Developing a Repeat Sales Index: Home Prices in San Diego, California

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Abstract

Bella Lopez, a data analytics entrepreneur and real estate asset management consultant is not satisfied with the available real estate market indices. She has access to a large amount of housing transactions data and considers developing her own house price indices at a more granular geographic level. She applies her data analytics skills to pursue her goals. This case introduces students to the nuances of creating and interpreting real estate indices. MBA and graduate level (or advanced undergraduate) students who have a basic understanding of regression modelling will get the best out of this case. The case adopts OLS regression models that can be conducted on packages such as SPSS, EViews, Stata, and even MS Excel. Although the discussion uses the context of real estate assets, the learning objectives are equally applicable to a wide range of heterogeneous asset types traded in relatively less liquid markets (e.g. wine, internet domain names, vehicles, etc.).

Additional Information

Product Type Case
Reference No. F&A0570
Title Developing a Repeat Sales Index: Home Prices in San Diego, California
Pages 8
Published on May 9, 2022
Year of Event 2016
Authors Das, Prashant; Sah, Vivek;
Area Finance and Accounting (F&A)
Discipline Economics, Finance, Public Policy and Law, Quantitative Methods
Sector Agriculture and Animal Husbandry, Banking Finance Insurance (BFI), Infrastructure
Learning Objective A data analytics entrepreneur and advisor sets out to develop her own repeat-sales index for real estate markets in San Diego. Objectives of the Case 1. Explain the challenges of developing real estate indices 2. Survey main methods applied to develop real estate indices 3. Acquire a nuanced understanding of the repeat-sales index creation method 4. Hands-on exposure to econometrics-based index development
Keywords Repeat Sales Index; Real Estate Index; Housing; Analytics; Data Science; Regression
Country United States of America
City San Diego, California
Organization Lied Center of Real Estate, UNLV
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