scholarly journals Determinants of House Prices in Turkey : A Hedonic Regression Model

2008 ◽  
Vol 1 (9) ◽  
pp. 65-76 ◽  
Author(s):  
Sibel SELİM
Keyword(s):  
Regression Model ◽  
House Prices ◽  
Hedonic Regression

A Bayesian Dynamic Hedonic Regression Model for Art Prices

2019 ◽  
Author(s):  
Urbi Garay ◽  
Gavino Puggioni ◽  
German Molina ◽  
Enrique ter Horst
Keyword(s):  
Regression Model ◽  
Hedonic Regression ◽  
Art Prices

scholarly journals Exploring the Trend of New Zealand Housing Prices to Support Sustainable Development

2019 ◽  
Author(s):  
Linlin Zhao ◽  
Jasper Mbachu ◽  
Zhansheng Liu
Keyword(s):  
New Zealand ◽  
Regression Model ◽  
House Prices ◽  
Linear Regression Analysis ◽  
Arima Model ◽  
Housing Prices ◽  
Multiple Linear Regression Analysis ◽  
Housing Sector ◽  
Forecasting Performance ◽  
Sample Method

The New Zealand housing sector is experiencing rapid growth that boosts the national economy but also results in the loss of valuable resources. In line with the growth, the housing market for both residential and business purposes has been booming, as have house prices. To sustain the housing development, it is critical to accurately monitor and predict housing prices so as to support the decision-making process in housing sector. This study is devoted to applying a mathematical method to predict housing prices. The forecasting performance of two types of models: ARIMA and multiple linear regression analysis are compared. The ARIMA and regression models are developed based on a training-validation sample method. The results show that the ARIMA model generally performs better than the regression model. However, the regression model explores, to some extent, the significant correlations between house prices in New Zealand and the macro-economic conditions.

scholarly journals Marriage and Mortgages

2013 ◽  
Vol 6 ◽  
pp. 1 ◽  
Author(s):  
Curtis Crawford ◽  
Yih Feng Low ◽  
Aleksander Rinaldo
Keyword(s):  
Regression Model ◽  
Significant Relationship ◽  
Home Ownership ◽  
House Prices ◽  
Economic Factors ◽  
Relationship Formation ◽  
Economic Variables ◽  
Social Trends ◽  
Body Of Knowledge ◽  
The Relationship

Using annualised data, this paper uses a regression model to help explain the relationship between home ownership, marriage, and key economic variables. By investigating the current body of knowledge this paper highlights support for two main theories that explain a fall in home ownership among those aged less than 35. Social trends, particularly delays in relationship formation (marriages), are cited by many academics as being the main reason for the decline in ownership among the young. However, there is more recent support for economic factors, suggesting affordability is much more of an issue for those who wish to achieve home ownership. The regression model, which uses home finance as a proxy for entry to home ownership, suggests that there is a statistically significant relationship between marriages and homeownership from 1979 - 2010 but not between median house prices and home ownership.

scholarly journals Benchmark for REIT Performance in Malaysia Using Hedonic Regression Model

2014 ◽  
Vol 6 (9) ◽  
Author(s):  
Olusegun Olaopin Olanrele ◽  
Rosli Said ◽  
Mohd Nasir Daud
Keyword(s):  
Regression Model ◽  
Hedonic Regression

Performance analysis of investing in Chinese oil paintings based on a hedonic regression model of price index

2017 ◽  
Vol 7 (3) ◽  
pp. 323-342
Author(s):  
Fang Wang ◽  
Xu Zheng
Keyword(s):  
Regression Model ◽  
Price Index ◽  
Portfolio Diversification ◽  
Hedonic Regression ◽  
Oil Painting ◽  
Content Type ◽  
Oil Paintings ◽  
Auction Houses ◽  
Capm Model ◽  
Diversification Benefit

Purpose The purpose of this paper is to construct a price index for Chinese oil paintings and analyze the financial performance of investing in Chinese oil paintings and its potential for portfolio diversification in Chinese financial markets. Design/methodology/approach A hedonic regression model is applied to construct a semiannual price index for Chinese oil paintings from 2000 to 2014. The CAPM model, downside β and standard portfolio optimization are used for analyzing portfolio diversification. Findings The hedonic regression shows that the majority of hedonic variables, such as dimension, artist’s reputation, living status, medium and auction houses, are statistically significant in estimation. Not only the return from oil painting investments is higher than other equities, but also the β coefficient of the CAPM model and downside β indicate that Chinese oil painting may be a good hedging instrument against stock market risk. Furthermore, the portfolio optimizations under standard assumptions suggest that oil paintings as an alternative investment provide diversification benefit. Originality/value This paper provides a new and comprehensive analysis of characteristics and risks of investing in the Chinese oil paintings.

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