반복매매지수의 지수변화 보정에 관한 연구

Revision in Repeat Sale Price Index: Problem and Solution

초록

The government has made the New Housing Price Index using Repeat Sale Price Estimator (RSE) from December in 2009. But Price indexes based on the RSE have a revision every time new samples are used. Index revision can have direct implications for public policy and private investment. This study introduces Pre-Base and Post-Base index Estimation, which is used in Standard and Poor's, to solve a revision problem in RSE. Toy example and data analysis were used to compare and to examine the stability of RSE, which results showed.

키워드

Repeat Sale Price EstimatorIndex RevisionPre-base and Post-base Index Estimation반복매매모형지수변화지수변화 보정방법
제목
반복매매지수의 지수변화 보정에 관한 연구
제목 (타언어)
Revision in Repeat Sale Price Index: Problem and Solution
저자
류강민이창무
발행일
2011-05
저널명
주택연구
19
2
페이지
5 ~ 22