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 Estimator; Index Revision; Pre-base and Post-base Index Estimation; 반복매매모형; 지수변화; 지수변화 보정방법
제목
반복매매지수의 지수변화 보정에 관한 연구
제목 (타언어)
Revision in Repeat Sale Price Index: Problem and Solution
저자
류강민; 이창무
발행일
2011-05
저널명
주택연구
권
19
호
2
페이지
5 ~ 22