International Perspective", JHE, 6, Juin. Harris, J. (1989) : "The Effect of Real Rates of Interest on Housing Prices", JREFE, 2, 47-60. Kearl, J. (1979) : "Inflation, Mortgage and Housing ", Journal of Political Economy, 87, 1-29. Meese R.; Wallace N. (2003) : House Price Dynamics and Market Fundamentals : The Parisian Housing Market, Urban Studies, 40 (5-6), 1027-1045. Peek, J. and J. Wilcox (1991) : The measurement and determinants of single family house prices, AREUEA, 19, 353 382. Peek, J. et J. Wilcox (1991) : The baby boom, pend-up demand and future house prices, Journal of Housing Economics, 1, 347-367. Ranney, S. (1985) : "The Future Price of Houses, Mortgage Market Conditions and the Returns to Homeownership", American Economic Review, 71, 323-333. Reichert, A. (1990) : "The Impact of Interest Rates, Income, and Employment upon Regional Housing Prices", JREFE, 3, 373-391.

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